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Sample records for maximum-likelihood ml estimation

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

    Science.gov (United States)

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

    2010-05-01

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

  2. Maximum likelihood estimation for integrated diffusion processes

    DEFF Research Database (Denmark)

    Baltazar-Larios, Fernando; Sørensen, Michael

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

  3. Multi-Channel Maximum Likelihood Pitch Estimation

    DEFF Research Database (Denmark)

    Christensen, Mads Græsbøll

    2012-01-01

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

  4. Modelling maximum likelihood estimation of availability

    International Nuclear Information System (INIS)

    Waller, R.A.; Tietjen, G.L.; Rock, G.W.

    1975-01-01

    Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)

  5. Maximum likelihood window for time delay estimation

    International Nuclear Information System (INIS)

    Lee, Young Sup; Yoon, Dong Jin; Kim, Chi Yup

    2004-01-01

    Time delay estimation for the detection of leak location in underground pipelines is critically important. Because the exact leak location depends upon the precision of the time delay between sensor signals due to leak noise and the speed of elastic waves, the research on the estimation of time delay has been one of the key issues in leak lovating with the time arrival difference method. In this study, an optimal Maximum Likelihood window is considered to obtain a better estimation of the time delay. This method has been proved in experiments, which can provide much clearer and more precise peaks in cross-correlation functions of leak signals. The leak location error has been less than 1 % of the distance between sensors, for example the error was not greater than 3 m for 300 m long underground pipelines. Apart from the experiment, an intensive theoretical analysis in terms of signal processing has been described. The improved leak locating with the suggested method is due to the windowing effect in frequency domain, which offers a weighting in significant frequencies.

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

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-06-01

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

  7. MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

    NARCIS (Netherlands)

    SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM

    In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the

  8. Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation

    DEFF Research Database (Denmark)

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

    2017-01-01

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

  9. Maximum likelihood estimation of the attenuated ultrasound pulse

    DEFF Research Database (Denmark)

    Rasmussen, Klaus Bolding

    1994-01-01

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

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

    DEFF Research Database (Denmark)

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

    2013-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Hare Krishna

    2017-01-01

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

  12. Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

    International Nuclear Information System (INIS)

    Ridolfi, A.; Idier, J.

    2001-01-01

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

  13. Maximum Likelihood Blood Velocity Estimator Incorporating Properties of Flow Physics

    DEFF Research Database (Denmark)

    Schlaikjer, Malene; Jensen, Jørgen Arendt

    2004-01-01

    )-data under investigation. The flow physic properties are exploited in the second term, as the range of velocity values investigated in the cross-correlation analysis are compared to the velocity estimates in the temporal and spatial neighborhood of the signal segment under investigation. The new estimator...... has been compared to the cross-correlation (CC) estimator and the previously developed maximum likelihood estimator (MLE). The results show that the CMLE can handle a larger velocity search range and is capable of estimating even low velocity levels from tissue motion. The CC and the MLE produce...... for the CC and the MLE. When the velocity search range is set to twice the limit of the CC and the MLE, the number of incorrect velocity estimates are 0, 19.1, and 7.2% for the CMLE, CC, and MLE, respectively. The ability to handle a larger search range and estimating low velocity levels was confirmed...

  14. Marginal Maximum Likelihood Estimation of Item Response Models in R

    Directory of Open Access Journals (Sweden)

    Matthew S. Johnson

    2007-02-01

    Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.

  15. Maximum likelihood estimation of phase-type distributions

    DEFF Research Database (Denmark)

    Esparza, Luz Judith R

    for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...

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

    Science.gov (United States)

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

    2018-04-23

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

  17. Approximate maximum likelihood estimation for population genetic inference.

    Science.gov (United States)

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

    2017-11-27

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

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

    DEFF Research Database (Denmark)

    Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk

    2014-01-01

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

  19. Maximum-likelihood estimation of recent shared ancestry (ERSA).

    Science.gov (United States)

    Huff, Chad D; Witherspoon, David J; Simonson, Tatum S; Xing, Jinchuan; Watkins, W Scott; Zhang, Yuhua; Tuohy, Therese M; Neklason, Deborah W; Burt, Randall W; Guthery, Stephen L; Woodward, Scott R; Jorde, Lynn B

    2011-05-01

    Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package.

  20. Maximum likelihood estimation for cytogenetic dose-response curves

    International Nuclear Information System (INIS)

    Frome, E.L.; DuFrain, R.J.

    1986-01-01

    In vitro dose-response curves are used to describe the relation between chromosome aberrations and radiation dose for human lymphocytes. The lymphocytes are exposed to low-LET radiation, and the resulting dicentric chromosome aberrations follow the Poisson distribution. The expected yield depends on both the magnitude and the temporal distribution of the dose. A general dose-response model that describes this relation has been presented by Kellerer and Rossi (1972, Current Topics on Radiation Research Quarterly 8, 85-158; 1978, Radiation Research 75, 471-488) using the theory of dual radiation action. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting dose-time-response models are intrinsically nonlinear in the parameters. A general-purpose maximum likelihood estimation procedure is described, and estimation for the nonlinear models is illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure

  1. Maximum likelihood sequence estimation for optical complex direct modulation.

    Science.gov (United States)

    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.

  2. Maximum likelihood estimation for cytogenetic dose-response curves

    International Nuclear Information System (INIS)

    Frome, E.L; DuFrain, R.J.

    1983-10-01

    In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa[γd + g(t, tau)d 2 ], where t is the time and d is dose. The coefficient of the d 2 term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure

  3. Maximum likelihood estimation for cytogenetic dose-response curves

    Energy Technology Data Exchange (ETDEWEB)

    Frome, E.L; DuFrain, R.J.

    1983-10-01

    In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.

  4. Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

    Directory of Open Access Journals (Sweden)

    Daigle Bernie J

    2012-05-01

    Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

  5. Multilevel maximum likelihood estimation with application to covariance matrices

    Czech Academy of Sciences Publication Activity Database

    Turčičová, Marie; Mandel, J.; Eben, Kryštof

    Published online: 23 January ( 2018 ) ISSN 0361-0926 R&D Projects: GA ČR GA13-34856S Institutional support: RVO:67985807 Keywords : Fisher information * High dimension * Hierarchical maximum likelihood * Nested parameter spaces * Spectral diagonal covariance model * Sparse inverse covariance model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.311, year: 2016

  6. Statistical Bias in Maximum Likelihood Estimators of Item Parameters.

    Science.gov (United States)

    1982-04-01

    34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC

  7. A Fast Algorithm for Maximum Likelihood Estimation of Harmonic Chirp Parameters

    DEFF Research Database (Denmark)

    Jensen, Tobias Lindstrøm; Nielsen, Jesper Kjær; Jensen, Jesper Rindom

    2017-01-01

    . A statistically efficient estimator for extracting the parameters of the harmonic chirp model in additive white Gaussian noise is the maximum likelihood (ML) estimator which recently has been demonstrated to be robust to noise and accurate --- even when the model order is unknown. The main drawback of the ML......The analysis of (approximately) periodic signals is an important element in numerous applications. One generalization of standard periodic signals often occurring in practice are harmonic chirp signals where the instantaneous frequency increases/decreases linearly as a function of time...

  8. Analysis of the maximum likelihood channel estimator for OFDM systems in the presence of unknown interference

    Science.gov (United States)

    Dermoune, Azzouz; Simon, Eric Pierre

    2017-12-01

    This paper is a theoretical analysis of the maximum likelihood (ML) channel estimator for orthogonal frequency-division multiplexing (OFDM) systems in the presence of unknown interference. The following theoretical results are presented. Firstly, the uniqueness of the ML solution for practical applications, i.e., when thermal noise is present, is analytically demonstrated when the number of transmitted OFDM symbols is strictly greater than one. The ML solution is then derived from the iterative conditional ML (CML) algorithm. Secondly, it is shown that the channel estimate can be described as an algebraic function whose inputs are the initial value and the means and variances of the received samples. Thirdly, it is theoretically demonstrated that the channel estimator is not biased. The second and the third results are obtained by employing oblique projection theory. Furthermore, these results are confirmed by numerical results.

  9. A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.

    Energy Technology Data Exchange (ETDEWEB)

    Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,

    2014-09-01

    In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.

  10. Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

    NARCIS (Netherlands)

    Ros, B.P.; Bijma, F.; de Munck, J.C.; de Gunst, M.C.M.

    2016-01-01

    This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is no explicit expression for the maximum likelihood estimator

  11. A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation

    Directory of Open Access Journals (Sweden)

    Shu Cai

    2016-12-01

    Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  13. Bayesian and maximum likelihood estimation of genetic maps

    DEFF Research Database (Denmark)

    York, Thomas L.; Durrett, Richard T.; Tanksley, Steven

    2005-01-01

    There has recently been increased interest in the use of Markov Chain Monte Carlo (MCMC)-based Bayesian methods for estimating genetic maps. The advantage of these methods is that they can deal accurately with missing data and genotyping errors. Here we present an extension of the previous methods...... of genotyping errors. A similar advantage of the Bayesian method was not observed for missing data. We also re-analyse a recently published set of data from the eggplant and show that the use of the MCMC-based method leads to smaller estimates of genetic distances....

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

    Directory of Open Access Journals (Sweden)

    K. Yao

    2007-12-01

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

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

    Directory of Open Access Journals (Sweden)

    Zhenxin Cao

    2018-02-01

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

  16. Modified Moment, Maximum Likelihood and Percentile Estimators for the Parameters of the Power Function Distribution

    Directory of Open Access Journals (Sweden)

    Azam Zaka

    2014-10-01

    Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.

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

    Science.gov (United States)

    Beauducel, Andre; Herzberg, Philipp Yorck

    2006-01-01

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

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

    Science.gov (United States)

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

    2014-09-01

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

  19. Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors

    Science.gov (United States)

    Erkmen, Baris I.; Moision, Bruce E.

    2010-01-01

    Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.

  20. Applying a Weighted Maximum Likelihood Latent Trait Estimator to the Generalized Partial Credit Model

    Science.gov (United States)

    Penfield, Randall D.; Bergeron, Jennifer M.

    2005-01-01

    This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…

  1. Maximum likelihood estimation of the position of a radiating source in a waveguide

    International Nuclear Information System (INIS)

    Hinich, M.J.

    1979-01-01

    An array of sensors is receiving radiation from a source of interest. The source and the array are in a one- or two-dimensional waveguide. The maximum-likelihood estimators of the coordinates of the source are analyzed under the assumptions that the noise field is Gaussian. The Cramer-Rao lower bound is of the order of the number of modes which define the source excitation function. The results show that the accuracy of the maximum likelihood estimator of source depth using a vertical array in a infinite horizontal waveguide (such as the ocean) is limited by the number of modes detected by the array regardless of the array size

  2. Bias Correction for the Maximum Likelihood Estimate of Ability. Research Report. ETS RR-05-15

    Science.gov (United States)

    Zhang, Jinming

    2005-01-01

    Lord's bias function and the weighted likelihood estimation method are effective in reducing the bias of the maximum likelihood estimate of an examinee's ability under the assumption that the true item parameters are known. This paper presents simulation studies to determine the effectiveness of these two methods in reducing the bias when the item…

  3. Maximum-likelihood estimation of the hyperbolic parameters from grouped observations

    DEFF Research Database (Denmark)

    Jensen, Jens Ledet

    1988-01-01

    a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...

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

    NARCIS (Netherlands)

    Kuhnt, S.

    2004-01-01

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

  5. IRT Item Parameter Recovery with Marginal Maximum Likelihood Estimation Using Loglinear Smoothing Models

    Science.gov (United States)

    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…

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

    DEFF Research Database (Denmark)

    Scheike, Thomas; Juul, Anders

    2004-01-01

    Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazard...

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

    Directory of Open Access Journals (Sweden)

    Hakan A. Çırpan

    2002-05-01

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

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

    CERN Document Server

    Millar, Russell B

    2011-01-01

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

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

    DEFF Research Database (Denmark)

    Rasmussen, Klaus Bolding

    1994-01-01

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

  10. Maximum likelihood estimation of ancestral codon usage bias parameters in Drosophila

    DEFF Research Database (Denmark)

    Nielsen, Rasmus; Bauer DuMont, Vanessa L; Hubisz, Melissa J

    2007-01-01

    : the selection coefficient for optimal codon usage (S), allowing joint maximum likelihood estimation of S and the dN/dS ratio. We apply the method to previously published data from Drosophila melanogaster, Drosophila simulans, and Drosophila yakuba and show, in accordance with previous results, that the D...

  11. A simple route to maximum-likelihood estimates of two-locus

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Genetics; Volume 94; Issue 3. A simple route to maximum-likelihood estimates of two-locus recombination fractions under inequality restrictions. Iain L. Macdonald Philasande Nkalashe. Research Note Volume 94 Issue 3 September 2015 pp 479-481 ...

  12. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

    NARCIS (Netherlands)

    Mesters, G.; Koopman, S.J.; Ooms, M.

    2016-01-01

    An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian approximating

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

    Directory of Open Access Journals (Sweden)

    Alejandro C. Frery

    2004-12-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-09-07

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

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

    DEFF Research Database (Denmark)

    Scheike, Thomas Harder; Juul, Anders

    2004-01-01

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

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

    International Nuclear Information System (INIS)

    Beer, M.

    1980-01-01

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

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

    Science.gov (United States)

    Wu, Xiaowei; Zhu, Hongxiao

    2015-02-07

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

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

    Science.gov (United States)

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

    2017-04-01

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

  19. Microarray background correction: maximum likelihood estimation for the normal-exponential convolution

    DEFF Research Database (Denmark)

    Silver, Jeremy D; Ritchie, Matthew E; Smyth, Gordon K

    2009-01-01

    exponentially distributed, representing background noise and signal, respectively. Using a saddle-point approximation, Ritchie and others (2007) found normexp to be the best background correction method for 2-color microarray data. This article develops the normexp method further by improving the estimation...... is developed for exact maximum likelihood estimation (MLE) using high-quality optimization software and using the saddle-point estimates as starting values. "MLE" is shown to outperform heuristic estimators proposed by other authors, both in terms of estimation accuracy and in terms of performance on real data...

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

    International Nuclear Information System (INIS)

    Tomitani, Takehiro

    1982-01-01

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

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

    International Nuclear Information System (INIS)

    Bardsley, Johnathan M; Goldes, John

    2009-01-01

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

  2. %lrasch_mml: A SAS Macro for Marginal Maximum Likelihood Estimation in Longitudinal Polytomous Rasch Models

    Directory of Open Access Journals (Sweden)

    Maja Olsbjerg

    2015-10-01

    Full Text Available Item response theory models are often applied when a number items are used to measure a unidimensional latent variable. Originally proposed and used within educational research, they are also used when focus is on physical functioning or psychological wellbeing. Modern applications often need more general models, typically models for multidimensional latent variables or longitudinal models for repeated measurements. This paper describes a SAS macro that fits two-dimensional polytomous Rasch models using a specification of the model that is sufficiently flexible to accommodate longitudinal Rasch models. The macro estimates item parameters using marginal maximum likelihood estimation. A graphical presentation of item characteristic curves is included.

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

    Science.gov (United States)

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

    1975-01-01

    New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

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

    Directory of Open Access Journals (Sweden)

    Behrooz Attaran

    2015-01-01

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

  5. Two-Stage Maximum Likelihood Estimation (TSMLE for MT-CDMA Signals in the Indoor Environment

    Directory of Open Access Journals (Sweden)

    Sesay Abu B

    2004-01-01

    Full Text Available This paper proposes a two-stage maximum likelihood estimation (TSMLE technique suited for multitone code division multiple access (MT-CDMA system. Here, an analytical framework is presented in the indoor environment for determining the average bit error rate (BER of the system, over Rayleigh and Ricean fading channels. The analytical model is derived for quadrature phase shift keying (QPSK modulation technique by taking into account the number of tones, signal bandwidth (BW, bit rate, and transmission power. Numerical results are presented to validate the analysis, and to justify the approximations made therein. Moreover, these results are shown to agree completely with those obtained by simulation.

  6. Estimation of Road Vehicle Speed Using Two Omnidirectional Microphones: A Maximum Likelihood Approach

    Directory of Open Access Journals (Sweden)

    López-Valcarce Roberto

    2004-01-01

    Full Text Available We address the problem of estimating the speed of a road vehicle from its acoustic signature, recorded by a pair of omnidirectional microphones located next to the road. This choice of sensors is motivated by their nonintrusive nature as well as low installation and maintenance costs. A novel estimation technique is proposed, which is based on the maximum likelihood principle. It directly estimates car speed without any assumptions on the acoustic signal emitted by the vehicle. This has the advantages of bypassing troublesome intermediate delay estimation steps as well as eliminating the need for an accurate yet general enough acoustic traffic model. An analysis of the estimate for narrowband and broadband sources is provided and verified with computer simulations. The estimation algorithm uses a bank of modified crosscorrelators and therefore it is well suited to DSP implementation, performing well with preliminary field data.

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

    Science.gov (United States)

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

    2011-10-01

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

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

    Directory of Open Access Journals (Sweden)

    Manuel Gil

    2014-09-01

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

  9. A new maximum likelihood blood velocity estimator incorporating spatial and temporal correlation

    DEFF Research Database (Denmark)

    Schlaikjer, Malene; Jensen, Jørgen Arendt

    2001-01-01

    and space. This paper presents a new estimator (STC-MLE), which incorporates the correlation property. It is an expansion of the maximum likelihood estimator (MLE) developed by Ferrara et al. With the MLE a cross-correlation analysis between consecutive RF-lines on complex form is carried out for a range...... of possible velocities. In the new estimator an additional similarity investigation for each evaluated velocity and the available velocity estimates in a temporal (between frames) and spatial (within frames) neighborhood is performed. An a priori probability density term in the distribution...... of the observations gives a probability measure of the correlation between the velocities. Both the MLE and the STC-MLE have been evaluated on simulated and in-vivo RF-data obtained from the carotid artery. Using the MLE 4.1% of the estimates deviate significantly from the true velocities, when the performance...

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

    Science.gov (United States)

    Gil, Manuel

    2014-01-01

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

  11. An Invariance Property for the Maximum Likelihood Estimator of the Parameters of a Gaussian Moving Average Process

    OpenAIRE

    Godolphin, E. J.

    1980-01-01

    It is shown that the estimation procedure of Walker leads to estimates of the parameters of a Gaussian moving average process which are asymptotically equivalent to the maximum likelihood estimates proposed by Whittle and represented by Godolphin.

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

    Directory of Open Access Journals (Sweden)

    Dongming Li

    2017-04-01

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

  13. Performance of penalized maximum likelihood in estimation of genetic covariances matrices

    Directory of Open Access Journals (Sweden)

    Meyer Karin

    2011-11-01

    Full Text Available Abstract Background Estimation of genetic covariance matrices for multivariate problems comprising more than a few traits is inherently problematic, since sampling variation increases dramatically with the number of traits. This paper investigates the efficacy of regularized estimation of covariance components in a maximum likelihood framework, imposing a penalty on the likelihood designed to reduce sampling variation. In particular, penalties that "borrow strength" from the phenotypic covariance matrix are considered. Methods An extensive simulation study was carried out to investigate the reduction in average 'loss', i.e. the deviation in estimated matrices from the population values, and the accompanying bias for a range of parameter values and sample sizes. A number of penalties are examined, penalizing either the canonical eigenvalues or the genetic covariance or correlation matrices. In addition, several strategies to determine the amount of penalization to be applied, i.e. to estimate the appropriate tuning factor, are explored. Results It is shown that substantial reductions in loss for estimates of genetic covariance can be achieved for small to moderate sample sizes. While no penalty performed best overall, penalizing the variance among the estimated canonical eigenvalues on the logarithmic scale or shrinking the genetic towards the phenotypic correlation matrix appeared most advantageous. Estimating the tuning factor using cross-validation resulted in a loss reduction 10 to 15% less than that obtained if population values were known. Applying a mild penalty, chosen so that the deviation in likelihood from the maximum was non-significant, performed as well if not better than cross-validation and can be recommended as a pragmatic strategy. Conclusions Penalized maximum likelihood estimation provides the means to 'make the most' of limited and precious data and facilitates more stable estimation for multi-dimensional analyses. It should

  14. On Maximum Likelihood Estimation for Left Censored Burr Type III Distribution

    Directory of Open Access Journals (Sweden)

    Navid Feroze

    2015-12-01

    Full Text Available Burr type III is an important distribution used to model the failure time data. The paper addresses the problem of estimation of parameters of the Burr type III distribution based on maximum likelihood estimation (MLE when the samples are left censored. As the closed form expression for the MLEs of the parameters cannot be derived, the approximate solutions have been obtained through iterative procedures. An extensive simulation study has been carried out to investigate the performance of the estimators with respect to sample size, censoring rate and true parametric values. A real life example has also been presented. The study revealed that the proposed estimators are consistent and capable of providing efficient results under small to moderate samples.

  15. Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters

    CERN Document Server

    Aguglia, D; Martins, C.D.A.

    2014-01-01

    This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...

  16. 2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

    Science.gov (United States)

    Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki

    Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.

  17. Multi-level restricted maximum likelihood covariance estimation and kriging for large non-gridded spatial datasets

    KAUST Repository

    Castrillon, Julio; Genton, Marc G.; Yokota, Rio

    2015-01-01

    We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the deterministic

  18. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    Science.gov (United States)

    Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

  19. A Maximum Likelihood Estimation of Vocal-Tract-Related Filter Characteristics for Single Channel Speech Separation

    Directory of Open Access Journals (Sweden)

    Dansereau Richard M

    2007-01-01

    Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.

  20. A Maximum Likelihood Estimation of Vocal-Tract-Related Filter Characteristics for Single Channel Speech Separation

    Directory of Open Access Journals (Sweden)

    Mohammad H. Radfar

    2006-11-01

    Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.

  1. Maximum likelihood estimation of biophysical parameters of synaptic receptors from macroscopic currents

    Directory of Open Access Journals (Sweden)

    Andrey eStepanyuk

    2014-10-01

    Full Text Available Dendritic integration and neuronal firing patterns strongly depend on biophysical properties of synaptic ligand-gated channels. However, precise estimation of biophysical parameters of these channels in their intrinsic environment is complicated and still unresolved problem. Here we describe a novel method based on a maximum likelihood approach that allows to estimate not only the unitary current of synaptic receptor channels but also their multiple conductance levels, kinetic constants, the number of receptors bound with a neurotransmitter and the peak open probability from experimentally feasible number of postsynaptic currents. The new method also improves the accuracy of evaluation of unitary current as compared to the peak-scaled non-stationary fluctuation analysis, leading to a possibility to precisely estimate this important parameter from a few postsynaptic currents recorded in steady-state conditions. Estimation of unitary current with this method is robust even if postsynaptic currents are generated by receptors having different kinetic parameters, the case when peak-scaled non-stationary fluctuation analysis is not applicable. Thus, with the new method, routinely recorded postsynaptic currents could be used to study the properties of synaptic receptors in their native biochemical environment.

  2. Maximum likelihood estimation of semiparametric mixture component models for competing risks data.

    Science.gov (United States)

    Choi, Sangbum; Huang, Xuelin

    2014-09-01

    In the analysis of competing risks data, the cumulative incidence function is a useful quantity to characterize the crude risk of failure from a specific event type. In this article, we consider an efficient semiparametric analysis of mixture component models on cumulative incidence functions. Under the proposed mixture model, latency survival regressions given the event type are performed through a class of semiparametric models that encompasses the proportional hazards model and the proportional odds model, allowing for time-dependent covariates. The marginal proportions of the occurrences of cause-specific events are assessed by a multinomial logistic model. Our mixture modeling approach is advantageous in that it makes a joint estimation of model parameters associated with all competing risks under consideration, satisfying the constraint that the cumulative probability of failing from any cause adds up to one given any covariates. We develop a novel maximum likelihood scheme based on semiparametric regression analysis that facilitates efficient and reliable estimation. Statistical inferences can be conveniently made from the inverse of the observed information matrix. We establish the consistency and asymptotic normality of the proposed estimators. We validate small sample properties with simulations and demonstrate the methodology with a data set from a study of follicular lymphoma. © 2014, The International Biometric Society.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  4. Bias correction for estimated QTL effects using the penalized maximum likelihood method.

    Science.gov (United States)

    Zhang, J; Yue, C; Zhang, Y-M

    2012-04-01

    A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.

  5. Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

    International Nuclear Information System (INIS)

    Laurence, T.; Chromy, B.

    2010-01-01

    Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE

  6. Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies

    International Nuclear Information System (INIS)

    Llacer, J.; Veklerov, E.; Hoffman, E.J.; Nunez, J.; Coakley, K.J.

    1993-01-01

    The work presented in this paper evaluates the statistical characteristics of regional bias and expected error in reconstructions of real PET data of human brain fluorodeoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task that the authors have investigated is that of quantifying radioisotope uptake in regions-of-interest (ROI's). They first describe a robust methodology for the use of the MLE method with clinical data which contains only one adjustable parameter: the kernel size for a Gaussian filtering operation that determines final resolution and expected regional error. Simulation results are used to establish the fundamental characteristics of the reconstructions obtained by out methodology, corresponding to the case in which the transition matrix is perfectly known. Then, data from 72 independent human brain FDG scans from four patients are used to show that the results obtained from real data are consistent with the simulation, although the quality of the data and of the transition matrix have an effect on the final outcome

  7. Nonuniform Illumination Correction Algorithm for Underwater Images Using Maximum Likelihood Estimation Method

    Directory of Open Access Journals (Sweden)

    Sonali Sachin Sankpal

    2016-01-01

    Full Text Available Scattering and absorption of light is main reason for limited visibility in water. The suspended particles and dissolved chemical compounds in water are also responsible for scattering and absorption of light in water. The limited visibility in water results in degradation of underwater images. The visibility can be increased by using artificial light source in underwater imaging system. But the artificial light illuminates the scene in a nonuniform fashion. It produces bright spot at the center with the dark region at surroundings. In some cases imaging system itself creates dark region in the image by producing shadow on the objects. The problem of nonuniform illumination is neglected by the researchers in most of the image enhancement techniques of underwater images. Also very few methods are discussed showing the results on color images. This paper suggests a method for nonuniform illumination correction for underwater images. The method assumes that natural underwater images are Rayleigh distributed. This paper used maximum likelihood estimation of scale parameter to map distribution of image to Rayleigh distribution. The method is compared with traditional methods for nonuniform illumination correction using no-reference image quality metrics like average luminance, average information entropy, normalized neighborhood function, average contrast, and comprehensive assessment function.

  8. EQPlanar: a maximum-likelihood method for accurate organ activity estimation from whole body planar projections

    International Nuclear Information System (INIS)

    Song, N; Frey, E C; He, B; Wahl, R L

    2011-01-01

    Optimizing targeted radionuclide therapy requires patient-specific estimation of organ doses. The organ doses are estimated from quantitative nuclear medicine imaging studies, many of which involve planar whole body scans. We have previously developed the quantitative planar (QPlanar) processing method and demonstrated its ability to provide more accurate activity estimates than conventional geometric-mean-based planar (CPlanar) processing methods using physical phantom and simulation studies. The QPlanar method uses the maximum likelihood-expectation maximization algorithm, 3D organ volume of interests (VOIs), and rigorous models of physical image degrading factors to estimate organ activities. However, the QPlanar method requires alignment between the 3D organ VOIs and the 2D planar projections and assumes uniform activity distribution in each VOI. This makes application to patients challenging. As a result, in this paper we propose an extended QPlanar (EQPlanar) method that provides independent-organ rigid registration and includes multiple background regions. We have validated this method using both Monte Carlo simulation and patient data. In the simulation study, we evaluated the precision and accuracy of the method in comparison to the original QPlanar method. For the patient studies, we compared organ activity estimates at 24 h after injection with those from conventional geometric mean-based planar quantification using a 24 h post-injection quantitative SPECT reconstruction as the gold standard. We also compared the goodness of fit of the measured and estimated projections obtained from the EQPlanar method to those from the original method at four other time points where gold standard data were not available. In the simulation study, more accurate activity estimates were provided by the EQPlanar method for all the organs at all the time points compared with the QPlanar method. Based on the patient data, we concluded that the EQPlanar method provided a

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

    Science.gov (United States)

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

    2015-11-01

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

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

    Czech Academy of Sciences Publication Activity Database

    Kukačka, Jiří; Baruník, Jozef

    2017-01-01

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

  11. Computing maximum likelihood estimates of loglinear models from marginal sums with special attention to loglinear item response theory

    NARCIS (Netherlands)

    Kelderman, Henk

    1991-01-01

    In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual

  12. Computing maximum likelihood estimates of loglinear models from marginal sums with special attention to loglinear item response theory

    NARCIS (Netherlands)

    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

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

    Science.gov (United States)

    Kieftenbeld, Vincent; Natesan, Prathiba

    2012-01-01

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

  14. Joint Maximum Likelihood Time Delay Estimation of Unknown Event-Related Potential Signals for EEG Sensor Signal Quality Enhancement

    Science.gov (United States)

    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

  15. Joint Maximum Likelihood Time Delay Estimation of Unknown Event-Related Potential Signals for EEG Sensor Signal Quality Enhancement

    Directory of Open Access Journals (Sweden)

    Kyungsoo Kim

    2016-06-01

    Full Text Available Electroencephalograms (EEGs measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE schemes based on a joint maximum likelihood (ML criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°.

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

    Science.gov (United States)

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

    1992-08-01

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

  17. An Example of an Improvable Rao-Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator.

    Science.gov (United States)

    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.].

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

    Science.gov (United States)

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

    1976-01-01

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

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

    Science.gov (United States)

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

    1978-01-01

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

  20. Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

    Energy Technology Data Exchange (ETDEWEB)

    Gopich, Irina V. [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, Maryland 20892 (United States)

    2015-01-21

    Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.

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

    International Nuclear Information System (INIS)

    Bozchalooi, I Soltani; Liang, Ming

    2009-01-01

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

  2. Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions

    DEFF Research Database (Denmark)

    Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper

    2016-01-01

    of the estimator is in speech enhancement algorithms, such as the Multi-channel Wiener Filter (MWF) and the Minimum Variance Distortionless Response (MVDR) beamformer. We evaluate these two algorithms in a speech dereverberation task and compare the performance obtained using the proposed and a competing PSD...... estimator. Instrumental performance measures indicate an advantage of the proposed estimator over the competing one. In a speech intelligibility test all algorithms significantly improved the word intelligibility score. While the results suggest a minor advantage of using the proposed PSD estimator...

  3. Pilot power optimization for AF relaying using maximum likelihood channel estimation

    KAUST Repository

    Wang, Kezhi

    2014-09-01

    Bit error rates (BERs) for amplify-and-forward (AF) relaying systems with two different pilot-symbol-aided channel estimation methods, disintegrated channel estimation (DCE) and cascaded channel estimation (CCE), are derived in Rayleigh fading channels. Based on these BERs, the pilot powers at the source and at the relay are optimized when their total transmitting powers are fixed. Numerical results show that the optimized system has a better performance than other conventional nonoptimized allocation systems. They also show that the optimal pilot power in variable gain is nearly the same as that in fixed gain for similar system settings. andcopy; 2014 IEEE.

  4. Estimating Water Demand in Urban Indonesia: A Maximum Likelihood Approach to block Rate Pricing Data

    NARCIS (Netherlands)

    Rietveld, Piet; Rouwendal, Jan; Zwart, Bert

    1997-01-01

    In this paper the Burtless and Hausman model is used to estimate water demand in Salatiga, Indonesia. Other statistical models, as OLS and IV, are found to be inappropiate. A topic, which does not seem to appear in previous studies, is the fact that the density function of the loglikelihood can be

  5. Directional maximum likelihood self-estimation of the path-loss exponent

    NARCIS (Netherlands)

    Hu, Y.; Leus, G.J.T.; Dong, Min; Zheng, Thomas Fang

    2016-01-01

    The path-loss exponent (PLE) is a key parameter in wireless propagation channels. Therefore, obtaining the knowledge of the PLE is rather significant for assisting wireless communications and networking to achieve a better performance. Most existing methods for estimating the PLE not only require

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

    NARCIS (Netherlands)

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

    2011-01-01

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

  7. Maximum likelihood estimation and EM algorithm of Copas-like selection model for publication bias correction.

    Science.gov (United States)

    Ning, Jing; Chen, Yong; Piao, Jin

    2017-07-01

    Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  8. Maximum likelihood estimation of dose-response parameters for therapeutic operating characteristic (TOC) analysis of carcinoma of the nasopharynx

    International Nuclear Information System (INIS)

    Metz, C.E.; Tokars, R.P.; Kronman, H.B.; Griem, M.L.

    1982-01-01

    A Therapeutic Operating Characteristic (TOC) curve for radiation therapy plots, for all possible treatment doses, the probability of tumor ablation as a function of the probability of radiation-induced complication. Application of this analysis to actual therapeutic situation requires that dose-response curves for ablation and for complication be estimated from clinical data. We describe an approach in which ''maximum likelihood estimates'' of these dose-response curves are made, and we apply this approach to data collected on responses to radiotherapy for carcinoma of the nasopharynx. TOC curves constructed from the estimated dose-response curves are subject to moderately large uncertainties because of the limitations of available data.These TOC curves suggest, however, that treatment doses greater than 1800 rem may substantially increase the probability of tumor ablation with little increase in the risk of radiation-induced cervical myelopathy, especially for T1 and T2 tumors

  9. Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm.

    Science.gov (United States)

    Engelhardt, Alexander; Rieger, Anna; Tresch, Achim; Mansmann, Ulrich

    2016-01-01

    We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data. © 2017 S. Karger AG, Basel.

  10. Practical aspects of a maximum likelihood estimation method to extract stability and control derivatives from flight data

    Science.gov (United States)

    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.

  11. Multi-level restricted maximum likelihood covariance estimation and kriging for large non-gridded spatial datasets

    KAUST Repository

    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.

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

    Science.gov (United States)

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

    2017-05-01

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

  13. Performance and separation occurrence of binary probit regression estimator using maximum likelihood method and Firths approach under different sample size

    Science.gov (United States)

    Lusiana, Evellin Dewi

    2017-12-01

    The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.

  14. BER and optimal power allocation for amplify-and-forward relaying using pilot-aided maximum likelihood estimation

    KAUST Repository

    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.

  15. Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

    Energy Technology Data Exchange (ETDEWEB)

    Raghunathan, Srinivasan; Patil, Sanjaykumar; Bianchini, Federico; Reichardt, Christian L. [School of Physics, University of Melbourne, 313 David Caro building, Swanston St and Tin Alley, Parkville VIC 3010 (Australia); Baxter, Eric J. [Department of Physics and Astronomy, University of Pennsylvania, 209 S. 33rd Street, Philadelphia, PA 19104 (United States); Bleem, Lindsey E. [Argonne National Laboratory, High-Energy Physics Division, 9700 S. Cass Avenue, Argonne, IL 60439 (United States); Crawford, Thomas M. [Kavli Institute for Cosmological Physics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States); Holder, Gilbert P. [Department of Astronomy and Department of Physics, University of Illinois, 1002 West Green St., Urbana, IL 61801 (United States); Manzotti, Alessandro, E-mail: srinivasan.raghunathan@unimelb.edu.au, E-mail: s.patil2@student.unimelb.edu.au, E-mail: ebax@sas.upenn.edu, E-mail: federico.bianchini@unimelb.edu.au, E-mail: bleeml@uchicago.edu, E-mail: tcrawfor@kicp.uchicago.edu, E-mail: gholder@illinois.edu, E-mail: manzotti@uchicago.edu, E-mail: christian.reichardt@unimelb.edu.au [Department of Astronomy and Astrophysics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States)

    2017-08-01

    We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, we examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.

  16. BER and optimal power allocation for amplify-and-forward relaying using pilot-aided maximum likelihood estimation

    KAUST Repository

    Wang, Kezhi; Chen, Yunfei; Alouini, Mohamed-Slim; Xu, Feng

    2014-01-01

    Bit error rate (BER) and outage probability for amplify-and-forward (AF) relaying systems with two different channel estimation methods, disintegrated channel estimation and cascaded channel estimation, using pilot-aided maximum likelihood method in slowly fading Rayleigh channels are derived. Based on the BERs, the optimal values of pilot power under the total transmitting power constraints at the source and the optimal values of pilot power under the total transmitting power constraints at the relay are obtained, separately. Moreover, the optimal power allocation between the pilot power at the source, the pilot power at the relay, the data power at the source and the data power at the relay are obtained when their total transmitting power is fixed. Numerical results show that the derived BER expressions match with the simulation results. They also show that the proposed systems with optimal power allocation outperform the conventional systems without power allocation under the same other conditions. In some cases, the gain could be as large as several dB's in effective signal-to-noise ratio.

  17. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    Energy Technology Data Exchange (ETDEWEB)

    Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)

    2009-05-15

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  18. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    International Nuclear Information System (INIS)

    Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin

    2009-01-01

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  19. MLE [Maximum Likelihood Estimator] reconstruction of a brain phantom using a Monte Carlo transition matrix and a statistical stopping rule

    International Nuclear Information System (INIS)

    Veklerov, E.; Llacer, J.; Hoffman, E.J.

    1987-10-01

    In order to study properties of the Maximum Likelihood Estimator (MLE) algorithm for image reconstruction in Positron Emission Tomographyy (PET), the algorithm is applied to data obtained by the ECAT-III tomograph from a brain phantom. The procedure for subtracting accidental coincidences from the data stream generated by this physical phantom is such that he resultant data are not Poisson distributed. This makes the present investigation different from other investigations based on computer-simulated phantoms. It is shown that the MLE algorithm is robust enough to yield comparatively good images, especially when the phantom is in the periphery of the field of view, even though the underlying assumption of the algorithm is violated. Two transition matrices are utilized. The first uses geometric considerations only. The second is derived by a Monte Carlo simulation which takes into account Compton scattering in the detectors, positron range, etc. in the detectors. It is demonstrated that the images obtained from the Monte Carlo matrix are superior in some specific ways. A stopping rule derived earlier and allowing the user to stop the iterative process before the images begin to deteriorate is tested. Since the rule is based on the Poisson assumption, it does not work well with the presently available data, although it is successful wit computer-simulated Poisson data

  20. ROC [Receiver Operating Characteristics] study of maximum likelihood estimator human brain image reconstructions in PET [Positron Emission Tomography] clinical practice

    International Nuclear Information System (INIS)

    Llacer, J.; Veklerov, E.; Nolan, D.; Grafton, S.T.; Mazziotta, J.C.; Hawkins, R.A.; Hoh, C.K.; Hoffman, E.J.

    1990-10-01

    This paper will report on the progress to date in carrying out Receiver Operating Characteristics (ROC) studies comparing Maximum Likelihood Estimator (MLE) and Filtered Backprojection (FBP) reconstructions of normal and abnormal human brain PET data in a clinical setting. A previous statistical study of reconstructions of the Hoffman brain phantom with real data indicated that the pixel-to-pixel standard deviation in feasible MLE images is approximately proportional to the square root of the number of counts in a region, as opposed to a standard deviation which is high and largely independent of the number of counts in FBP. A preliminary ROC study carried out with 10 non-medical observers performing a relatively simple detectability task indicates that, for the majority of observers, lower standard deviation translates itself into a statistically significant detectability advantage in MLE reconstructions. The initial results of ongoing tests with four experienced neurologists/nuclear medicine physicians are presented. Normal cases of 18 F -- fluorodeoxyglucose (FDG) cerebral metabolism studies and abnormal cases in which a variety of lesions have been introduced into normal data sets have been evaluated. We report on the results of reading the reconstructions of 90 data sets, each corresponding to a single brain slice. It has become apparent that the design of the study based on reading single brain slices is too insensitive and we propose a variation based on reading three consecutive slices at a time, rating only the center slice. 9 refs., 2 figs., 1 tab

  1. Employing a Monte Carlo algorithm in Newton-type methods for restricted maximum likelihood estimation of genetic parameters.

    Directory of Open Access Journals (Sweden)

    Kaarina Matilainen

    Full Text Available Estimation of variance components by Monte Carlo (MC expectation maximization (EM restricted maximum likelihood (REML is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR, where the information matrix was generated via sampling; MC average information(AI, where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.

  2. The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

    Science.gov (United States)

    Walker, H. F.

    1976-01-01

    Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

  3. PROCOV: maximum likelihood estimation of protein phylogeny under covarion models and site-specific covarion pattern analysis

    Directory of Open Access Journals (Sweden)

    Wang Huai-Chun

    2009-09-01

    Full Text Available Abstract Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs. Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees.

  4. Estimation of flashover voltage probability of overhead line insulators under industrial pollution, based on maximum likelihood method

    International Nuclear Information System (INIS)

    Arab, M.N.; Ayaz, M.

    2004-01-01

    The performance of transmission line insulator is greatly affected by dust, fumes from industrial areas and saline deposit near the coast. Such pollutants in the presence of moisture form a coating on the surface of the insulator, which in turn allows the passage of leakage current. This leakage builds up to a point where flashover develops. The flashover is often followed by permanent failure of insulation resulting in prolong outages. With the increase in system voltage owing to the greater demand of electrical energy over the past few decades, the importance of flashover due to pollution has received special attention. The objective of the present work was to study the performance of overhead line insulators in the presence of contaminants such as induced salts. A detailed review of the literature and the mechanisms of insulator flashover due to the pollution are presented. Experimental investigations on the behavior of overhead line insulators under industrial salt contamination are carried out. A special fog chamber was designed in which the contamination testing of insulators was carried out. Flashover behavior under various degrees of contamination of insulators with the most common industrial fume components such as Nitrate and Sulphate compounds was studied. Substituting the normal distribution parameter in the probability distribution function based on maximum likelihood develops a statistical method. The method gives a high accuracy in the estimation of the 50% flashover voltage, which is then used to evaluate the critical flashover index at various contamination levels. The critical flashover index is a valuable parameter in insulation design for numerous applications. (author)

  5. Enhancing resolution and contrast in second-harmonic generation microscopy using an advanced maximum likelihood estimation restoration method

    Science.gov (United States)

    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.

  6. Quantifying the Strength of General Factors in Psychopathology: A Comparison of CFA with Maximum Likelihood Estimation, BSEM, and ESEM/EFA Bifactor Approaches.

    Science.gov (United States)

    Murray, Aja Louise; Booth, Tom; Eisner, Manuel; Obsuth, Ingrid; Ribeaud, Denis

    2018-05-22

    Whether or not importance should be placed on an all-encompassing general factor of psychopathology (or p factor) in classifying, researching, diagnosing, and treating psychiatric disorders depends (among other issues) on the extent to which comorbidity is symptom-general rather than staying largely within the confines of narrower transdiagnostic factors such as internalizing and externalizing. In this study, we compared three methods of estimating p factor strength. We compared omega hierarchical and explained common variance calculated from confirmatory factor analysis (CFA) bifactor models with maximum likelihood (ML) estimation, from exploratory structural equation modeling/exploratory factor analysis models with a bifactor rotation, and from Bayesian structural equation modeling (BSEM) bifactor models. Our simulation results suggested that BSEM with small variance priors on secondary loadings might be the preferred option. However, CFA with ML also performed well provided secondary loadings were modeled. We provide two empirical examples of applying the three methodologies using a normative sample of youth (z-proso, n = 1,286) and a university counseling sample (n = 359).

  7. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

    Science.gov (United States)

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

    2016-08-01

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

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  9. Performance of maximum likelihood mixture models to estimate nursery habitat contributions to fish stocks: a case study on sea bream Sparus aurata

    Directory of Open Access Journals (Sweden)

    Edwin J. Niklitschek

    2016-10-01

    Full Text Available Background Mixture models (MM can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM, under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011, from four distinct nursery habitats. (Mediterranean lagoons Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI and uncertainty (SE were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06 when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0

  10. Performance of maximum likelihood mixture models to estimate nursery habitat contributions to fish stocks: a case study on sea bream Sparus aurata

    Science.gov (United States)

    Darnaude, Audrey M.

    2016-01-01

    Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI nursery signatures improved reliability

  11. Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form

    DEFF Research Database (Denmark)

    Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, Robert

    We consider the problem of conducting estimation and inference on the parameters of univariate heteroskedastic fractionally integrated time series models. We first extend existing results in the literature, developed for conditional sum-of squares estimators in the context of parametric fractional...... time series models driven by conditionally homoskedastic shocks, to allow for conditional and unconditional heteroskedasticity both of a quite general and unknown form. Global consistency and asymptotic normality are shown to still obtain; however, the covariance matrix of the limiting distribution...... of the estimator now depends on nuisance parameters derived both from the weak dependence and heteroskedasticity present in the shocks. We then investigate classical methods of inference based on the Wald, likelihood ratio and Lagrange multiplier tests for linear hypotheses on either or both of the long and short...

  12. Induction machine bearing faults detection based on a multi-dimensional MUSIC algorithm and maximum likelihood estimation.

    Science.gov (United States)

    Elbouchikhi, Elhoussin; Choqueuse, Vincent; Benbouzid, Mohamed

    2016-07-01

    Condition monitoring of electric drives is of paramount importance since it contributes to enhance the system reliability and availability. Moreover, the knowledge about the fault mode behavior is extremely important in order to improve system protection and fault-tolerant control. Fault detection and diagnosis in squirrel cage induction machines based on motor current signature analysis (MCSA) has been widely investigated. Several high resolution spectral estimation techniques have been developed and used to detect induction machine abnormal operating conditions. This paper focuses on the application of MCSA for the detection of abnormal mechanical conditions that may lead to induction machines failure. In fact, this paper is devoted to the detection of single-point defects in bearings based on parametric spectral estimation. A multi-dimensional MUSIC (MD MUSIC) algorithm has been developed for bearing faults detection based on bearing faults characteristic frequencies. This method has been used to estimate the fundamental frequency and the fault related frequency. Then, an amplitude estimator of the fault characteristic frequencies has been proposed and fault indicator has been derived for fault severity measurement. The proposed bearing faults detection approach is assessed using simulated stator currents data, issued from a coupled electromagnetic circuits approach for air-gap eccentricity emulating bearing faults. Then, experimental data are used for validation purposes. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  13. Application of asymptotic expansions for maximum likelihood estimators' errors to gravitational waves from inspiraling binary systems: The network case

    International Nuclear Information System (INIS)

    Vitale, Salvatore; Zanolin, Michele

    2011-01-01

    This paper describes the most accurate analytical frequentist assessment to date of the uncertainties in the estimation of physical parameters from gravitational waves generated by nonspinning binary systems and Earth-based networks of laser interferometers. The paper quantifies how the accuracy in estimating the intrinsic parameters mostly depends on the network signal to noise ratio (SNR), but the resolution in the direction of arrival also strongly depends on the network geometry. We compare results for six different existing and possible global networks and two different choices of the parameter space. We show how the fraction of the sky where the one sigma angular resolution is below 2 square degrees increases about 3 times when transitioning from the Hanford (USA), Livingston (USA) and Cascina (Italy) network to a network made of five interferometers (while keeping the network SNR fixed). The technique adopted here is an asymptotic expansion of the uncertainties in inverse powers of the SNR where the first order is the inverse Fisher information matrix. We show that the commonly employed approach of using a simplified parameter spaces and only the Fisher information matrix can largely underestimate the uncertainties (the combined effect would lead to a factor 7 for the one sigma sky uncertainty in square degrees at a network SNR of 15).

  14. User's guide: Nimbus-7 Earth radiation budget narrow-field-of-view products. Scene radiance tape products, sorting into angular bins products, and maximum likelihood cloud estimation products

    Science.gov (United States)

    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.

  15. Estimating the Causal Impact of Proximity to Gold and Copper Mines on Respiratory Diseases in Chilean Children: An Application of Targeted Maximum Likelihood Estimation

    Directory of Open Access Journals (Sweden)

    Ronald Herrera

    2017-12-01

    Full Text Available In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children’s respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % children living in the community. The proximity of the children’s home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: − 4.7 ; 95 % confidence interval ( 95 % CI: − 8.4 ; − 0.11 ; and 4.2 percentage points (CAR: − 4.2 ; 95 % CI: − 7.9 ; − 0.05 for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.

  16. Estimating the Causal Impact of Proximity to Gold and Copper Mines on Respiratory Diseases in Chilean Children: An Application of Targeted Maximum Likelihood Estimation.

    Science.gov (United States)

    Herrera, Ronald; Berger, Ursula; von Ehrenstein, Ondine S; Díaz, Iván; Huber, Stella; Moraga Muñoz, Daniel; Radon, Katja

    2017-12-27

    In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children's respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % ) children living in the community. The proximity of the children's home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR) for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: - 4.7 ; 95 % confidence interval ( 95 % CI): - 8.4 ; - 0.11 ); and 4.2 percentage points (CAR: - 4.2 ; 95 % CI: - 7.9 ; - 0.05 ) for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.

  17. A new approach to hierarchical data analysis: Targeted maximum likelihood estimation for the causal effect of a cluster-level exposure.

    Science.gov (United States)

    Balzer, Laura B; Zheng, Wenjing; van der Laan, Mark J; Petersen, Maya L

    2018-01-01

    We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials are applied to learn about real-world implementation, sustainability, and population effects of interventions with proven individual-level efficacy. In these settings, individual-level outcomes are correlated due to shared cluster-level factors, including the exposure, as well as social or biological interactions between individuals. To flexibly and efficiently estimate the effect of a cluster-level exposure, we present two targeted maximum likelihood estimators (TMLEs). The first TMLE is developed under a non-parametric causal model, which allows for arbitrary interactions between individuals within a cluster. These interactions include direct transmission of the outcome (i.e. contagion) and influence of one individual's covariates on another's outcome (i.e. covariate interference). The second TMLE is developed under a causal sub-model assuming the cluster-level and individual-specific covariates are sufficient to control for confounding. Simulations compare the alternative estimators and illustrate the potential gains from pairing individual-level risk factors and outcomes during estimation, while avoiding unwarranted assumptions. Our results suggest that estimation under the sub-model can result in bias and misleading inference in an observational setting. Incorporating working assumptions during estimation is more robust than assuming they hold in the underlying causal model. We illustrate our approach with an application to HIV prevention and treatment.

  18. Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture from Small Angle X-Ray Scattering Intensity Measurements

    Science.gov (United States)

    Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee

    2015-01-01

    In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916

  19. The influence of SO4 and NO3 to the acidity (pH) of rainwater using minimum variance quadratic unbiased estimation (MIVQUE) and maximum likelihood methods

    Science.gov (United States)

    Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

    2017-03-01

    Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.

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

    KAUST Repository

    Sohail, Muhammad Sadiq; Al-Naffouri, Tareq Y.; Al-Ghadhban, Samir N.

    2012-01-01

    This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous

  1. Maximum likelihood of phylogenetic networks.

    Science.gov (United States)

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

    2006-11-01

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

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

    KAUST Repository

    Sohail, Muhammad Sadiq

    2012-06-01

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

  3. MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics.

    Science.gov (United States)

    Helaers, Raphaël; Milinkovitch, Michel C

    2010-07-15

    The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high

  4. MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics

    Directory of Open Access Journals (Sweden)

    Milinkovitch Michel C

    2010-07-01

    Full Text Available Abstract Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood, including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these

  5. The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function

    CSIR Research Space (South Africa)

    Kok, S

    2012-07-01

    Full Text Available continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill...

  6. Maximum-Likelihood Detection Of Noncoherent CPM

    Science.gov (United States)

    Divsalar, Dariush; Simon, Marvin K.

    1993-01-01

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

  7. Spurious Latent Class Problem in the Mixed Rasch Model: A Comparison of Three Maximum Likelihood Estimation Methods under Different Ability Distributions

    Science.gov (United States)

    Sen, Sedat

    2018-01-01

    Recent research has shown that over-extraction of latent classes can be observed in the Bayesian estimation of the mixed Rasch model when the distribution of ability is non-normal. This study examined the effect of non-normal ability distributions on the number of latent classes in the mixed Rasch model when estimated with maximum likelihood…

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

    OpenAIRE

    Cook , Steve

    2008-01-01

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

  9. MXLKID: a maximum likelihood parameter identifier

    International Nuclear Information System (INIS)

    Gavel, D.T.

    1980-07-01

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

  10. A maximum likelihood framework for protein design

    Directory of Open Access Journals (Sweden)

    Philippe Hervé

    2006-06-01

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

  11. Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation

    OpenAIRE

    Rajiv D. Banker

    1993-01-01

    This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...

  12. Approximate maximum parsimony and ancestral maximum likelihood.

    Science.gov (United States)

    Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat

    2010-01-01

    We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.

  13. GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS

    Directory of Open Access Journals (Sweden)

    S. Sridevi

    2013-02-01

    Full Text Available Speckle noise is the most prevalent noise in clinical ultrasound images. It visibly looks like light and dark spots and deduce the pixel intensity as murkiest. Gazing at fetal ultrasound images, the impact of edge and local fine details are more palpable for obstetricians and gynecologists to carry out prenatal diagnosis of congenital heart disease. A robust despeckling filter has to be contrived to proficiently suppress speckle noise and simultaneously preserve the features. The proposed filter is the generalization of Rayleigh maximum likelihood filter by the exploitation of statistical tools as tuning parameters and use different shapes of quadrilateral kernels to estimate the noise free pixel from neighborhood. The performance of various filters namely Median, Kuwahura, Frost, Homogenous mask filter and Rayleigh maximum likelihood filter are compared with the proposed filter in terms PSNR and image profile. Comparatively the proposed filters surpass the conventional filters.

  14. Maximum likelihood as a common computational framework in tomotherapy

    International Nuclear Information System (INIS)

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

    1998-01-01

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

  15. Maximum likelihood approach to “informed” Sound Source Localization for Hearing Aid applications

    DEFF Research Database (Denmark)

    Farmani, Mojtaba; Pedersen, Michael Syskind; Tan, Zheng-Hua

    2015-01-01

    Most state-of-the-art Sound Source Localization (SSL) algorithms have been proposed for applications which are "uninformed'' about the target sound content; however, utilizing a wireless microphone worn by a target talker, enables recent Hearing Aid Systems (HASs) to access to an almost noise......-free sound signal of the target talker at the HAS via the wireless connection. Therefore, in this paper, we propose a maximum likelihood (ML) approach, which we call MLSSL, to estimate the Direction of Arrival (DoA) of the target signal given access to the target signal content. Compared with other "informed...

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

    Science.gov (United States)

    Theobald, Douglas L; Wuttke, Deborah S

    2006-09-01

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

  17. Using a network-based approach and targeted maximum likelihood estimation to evaluate the effect of adding pre-exposure prophylaxis to an ongoing test-and-treat trial.

    Science.gov (United States)

    Balzer, Laura; Staples, Patrick; Onnela, Jukka-Pekka; DeGruttola, Victor

    2017-04-01

    Several cluster-randomized trials are underway to investigate the implementation and effectiveness of a universal test-and-treat strategy on the HIV epidemic in sub-Saharan Africa. We consider nesting studies of pre-exposure prophylaxis within these trials. Pre-exposure prophylaxis is a general strategy where high-risk HIV- persons take antiretrovirals daily to reduce their risk of infection from exposure to HIV. We address how to target pre-exposure prophylaxis to high-risk groups and how to maximize power to detect the individual and combined effects of universal test-and-treat and pre-exposure prophylaxis strategies. We simulated 1000 trials, each consisting of 32 villages with 200 individuals per village. At baseline, we randomized the universal test-and-treat strategy. Then, after 3 years of follow-up, we considered four strategies for targeting pre-exposure prophylaxis: (1) all HIV- individuals who self-identify as high risk, (2) all HIV- individuals who are identified by their HIV+ partner (serodiscordant couples), (3) highly connected HIV- individuals, and (4) the HIV- contacts of a newly diagnosed HIV+ individual (a ring-based strategy). We explored two possible trial designs, and all villages were followed for a total of 7 years. For each village in a trial, we used a stochastic block model to generate bipartite (male-female) networks and simulated an agent-based epidemic process on these networks. We estimated the individual and combined intervention effects with a novel targeted maximum likelihood estimator, which used cross-validation to data-adaptively select from a pre-specified library the candidate estimator that maximized the efficiency of the analysis. The universal test-and-treat strategy reduced the 3-year cumulative HIV incidence by 4.0% on average. The impact of each pre-exposure prophylaxis strategy on the 4-year cumulative HIV incidence varied by the coverage of the universal test-and-treat strategy with lower coverage resulting in a larger

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

    Science.gov (United States)

    Handelman, Tomer; Chor, Benny

    2017-05-07

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

  19. Preliminary attempt on maximum likelihood tomosynthesis reconstruction of DEI data

    International Nuclear Information System (INIS)

    Wang Zhentian; Huang Zhifeng; Zhang Li; Kang Kejun; Chen Zhiqiang; Zhu Peiping

    2009-01-01

    Tomosynthesis is a three-dimension reconstruction method that can remove the effect of superimposition with limited angle projections. It is especially promising in mammography where radiation dose is concerned. In this paper, we propose a maximum likelihood tomosynthesis reconstruction algorithm (ML-TS) on the apparent absorption data of diffraction enhanced imaging (DEI). The motivation of this contribution is to develop a tomosynthesis algorithm in low-dose or noisy circumstances and make DEI get closer to clinic application. The theoretical statistical models of DEI data in physics are analyzed and the proposed algorithm is validated with the experimental data at the Beijing Synchrotron Radiation Facility (BSRF). The results of ML-TS have better contrast compared with the well known 'shift-and-add' algorithm and FBP algorithm. (authors)

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

    Science.gov (United States)

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

    1999-11-01

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

  1. Superfast maximum-likelihood reconstruction for quantum tomography

    Science.gov (United States)

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

    2017-06-01

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

  2. Application of the Method of Maximum Likelihood to Identification of Bipedal Walking Robots

    Czech Academy of Sciences Publication Activity Database

    Dolinský, Kamil; Čelikovský, Sergej

    (2017) ISSN 1063-6536 R&D Projects: GA ČR(CZ) GA17-04682S Institutional support: RVO:67985556 Keywords : Control * identification * maximum likelihood (ML) * walking robots Subject RIV: BC - Control Systems Theory Impact factor: 3.882, year: 2016 http://ieeexplore.ieee.org/document/7954032/

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

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

    Science.gov (United States)

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

    2018-01-01

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

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

    International Nuclear Information System (INIS)

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

    2009-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-06-01

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

  7. Maximum likelihood pedigree reconstruction using integer linear programming.

    Science.gov (United States)

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

    2013-01-01

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

  8. Maximum likelihood inference of small trees in the presence of long branches.

    Science.gov (United States)

    Parks, Sarah L; Goldman, Nick

    2014-09-01

    The statistical basis of maximum likelihood (ML), its robustness, and the fact that it appears to suffer less from biases lead to it being one of the most popular methods for tree reconstruction. Despite its popularity, very few analytical solutions for ML exist, so biases suffered by ML are not well understood. One possible bias is long branch attraction (LBA), a regularly cited term generally used to describe a propensity for long branches to be joined together in estimated trees. Although initially mentioned in connection with inconsistency of parsimony, LBA has been claimed to affect all major phylogenetic reconstruction methods, including ML. Despite the widespread use of this term in the literature, exactly what LBA is and what may be causing it is poorly understood, even for simple evolutionary models and small model trees. Studies looking at LBA have focused on the effect of two long branches on tree reconstruction. However, to understand the effect of two long branches it is also important to understand the effect of just one long branch. If ML struggles to reconstruct one long branch, then this may have an impact on LBA. In this study, we look at the effect of one long branch on three-taxon tree reconstruction. We show that, counterintuitively, long branches are preferentially placed at the tips of the tree. This can be understood through the use of analytical solutions to the ML equation and distance matrix methods. We go on to look at the placement of two long branches on four-taxon trees, showing that there is no attraction between long branches, but that for extreme branch lengths long branches are joined together disproportionally often. These results illustrate that even small model trees are still interesting to help understand how ML phylogenetic reconstruction works, and that LBA is a complicated phenomenon that deserves further study. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  9. MEGA5: Molecular Evolutionary Genetics Analysis Using Maximum Likelihood, Evolutionary Distance, and Maximum Parsimony Methods

    Science.gov (United States)

    Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir

    2011-01-01

    Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353

  10. Maximum Likelihood Method for Predicting Environmental Conditions from Assemblage Composition: The R Package bio.infer

    Directory of Open Access Journals (Sweden)

    Lester L. Yuan

    2007-06-01

    Full Text Available This paper provides a brief introduction to the R package bio.infer, a set of scripts that facilitates the use of maximum likelihood (ML methods for predicting environmental conditions from assemblage composition. Environmental conditions can often be inferred from only biological data, and these inferences are useful when other sources of data are unavailable. ML prediction methods are statistically rigorous and applicable to a broader set of problems than more commonly used weighted averaging techniques. However, ML methods require a substantially greater investment of time to program algorithms and to perform computations. This package is designed to reduce the effort required to apply ML prediction methods.

  11. Maximum likelihood reconstruction for pinhole SPECT with a displaced center-of-rotation

    International Nuclear Information System (INIS)

    Li, J.; Jaszczak, R.J.; Coleman, R.E.

    1995-01-01

    In this paper, the authors describe the implementation of a maximum likelihood (ML), algorithm using expectation maximization (EM) for pin-hole SPECT with a displaced center-of-rotation. A ray-tracing technique is used in implementing the ML-EM algorithm. The proposed ML-EM algorithm is able to correct the center of rotation displacement which can be characterized by two orthogonal components. The algorithm is tested using experimentally acquired data, and the results demonstrate that the pinhole ML-EM algorithm is able to correct artifacts associated with the center-of-rotation displacement

  12. Performance and Complexity Analysis of Blind FIR Channel Identification Algorithms Based on Deterministic Maximum Likelihood in SIMO Systems

    DEFF Research Database (Denmark)

    De Carvalho, Elisabeth; Omar, Samir; Slock, Dirk

    2013-01-01

    We analyze two algorithms that have been introduced previously for Deterministic Maximum Likelihood (DML) blind estimation of multiple FIR channels. The first one is a modification of the Iterative Quadratic ML (IQML) algorithm. IQML gives biased estimates of the channel and performs poorly at low...... to the initialization. Its asymptotic performance does not reach the DML performance though. The second strategy, called Pseudo-Quadratic ML (PQML), is naturally denoised. The denoising in PQML is furthermore more efficient than in DIQML: PQML yields the same asymptotic performance as DML, as opposed to DIQML......, but requires a consistent initialization. We furthermore compare DIQML and PQML to the strategy of alternating minimization w.r.t. symbols and channel for solving DML (AQML). An asymptotic performance analysis, a complexity evaluation and simulation results are also presented. The proposed DIQML and PQML...

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

    Directory of Open Access Journals (Sweden)

    M. Soheili Majd

    2012-09-01

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

  14. Implementation of linear filters for iterative penalized maximum likelihood SPECT reconstruction

    International Nuclear Information System (INIS)

    Liang, Z.

    1991-01-01

    This paper reports on six low-pass linear filters applied in frequency space implemented for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The filters implemented were the Shepp-Logan filter, the Butterworth filer, the Gaussian filter, the Hann filter, the Parzen filer, and the Lagrange filter. The low-pass filtering was applied in frequency space to projection data for the initial estimate and to the difference of projection data and reprojected data for higher order approximations. The projection data were acquired experimentally from a chest phantom consisting of non-uniform attenuating media. All the filters could effectively remove the noise and edge artifacts associated with ML approach if the frequency cutoff was properly chosen. The improved performance of the Parzen and Lagrange filters relative to the others was observed. The best image, by viewing its profiles in terms of noise-smoothing, edge-sharpening, and contrast, was the one obtained with the Parzen filter. However, the Lagrange filter has the potential to consider the characteristics of detector response function

  15. Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM

    Science.gov (United States)

    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…

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-10-20

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

  17. Algorithms of maximum likelihood data clustering with applications

    Science.gov (United States)

    Giada, Lorenzo; Marsili, Matteo

    2002-12-01

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

  18. Maximum likelihood convolutional decoding (MCD) performance due to system losses

    Science.gov (United States)

    Webster, L.

    1976-01-01

    A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.

  19. Experimental and Analytical Studies on Improved Feedforward ML Estimation Based on LS-SVR

    Directory of Open Access Journals (Sweden)

    Xueqian Liu

    2013-01-01

    Full Text Available Maximum likelihood (ML algorithm is the most common and effective parameter estimation method. However, when dealing with small sample and low signal-to-noise ratio (SNR, threshold effects are resulted and estimation performance degrades greatly. It is proved that support vector machine (SVM is suitable for small sample. Consequently, we employ the linear relationship between least squares support vector regression (LS-SVR’s inputs and outputs and regard LS-SVR process as a time-varying linear filter to increase input SNR of received signals and decrease the threshold value of mean square error (MSE curve. Furthermore, it is verified that by taking single-tone sinusoidal frequency estimation, for example, and integrating data analysis and experimental validation, if LS-SVR’s parameters are set appropriately, not only can the LS-SVR process ensure the single-tone sinusoid and additive white Gaussian noise (AWGN channel characteristics of original signals well, but it can also improves the frequency estimation performance. During experimental simulations, LS-SVR process is applied to two common and representative single-tone sinusoidal ML frequency estimation algorithms, the DFT-based frequency-domain periodogram (FDP and phase-based Kay ones. And the threshold values of their MSE curves are decreased by 0.3 dB and 1.2 dB, respectively, which obviously exhibit the advantage of the proposed algorithm.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  1. Efficient AM Algorithms for Stochastic ML Estimation of DOA

    Directory of Open Access Journals (Sweden)

    Haihua Chen

    2016-01-01

    Full Text Available The estimation of direction-of-arrival (DOA of signals is a basic and important problem in sensor array signal processing. To solve this problem, many algorithms have been proposed, among which the Stochastic Maximum Likelihood (SML is one of the most concerned algorithms because of its high accuracy of DOA. However, the estimation of SML generally involves the multidimensional nonlinear optimization problem. As a result, its computational complexity is rather high. This paper addresses the issue of reducing computational complexity of SML estimation of DOA based on the Alternating Minimization (AM algorithm. We have the following two contributions. First using transformation of matrix and properties of spatial projection, we propose an efficient AM (EAM algorithm by dividing the SML criterion into two components. One depends on a single variable parameter while the other does not. Second when the array is a uniform linear array, we get the irreducible form of the EAM criterion (IAM using polynomial forms. Simulation results show that both EAM and IAM can reduce the computational complexity of SML estimation greatly, while IAM is the best. Another advantage of IAM is that this algorithm can avoid the numerical instability problem which may happen in AM and EAM algorithms when more than one parameter converges to an identical value.

  2. The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

    OpenAIRE

    Rahnamaei, Z.; Nematollahi, N.; Farnoosh, R.

    2012-01-01

    We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.

  3. The Location-Scale Mixture Exponential Power Distribution: A Bayesian and Maximum Likelihood Approach

    Directory of Open Access Journals (Sweden)

    Z. Rahnamaei

    2012-01-01

    Full Text Available We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.

  4. A comparison of maximum entropy and maximum likelihood estimation

    NARCIS (Netherlands)

    Oude Lansink, A.G.J.M.

    1999-01-01

    Gegevens betreffende het ondernemerschap op Nederlandse akkerbouwbedrijven zijn in 2 benaderingsmethodes verwerkt, welke onderling op voorspellende nauwkeurigheid en op prijs-elasticiteit zijn vergeleken

  5. Maximum-likelihood method for numerical inversion of Mellin transform

    International Nuclear Information System (INIS)

    Iqbal, M.

    1997-01-01

    A method is described for inverting the Mellin transform which uses an expansion in Laguerre polynomials and converts the Mellin transform to Laplace transform, then the maximum-likelihood regularization method is used to recover the original function of the Mellin transform. The performance of the method is illustrated by the inversion of the test functions available in the literature (J. Inst. Math. Appl., 20 (1977) 73; Math. Comput., 53 (1989) 589). Effectiveness of the method is shown by results obtained through demonstration by means of tables and diagrams

  6. Elemental composition of cosmic rays using a maximum likelihood method

    International Nuclear Information System (INIS)

    Ruddick, K.

    1996-01-01

    We present a progress report on our attempts to determine the composition of cosmic rays in the knee region of the energy spectrum. We have used three different devices to measure properties of the extensive air showers produced by primary cosmic rays: the Soudan 2 underground detector measures the muon flux deep underground, a proportional tube array samples shower density at the surface of the earth, and a Cherenkov array observes light produced high in the atmosphere. We have begun maximum likelihood fits to these measurements with the hope of determining the nuclear mass number A on an event by event basis. (orig.)

  7. Maximum Likelihood Joint Tracking and Association in Strong Clutter

    Directory of Open Access Journals (Sweden)

    Leonid I. Perlovsky

    2013-01-01

    Full Text Available We have developed a maximum likelihood formulation for a joint detection, tracking and association problem. An efficient non-combinatorial algorithm for this problem is developed in case of strong clutter for radar data. By using an iterative procedure of the dynamic logic process “from vague-to-crisp” explained in the paper, the new tracker overcomes the combinatorial complexity of tracking in highly-cluttered scenarios and results in an orders-of-magnitude improvement in signal-to-clutter ratio.

  8. Using VS30 to Estimate Station ML Adjustments (dML)

    Science.gov (United States)

    Yong, A.; Herrick, J.; Cochran, E. S.; Andrews, J. R.; Yu, E.

    2017-12-01

    Currently, new seismic stations added to a regional seismic network cannot be used to calculate local or Richter magnitude (ML) until a revised region-wide amplitude decay function is developed. The new station must record a minimum number of local and regional events that meet specific amplitude requirements prior to re-calibration of the amplitude decay function. Therefore, there can be significant delay between when a new station starts contributing real-time waveform packets and when the data can be included in magnitude estimation. The station component adjustments (dML; Uhrhammer et al., 2011) are calculated after first inverting for a new regional amplitude decay function, constrained by the sum of dML for long-running stations. Here, we propose a method to calculate an initial dML using known or proxy values of seismic site conditions. For site conditions, we use the time-averaged shear-wave velocity (VS) of the upper 30 m (VS30). We solve for dML as described in Equation (1) by Uhrhammer et al. (2011): ML = log (A) - log A0 (r) + dML, where A is the maximum Wood and Anderson (1925) trace amplitude (mm), r is the distance (km), and dML is the station adjustment. Measured VS30 and estimated dML data are comprised of records from 887 horizontal components (east-west and north-south orientations) from 93 seismic monitoring stations in the California Integrated Seismic Network. VS30 values range from 202 m/s to 1464 m/s and dML range from -1.10 to 0.39. VS30 and dML exhibit a positive correlation coefficient (R = 0.72), indicating that as VS30 increases, dML increases. This implies that greater site amplification (i.e., lower VS30) results in smaller ML. When we restrict VS30 regional network ML estimates immediately without the need to wait until a minimum set of earthquake data has been recorded.

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

    International Nuclear Information System (INIS)

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

    1996-01-01

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

  10. Maximum likelihood reconstruction in fully 3D PET via the SAGE algorithm

    International Nuclear Information System (INIS)

    Ollinger, J.M.; Goggin, A.S.

    1996-01-01

    The SAGE and ordered subsets algorithms have been proposed as fast methods to compute penalized maximum likelihood estimates in PET. We have implemented both for use in fully 3D PET and completed a preliminary evaluation. The technique used to compute the transition matrix is fully described. The evaluation suggests that the ordered subsets algorithm converges much faster than SAGE, but that it stops short of the optimal solution

  11. Neutron spectra unfolding with maximum entropy and maximum likelihood

    International Nuclear Information System (INIS)

    Itoh, Shikoh; Tsunoda, Toshiharu

    1989-01-01

    A new unfolding theory has been established on the basis of the maximum entropy principle and the maximum likelihood method. This theory correctly embodies the Poisson statistics of neutron detection, and always brings a positive solution over the whole energy range. Moreover, the theory unifies both problems of overdetermined and of underdetermined. For the latter, the ambiguity in assigning a prior probability, i.e. the initial guess in the Bayesian sense, has become extinct by virtue of the principle. An approximate expression of the covariance matrix for the resultant spectra is also presented. An efficient algorithm to solve the nonlinear system, which appears in the present study, has been established. Results of computer simulation showed the effectiveness of the present theory. (author)

  12. Joint Parametric Fault Diagnosis and State Estimation Using KF-ML Method

    DEFF Research Database (Denmark)

    Sun, Zhen; Yang, Zhenyu

    2014-01-01

    The paper proposes a new method for a kind of parametric fault online diagnosis with state estimation jointly. The considered fault affects not only the deterministic part of the system but also the random circumstance. The proposed method first applies Kalman Filter (KF) and Maximum Likelihood (...

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

    Science.gov (United States)

    Hall, Alex; Taylor, Andy

    2017-06-01

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

  14. Efficient algorithms for maximum likelihood decoding in the surface code

    Science.gov (United States)

    Bravyi, Sergey; Suchara, Martin; Vargo, Alexander

    2014-09-01

    We describe two implementations of the optimal error correction algorithm known as the maximum likelihood decoder (MLD) for the two-dimensional surface code with a noiseless syndrome extraction. First, we show how to implement MLD exactly in time O (n2), where n is the number of code qubits. Our implementation uses a reduction from MLD to simulation of matchgate quantum circuits. This reduction however requires a special noise model with independent bit-flip and phase-flip errors. Secondly, we show how to implement MLD approximately for more general noise models using matrix product states (MPS). Our implementation has running time O (nχ3), where χ is a parameter that controls the approximation precision. The key step of our algorithm, borrowed from the density matrix renormalization-group method, is a subroutine for contracting a tensor network on the two-dimensional grid. The subroutine uses MPS with a bond dimension χ to approximate the sequence of tensors arising in the course of contraction. We benchmark the MPS-based decoder against the standard minimum weight matching decoder observing a significant reduction of the logical error probability for χ ≥4.

  15. Maximum likelihood approach for several stochastic volatility models

    International Nuclear Information System (INIS)

    Camprodon, Jordi; Perelló, Josep

    2012-01-01

    Volatility measures the amplitude of price fluctuations. Despite it being one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the simplest versions of the expOU, the OU and the Heston stochastic volatility models and we study their performance in terms of the log-price probability, the volatility probability, and its Mean First-Passage Time. The approach has some predictive power on the future returns amplitude by only knowing the current volatility. The assumed models do not consider long-range volatility autocorrelation and the asymmetric return-volatility cross-correlation but the method still yields very naturally these two important stylized facts. We apply the method to different market indices and with a good performance in all cases. (paper)

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

    DEFF Research Database (Denmark)

    Boiroux, Dimitri; Juhl, Rune; Madsen, Henrik

    2016-01-01

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

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

    DEFF Research Database (Denmark)

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

    2014-01-01

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

  18. Plane-dependent ML scatter scaling: 3D extension of the 2D simulated single scatter (SSS) estimate

    Science.gov (United States)

    Rezaei, Ahmadreza; Salvo, Koen; Vahle, Thomas; Panin, Vladimir; Casey, Michael; Boada, Fernando; Defrise, Michel; Nuyts, Johan

    2017-08-01

    Scatter correction is typically done using a simulation of the single scatter, which is then scaled to account for multiple scatters and other possible model mismatches. This scaling factor is determined by fitting the simulated scatter sinogram to the measured sinogram, using only counts measured along LORs that do not intersect the patient body, i.e. ‘scatter-tails’. Extending previous work, we propose to scale the scatter with a plane dependent factor, which is determined as an additional unknown in the maximum likelihood (ML) reconstructions, using counts in the entire sinogram rather than only the ‘scatter-tails’. The ML-scaled scatter estimates are validated using a Monte-Carlo simulation of a NEMA-like phantom, a phantom scan with typical contrast ratios of a 68Ga-PSMA scan, and 23 whole-body 18F-FDG patient scans. On average, we observe a 12.2% change in the total amount of tracer activity of the MLEM reconstructions of our whole-body patient database when the proposed ML scatter scales are used. Furthermore, reconstructions using the ML-scaled scatter estimates are found to eliminate the typical ‘halo’ artifacts that are often observed in the vicinity of high focal uptake regions.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-07-25

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

  20. Implementation of non-linear filters for iterative penalized maximum likelihood image reconstruction

    International Nuclear Information System (INIS)

    Liang, Z.; Gilland, D.; Jaszczak, R.; Coleman, R.

    1990-01-01

    In this paper, the authors report on the implementation of six edge-preserving, noise-smoothing, non-linear filters applied in image space for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The non-linear smoothing filters implemented were the median filter, the E 6 filter, the sigma filter, the edge-line filter, the gradient-inverse filter, and the 3-point edge filter with gradient-inverse filter, and the 3-point edge filter with gradient-inverse weight. A 3 x 3 window was used for all these filters. The best image obtained, by viewing the profiles through the image in terms of noise-smoothing, edge-sharpening, and contrast, was the one smoothed with the 3-point edge filter. The computation time for the smoothing was less than 1% of one iteration, and the memory space for the smoothing was negligible. These images were compared with the results obtained using Bayesian analysis

  1. Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

    International Nuclear Information System (INIS)

    Stoneking, M.R.; Den Hartog, D.J.

    1996-06-01

    The fitting of data by χ 2 -minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimates for the fit parameters. They compare this method with a χ 2 -minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than ∼20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers

  2. Maximum-Likelihood Sequence Detection of Multiple Antenna Systems over Dispersive Channels via Sphere Decoding

    Directory of Open Access Journals (Sweden)

    Hassibi Babak

    2002-01-01

    Full Text Available Multiple antenna systems are capable of providing high data rate transmissions over wireless channels. When the channels are dispersive, the signal at each receive antenna is a combination of both the current and past symbols sent from all transmit antennas corrupted by noise. The optimal receiver is a maximum-likelihood sequence detector and is often considered to be practically infeasible due to high computational complexity (exponential in number of antennas and channel memory. Therefore, in practice, one often settles for a less complex suboptimal receiver structure, typically with an equalizer meant to suppress both the intersymbol and interuser interference, followed by the decoder. We propose a sphere decoding for the sequence detection in multiple antenna communication systems over dispersive channels. The sphere decoding provides the maximum-likelihood estimate with computational complexity comparable to the standard space-time decision-feedback equalizing (DFE algorithms. The performance and complexity of the sphere decoding are compared with the DFE algorithm by means of simulations.

  3. Normal Theory Two-Stage ML Estimator When Data Are Missing at the Item Level.

    Science.gov (United States)

    Savalei, Victoria; Rhemtulla, Mijke

    2017-08-01

    In many modeling contexts, the variables in the model are linear composites of the raw items measured for each participant; for instance, regression and path analysis models rely on scale scores, and structural equation models often use parcels as indicators of latent constructs. Currently, no analytic estimation method exists to appropriately handle missing data at the item level. Item-level multiple imputation (MI), however, can handle such missing data straightforwardly. In this article, we develop an analytic approach for dealing with item-level missing data-that is, one that obtains a unique set of parameter estimates directly from the incomplete data set and does not require imputations. The proposed approach is a variant of the two-stage maximum likelihood (TSML) methodology, and it is the analytic equivalent of item-level MI. We compare the new TSML approach to three existing alternatives for handling item-level missing data: scale-level full information maximum likelihood, available-case maximum likelihood, and item-level MI. We find that the TSML approach is the best analytic approach, and its performance is similar to item-level MI. We recommend its implementation in popular software and its further study.

  4. Multivariate normal maximum likelihood with both ordinal and continuous variables, and data missing at random.

    Science.gov (United States)

    Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C

    2018-04-01

    A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.

  5. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters

    Science.gov (United States)

    Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.

    2014-11-01

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.

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

    Science.gov (United States)

    Roch, Sebastien

    2006-01-01

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

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

    OpenAIRE

    Roch, S.

    2005-01-01

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

  8. Simultaneous determination of exponential background and Gaussian peak functions in gamma ray scintillation spectrometers by maximum likelihood technique

    International Nuclear Information System (INIS)

    Eisler, P.; Youl, S.; Lwin, T.; Nelson, G.

    1983-01-01

    Simultaneous fitting of peaks and background functions from gamma-ray spectrometry using multichannel pulse height analysis is considered. The specific case of Gaussian peak and exponential background is treated in detail with respect to simultaneous estimation of both functions by using a technique which incorporates maximum likelihood method as well as a graphical method. Theoretical expressions for the standard errors of the estimates are also obtained. The technique is demonstrated for two experimental data sets. (orig.)

  9. Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods

    Directory of Open Access Journals (Sweden)

    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.

  10. Fast Maximum-Likelihood Decoder for Quasi-Orthogonal Space-Time Block Code

    Directory of Open Access Journals (Sweden)

    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.

  11. Low complexity joint estimation of reflection coefficient, spatial location, and Doppler shift for MIMO-radar by exploiting 2D-FFT

    KAUST Repository

    Jardak, Seifallah; Ahmed, Sajid; Alouini, Mohamed-Slim

    2014-01-01

    In multiple-input multiple-output (MIMO) radar, to estimate the reflection coefficient, spatial location, and Doppler shift of a target, maximum-likelihood (ML) estimation yields the best performance. For this problem, the ML estimation requires

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

    International Nuclear Information System (INIS)

    Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin

    2014-01-01

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

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

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-01

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

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

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-07

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

  15. Evaluation of robustness of maximum likelihood cone-beam CT reconstruction with total variation regularization

    International Nuclear Information System (INIS)

    Stsepankou, D; Arns, A; Hesser, J; Ng, S K; Zygmanski, P

    2012-01-01

    The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone–beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system. (paper)

  16. Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

    Science.gov (United States)

    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.

  17. Maximum-likelihood model averaging to profile clustering of site types across discrete linear sequences.

    Directory of Open Access Journals (Sweden)

    Zhang Zhang

    2009-06-01

    Full Text Available A major analytical challenge in computational biology is the detection and description of clusters of specified site types, such as polymorphic or substituted sites within DNA or protein sequences. Progress has been stymied by a lack of suitable methods to detect clusters and to estimate the extent of clustering in discrete linear sequences, particularly when there is no a priori specification of cluster size or cluster count. Here we derive and demonstrate a maximum likelihood method of hierarchical clustering. Our method incorporates a tripartite divide-and-conquer strategy that models sequence heterogeneity, delineates clusters, and yields a profile of the level of clustering associated with each site. The clustering model may be evaluated via model selection using the Akaike Information Criterion, the corrected Akaike Information Criterion, and the Bayesian Information Criterion. Furthermore, model averaging using weighted model likelihoods may be applied to incorporate model uncertainty into the profile of heterogeneity across sites. We evaluated our method by examining its performance on a number of simulated datasets as well as on empirical polymorphism data from diverse natural alleles of the Drosophila alcohol dehydrogenase gene. Our method yielded greater power for the detection of clustered sites across a breadth of parameter ranges, and achieved better accuracy and precision of estimation of clusters, than did the existing empirical cumulative distribution function statistics.

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

    Science.gov (United States)

    Lohse, Konrad; Frantz, Laurent A F

    2014-04-01

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

  19. Effect of indirect dependencies on "Maximum likelihood blind separation of two quantum states (qubits) with cylindrical-symmetry Heisenberg spin coupling"

    OpenAIRE

    Deville, Yannick; Deville, Alain

    2009-01-01

    In a previous paper [1], we investigated the Blind Source Separation (BSS) problem, for the nonlinear mixing model that we introduced in that paper. We proposed to solve this problem by using a maximum likelihood (ML) approach. When applying the ML approach to BSS problems, one usually determines the analytical expressions of the derivatives of the log-likelihood with respect to the parameters of the considered mixing model. In the literature, these calculations were mainly considered for lin...

  20. Maximum-likelihood-based extended-source spatial acquisition and tracking for planetary optical communications

    Science.gov (United States)

    Tsou, Haiping; Yan, Tsun-Yee

    1999-04-01

    This paper describes an extended-source spatial acquisition and tracking scheme for planetary optical communications. This scheme uses the Sun-lit Earth image as the beacon signal, which can be computed according to the current Sun-Earth-Probe angle from a pre-stored Earth image or a received snapshot taken by other Earth-orbiting satellite. Onboard the spacecraft, the reference image is correlated in the transform domain with the received image obtained from a detector array, which is assumed to have each of its pixels corrupted by an independent additive white Gaussian noise. The coordinate of the ground station is acquired and tracked, respectively, by an open-loop acquisition algorithm and a closed-loop tracking algorithm derived from the maximum likelihood criterion. As shown in the paper, the optimal spatial acquisition requires solving two nonlinear equations, or iteratively solving their linearized variants, to estimate the coordinate when translation in the relative positions of onboard and ground transceivers is considered. Similar assumption of linearization leads to the closed-loop spatial tracking algorithm in which the loop feedback signals can be derived from the weighted transform-domain correlation. Numerical results using a sample Sun-lit Earth image demonstrate that sub-pixel resolutions can be achieved by this scheme in a high disturbance environment.

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

    Science.gov (United States)

    Rukhin, Andrew L

    2011-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Li Bing

    2014-01-01

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

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

    Science.gov (United States)

    Bing, Li; Bai, Baoming

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Moliere Nguile-Makao

    2015-12-01

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

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

    Science.gov (United States)

    John Hogland; Nedret Billor; Nathaniel Anderson

    2013-01-01

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

  6. Deconvolving the wedge: maximum-likelihood power spectra via spherical-wave visibility modelling

    Science.gov (United States)

    Ghosh, A.; Mertens, F. G.; Koopmans, L. V. E.

    2018-03-01

    Direct detection of the Epoch of Reionization (EoR) via the red-shifted 21-cm line will have unprecedented implications on the study of structure formation in the infant Universe. To fulfil this promise, current and future 21-cm experiments need to detect this weak EoR signal in the presence of foregrounds that are several orders of magnitude larger. This requires extreme noise control and improved wide-field high dynamic-range imaging techniques. We propose a new imaging method based on a maximum likelihood framework which solves for the interferometric equation directly on the sphere, or equivalently in the uvw-domain. The method uses the one-to-one relation between spherical waves and spherical harmonics (SpH). It consistently handles signals from the entire sky, and does not require a w-term correction. The SpH coefficients represent the sky-brightness distribution and the visibilities in the uvw-domain, and provide a direct estimate of the spatial power spectrum. Using these spectrally smooth SpH coefficients, bright foregrounds can be removed from the signal, including their side-lobe noise, which is one of the limiting factors in high dynamics-range wide-field imaging. Chromatic effects causing the so-called `wedge' are effectively eliminated (i.e. deconvolved) in the cylindrical (k⊥, k∥) power spectrum, compared to a power spectrum computed directly from the images of the foreground visibilities where the wedge is clearly present. We illustrate our method using simulated Low-Frequency Array observations, finding an excellent reconstruction of the input EoR signal with minimal bias.

  7. FlowMax: A Computational Tool for Maximum Likelihood Deconvolution of CFSE Time Courses.

    Directory of Open Access Journals (Sweden)

    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.

  8. Rapid maximum likelihood ancestral state reconstruction of continuous characters: A rerooting-free algorithm.

    Science.gov (United States)

    Goolsby, Eric W

    2017-04-01

    Ancestral state reconstruction is a method used to study the evolutionary trajectories of quantitative characters on phylogenies. Although efficient methods for univariate ancestral state reconstruction under a Brownian motion model have been described for at least 25 years, to date no generalization has been described to allow more complex evolutionary models, such as multivariate trait evolution, non-Brownian models, missing data, and within-species variation. Furthermore, even for simple univariate Brownian motion models, most phylogenetic comparative R packages compute ancestral states via inefficient tree rerooting and full tree traversals at each tree node, making ancestral state reconstruction extremely time-consuming for large phylogenies. Here, a computationally efficient method for fast maximum likelihood ancestral state reconstruction of continuous characters is described. The algorithm has linear complexity relative to the number of species and outperforms the fastest existing R implementations by several orders of magnitude. The described algorithm is capable of performing ancestral state reconstruction on a 1,000,000-species phylogeny in fewer than 2 s using a standard laptop, whereas the next fastest R implementation would take several days to complete. The method is generalizable to more complex evolutionary models, such as phylogenetic regression, within-species variation, non-Brownian evolutionary models, and multivariate trait evolution. Because this method enables fast repeated computations on phylogenies of virtually any size, implementation of the described algorithm can drastically alleviate the computational burden of many otherwise prohibitively time-consuming tasks requiring reconstruction of ancestral states, such as phylogenetic imputation of missing data, bootstrapping procedures, Expectation-Maximization algorithms, and Bayesian estimation. The described ancestral state reconstruction algorithm is implemented in the Rphylopars

  9. [DIN-compatible vision assessment of increased reproducibility using staircase measurement and maximum likelihood analysis].

    Science.gov (United States)

    Weigmann, U; Petersen, J

    1996-08-01

    Visual acuity determination according to DIN 58,220 does not make full use of the information received about the patient, in contrast to the staircase method. Thus, testing the same number of optotypes, the staircase method should yield more reproducible acuity results. On the other hand, the staircase method gives systematically higher acuity values because it converges on the 48% point of the psychometric function (for Landolt rings in eight positions) and not on the 65% probability, as DIN 58,220 with criterion 3/5 does. This bias can be avoided by means of a modified evaluation. Using the staircase data we performed a maximum likelihood estimate of the psychometric function as a whole and computed the acuity value for 65% probability of correct answers. We determined monocular visual acuity in 102 persons with widely differing visual performance. Each subject underwent four tests in random order, two according to DIN 58,220 and two using the modified staircase method (Landolt rings in eight positions scaled by a factor 1.26; PC monitor with 1024 x 768 pixels; distance 4.5 m). Each test was performed with 25 optotypes. The two procedures provide the same mean visual acuity values (difference less than 0.02 acuity steps). The test-retest results match in 30.4% of DIN repetitions but in 50% of the staircases. The standard deviation of the test-retest difference is 1.41 (DIN) and 1.06 (modified staircase) acuity steps. Thus the standard deviation of the single test is 1.0 (DIN) and 0.75 (modified staircase) acuity steps. The new method provides visual acuity values identical to DIN 58,220 but is superior with respect to reproducibility.

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

    Science.gov (United States)

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

    1990-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Daniel L. Rabosky

    2006-01-01

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

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  13. Unbinned maximum likelihood fit for the CP conserving couplings for W + photon production at CDF

    International Nuclear Information System (INIS)

    Lannon, K.

    1994-01-01

    We present an unbinned maximum likelihood fit as an alternative to the currently used fit for the CP conserving couplings W plus photon production studied at CDF. We show that a four parameter double exponential fits the E T spectrum of the photon very well. We also show that the fit parameters can be related to and by a second order polynomial. Finally, we discuss various conclusions we have reasoned from our results to the fit so far

  14. A Maximum Likelihood Approach to Determine Sensor Radiometric Response Coefficients for NPP VIIRS Reflective Solar Bands

    Science.gov (United States)

    Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong

    2011-01-01

    Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.

  15. Determination of point of maximum likelihood in failure domain using genetic algorithms

    International Nuclear Information System (INIS)

    Obadage, A.S.; Harnpornchai, N.

    2006-01-01

    The point of maximum likelihood in a failure domain yields the highest value of the probability density function in the failure domain. The maximum-likelihood point thus represents the worst combination of random variables that contribute in the failure event. In this work Genetic Algorithms (GAs) with an adaptive penalty scheme have been proposed as a tool for the determination of the maximum likelihood point. The utilization of only numerical values in the GAs operation makes the algorithms applicable to cases of non-linear and implicit single and multiple limit state function(s). The algorithmic simplicity readily extends its application to higher dimensional problems. When combined with Monte Carlo Simulation, the proposed methodology will reduce the computational complexity and at the same time will enhance the possibility in rare-event analysis under limited computational resources. Since, there is no approximation done in the procedure, the solution obtained is considered accurate. Consequently, GAs can be used as a tool for increasing the computational efficiency in the element and system reliability analyses

  16. An Alternative Estimator for the Maximum Likelihood Estimator for the Two Extreme Response Patterns.

    Science.gov (United States)

    1981-06-29

    is the item discrimination parameter and b is the g X g item response difficulty parameter which satisfies (2.3) - = b 0 < b1 < b 2 < ....... < b...Tuscon, AZ 85721 4833 Rugby Avenue Dr. John B. Carroll Bethesda, MD 20014 Psychometric Lab 1 Dr. Leonard Feldt Univ. of No. Carolina Lindquist Center for

  17. A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

    Science.gov (United States)

    Grimm, Guido W.; Renner, Susanne S.; Stamatakis, Alexandros; Hemleben, Vera

    2007-01-01

    The multi-copy internal transcribed spacer (ITS) region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML) and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation) instead of the full (partly redundant) original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994) 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly. PMID:19455198

  18. A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

    Directory of Open Access Journals (Sweden)

    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.

  19. A maximum-likelihood reconstruction algorithm for tomographic gamma-ray nondestructive assay

    International Nuclear Information System (INIS)

    Prettyman, T.H.; Estep, R.J.; Cole, R.A.; Sheppard, G.A.

    1994-01-01

    A new tomographic reconstruction algorithm for nondestructive assay with high resolution gamma-ray spectroscopy (HRGS) is presented. The reconstruction problem is formulated using a maximum-likelihood approach in which the statistical structure of both the gross and continuum measurements used to determine the full-energy response in HRGS is precisely modeled. An accelerated expectation-maximization algorithm is used to determine the optimal solution. The algorithm is applied to safeguards and environmental assays of large samples (for example, 55-gal. drums) in which high continuum levels caused by Compton scattering are routinely encountered. Details of the implementation of the algorithm and a comparative study of the algorithm's performance are presented

  20. Application of the method of maximum likelihood to the determination of cepheid radii

    International Nuclear Information System (INIS)

    Balona, L.A.

    1977-01-01

    A method is described whereby the radius of any pulsating star can be obtained by applying the Principle of Maximum Likelihood. The relative merits of this method and of the usual Baade-Wesselink method are discussed in an Appendix. The new method is applied to 54 well-observed cepheids which include a number of spectroscopic binaries and two W Vir stars. An empirical period-radius relation is constructed and discussed in terms of two recent period-luminosity-colour calibrations. It is shown that the new method gives radii with an error of no more than 10 per cent. (author)

  1. Gravitational wave chirp search: no-signal cumulative distribution of the maximum likelihood detection statistic

    International Nuclear Information System (INIS)

    Croce, R P; Demma, Th; Longo, M; Marano, S; Matta, V; Pierro, V; Pinto, I M

    2003-01-01

    The cumulative distribution of the supremum of a set (bank) of correlators is investigated in the context of maximum likelihood detection of gravitational wave chirps from coalescing binaries with unknown parameters. Accurate (lower-bound) approximants are introduced based on a suitable generalization of previous results by Mohanty. Asymptotic properties (in the limit where the number of correlators goes to infinity) are highlighted. The validity of numerical simulations made on small-size banks is extended to banks of any size, via a Gaussian correlation inequality

  2. An ML-Based Radial Velocity Estimation Algorithm for Moving Targets in Spaceborne High-Resolution and Wide-Swath SAR Systems

    Directory of Open Access Journals (Sweden)

    Tingting Jin

    2017-04-01

    Full Text Available Multichannel synthetic aperture radar (SAR is a significant breakthrough to the inherent limitation between high-resolution and wide-swath (HRWS compared with conventional SAR. Moving target indication (MTI is an important application of spaceborne HRWS SAR systems. In contrast to previous studies of SAR MTI, the HRWS SAR mainly faces the problem of under-sampled data of each channel, causing single-channel imaging and processing to be infeasible. In this study, the estimation of velocity is equivalent to the estimation of the cone angle according to their relationship. The maximum likelihood (ML based algorithm is proposed to estimate the radial velocity in the existence of Doppler ambiguities. After that, the signal reconstruction and compensation for the phase offset caused by radial velocity are processed for a moving target. Finally, the traditional imaging algorithm is applied to obtain a focused moving target image. Experiments are conducted to evaluate the accuracy and effectiveness of the estimator under different signal-to-noise ratios (SNR. Furthermore, the performance is analyzed with respect to the motion ship that experiences interference due to different distributions of sea clutter. The results verify that the proposed algorithm is accurate and efficient with low computational complexity. This paper aims at providing a solution to the velocity estimation problem in the future HRWS SAR systems with multiple receive channels.

  3. Maximum likelihood phylogenetic reconstruction from high-resolution whole-genome data and a tree of 68 eukaryotes.

    Science.gov (United States)

    Lin, Yu; Hu, Fei; Tang, Jijun; Moret, Bernard M E

    2013-01-01

    The rapid accumulation of whole-genome data has renewed interest in the study of the evolution of genomic architecture, under such events as rearrangements, duplications, losses. Comparative genomics, evolutionary biology, and cancer research all require tools to elucidate the mechanisms, history, and consequences of those evolutionary events, while phylogenetics could use whole-genome data to enhance its picture of the Tree of Life. Current approaches in the area of phylogenetic analysis are limited to very small collections of closely related genomes using low-resolution data (typically a few hundred syntenic blocks); moreover, these approaches typically do not include duplication and loss events. We describe a maximum likelihood (ML) approach for phylogenetic analysis that takes into account genome rearrangements as well as duplications, insertions, and losses. Our approach can handle high-resolution genomes (with 40,000 or more markers) and can use in the same analysis genomes with very different numbers of markers. Because our approach uses a standard ML reconstruction program (RAxML), it scales up to large trees. We present the results of extensive testing on both simulated and real data showing that our approach returns very accurate results very quickly. In particular, we analyze a dataset of 68 high-resolution eukaryotic genomes, with from 3,000 to 42,000 genes, from the eGOB database; the analysis, including bootstrapping, takes just 3 hours on a desktop system and returns a tree in agreement with all well supported branches, while also suggesting resolutions for some disputed placements.

  4. Parallel implementation of D-Phylo algorithm for maximum likelihood clusters.

    Science.gov (United States)

    Malik, Shamita; Sharma, Dolly; Khatri, Sunil Kumar

    2017-03-01

    This study explains a newly developed parallel algorithm for phylogenetic analysis of DNA sequences. The newly designed D-Phylo is a more advanced algorithm for phylogenetic analysis using maximum likelihood approach. The D-Phylo while misusing the seeking capacity of k -means keeps away from its real constraint of getting stuck at privately conserved motifs. The authors have tested the behaviour of D-Phylo on Amazon Linux Amazon Machine Image(Hardware Virtual Machine)i2.4xlarge, six central processing unit, 122 GiB memory, 8  ×  800 Solid-state drive Elastic Block Store volume, high network performance up to 15 processors for several real-life datasets. Distributing the clusters evenly on all the processors provides us the capacity to accomplish a near direct speed if there should arise an occurrence of huge number of processors.

  5. Parallelization of maximum likelihood fits with OpenMP and CUDA

    CERN Document Server

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

    2011-01-01

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

  6. Efficient method for computing the maximum-likelihood quantum state from measurements with additive Gaussian noise.

    Science.gov (United States)

    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.

  7. Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics

    International Nuclear Information System (INIS)

    Prix, Reinhard; Krishnan, Badri

    2009-01-01

    We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ('B-statistic') using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e., has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.

  8. BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA

    Science.gov (United States)

    Hall, Forrest G. (Editor); Knapp, David

    2000-01-01

    The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2009-06-09

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

  10. Supervised maximum-likelihood weighting of composite protein networks for complex prediction

    Directory of Open Access Journals (Sweden)

    Yong Chern Han

    2012-12-01

    Full Text Available Abstract Background Protein complexes participate in many important cellular functions, so finding the set of existent complexes is essential for understanding the organization and regulation of processes in the cell. With the availability of large amounts of high-throughput protein-protein interaction (PPI data, many algorithms have been proposed to discover protein complexes from PPI networks. However, such approaches are hindered by the high rate of noise in high-throughput PPI data, including spurious and missing interactions. Furthermore, many transient interactions are detected between proteins that are not from the same complex, while not all proteins from the same complex may actually interact. As a result, predicted complexes often do not match true complexes well, and many true complexes go undetected. Results We address these challenges by integrating PPI data with other heterogeneous data sources to construct a composite protein network, and using a supervised maximum-likelihood approach to weight each edge based on its posterior probability of belonging to a complex. We then use six different clustering algorithms, and an aggregative clustering strategy, to discover complexes in the weighted network. We test our method on Saccharomyces cerevisiae and Homo sapiens, and show that complex discovery is improved: compared to previously proposed supervised and unsupervised weighting approaches, our method recalls more known complexes, achieves higher precision at all recall levels, and generates novel complexes of greater functional similarity. Furthermore, our maximum-likelihood approach allows learned parameters to be used to visualize and evaluate the evidence of novel predictions, aiding human judgment of their credibility. Conclusions Our approach integrates multiple data sources with supervised learning to create a weighted composite protein network, and uses six clustering algorithms with an aggregative clustering strategy to

  11. Joint maximum-likelihood magnitudes of presumed underground nuclear test explosions

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    César da Silva Chagas

    2013-04-01

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

  13. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis : A Comparison of Maximum Likelihood and Bayesian Estimation

    NARCIS (Netherlands)

    Can, Seda; van de Schoot, Rens|info:eu-repo/dai/nl/304833207; Hox, Joop|info:eu-repo/dai/nl/073351431

    2015-01-01

    Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the

  14. A simple route to maximum-likelihood estimates of two-locus ...

    Indian Academy of Sciences (India)

    ulation study of their proposed algorithm, and apply it to a dataset given by Clemens .... complicated routes to MLEs are sometimes used in genetic applications when a simpler ... computing, version 3.1.2. R Foundation for Statistical Comput-.

  15. Maximum Likelihood Estimates of Parameters in Various Types of Distribution Fitted to Important Data Cases.

    OpenAIRE

    HIROSE,Hideo

    1998-01-01

    TYPES OF THE DISTRIBUTION:13;Normal distribution (2-parameter)13;Uniform distribution (2-parameter)13;Exponential distribution ( 2-parameter)13;Weibull distribution (2-parameter)13;Gumbel Distribution (2-parameter)13;Weibull/Frechet Distribution (3-parameter)13;Generalized extreme-value distribution (3-parameter)13;Gamma distribution (3-parameter)13;Extended Gamma distribution (3-parameter)13;Log-normal distribution (3-parameter)13;Extended Log-normal distribution (3-parameter)13;Generalized ...

  16. Strategies for Handling Missing Data with Maximum Likelihood Estimation in Career and Technical Education Research

    Science.gov (United States)

    Lee, In Heok

    2012-01-01

    Researchers in career and technical education often ignore more effective ways of reporting and treating missing data and instead implement traditional, but ineffective, missing data methods (Gemici, Rojewski, & Lee, 2012). The recent methodological, and even the non-methodological, literature has increasingly emphasized the importance of…

  17. The early maximum likelihood estimation model of audiovisual integration in speech perception

    DEFF Research Database (Denmark)

    Andersen, Tobias

    2015-01-01

    integration to speech perception along with three model variations. In early MLE, integration is based on a continuous internal representation before categorization, which can make the model more parsimonious by imposing constraints that reflect experimental designs. The study also shows that cross......Speech perception is facilitated by seeing the articulatory mouth movements of the talker. This is due to perceptual audiovisual integration, which also causes the McGurk−MacDonald illusion, and for which a comprehensive computational account is still lacking. Decades of research have largely......-validation can evaluate models of audiovisual integration based on typical data sets taking both goodness-of-fit and model flexibility into account. All models were tested on a published data set previously used for testing the FLMP. Cross-validation favored the early MLE while more conventional error measures...

  18. The maximum likelihood estimator method of image reconstruction: Its fundamental characteristics and their origin

    International Nuclear Information System (INIS)

    Llacer, J.; Veklerov, E.

    1987-05-01

    We review our recent work characterizing the image reconstruction properties of the MLE algorithm. We studied its convergence properties and confirmed the onset of image deterioration, which is a function of the number of counts in the source. By modulating the weight given to projection tubes with high numbers of counts with respect to those with low numbers of counts in the reconstruction process, we have confirmed that image deterioration is due to an attempt by the algorithm to match projection data tubes with high numbers of counts too closely to the iterative image projections. We developed a stopping rule for the algorithm that tests the hypothesis that a reconstructed image could have given the initial projection data in a manner consistent with the underlying assumption of Poisson distributed variables. The rule was applied to two mathematically generated phantoms with success and to a third phantom with exact (no statistical fluctuations) projection data. We conclude that the behavior of the target functions whose extrema are sought in iterative schemes is more important in the early stages of the reconstruction than in the later stages, when the extrema are being approached but with the Poisson nature of the measurement. 11 refs., 14 figs

  19. Moment and maximum likelihood estimators for Weibull distributions under length- and area-biased sampling

    Science.gov (United States)

    Jeffrey H. Gove

    2003-01-01

    Many of the most popular sampling schemes used in forestry are probability proportional to size methods. These methods are also referred to as size biased because sampling is actually from a weighted form of the underlying population distribution. Length- and area-biased sampling are special cases of size-biased sampling where the probability weighting comes from a...

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

    Directory of Open Access Journals (Sweden)

    Salces Judit

    2011-08-01

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

  1. Terrain Classification on Venus from Maximum-Likelihood Inversion of Parameterized Models of Topography, Gravity, and their Relation

    Science.gov (United States)

    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

  2. A Maximum-Likelihood Method to Correct for Allelic Dropout in Microsatellite Data with No Replicate Genotypes

    Science.gov (United States)

    Wang, Chaolong; Schroeder, Kari B.; Rosenberg, Noah A.

    2012-01-01

    Allelic dropout is a commonly observed source of missing data in microsatellite genotypes, in which one or both allelic copies at a locus fail to be amplified by the polymerase chain reaction. Especially for samples with poor DNA quality, this problem causes a downward bias in estimates of observed heterozygosity and an upward bias in estimates of inbreeding, owing to mistaken classifications of heterozygotes as homozygotes when one of the two copies drops out. One general approach for avoiding allelic dropout involves repeated genotyping of homozygous loci to minimize the effects of experimental error. Existing computational alternatives often require replicate genotyping as well. These approaches, however, are costly and are suitable only when enough DNA is available for repeated genotyping. In this study, we propose a maximum-likelihood approach together with an expectation-maximization algorithm to jointly estimate allelic dropout rates and allele frequencies when only one set of nonreplicated genotypes is available. Our method considers estimates of allelic dropout caused by both sample-specific factors and locus-specific factors, and it allows for deviation from Hardy–Weinberg equilibrium owing to inbreeding. Using the estimated parameters, we correct the bias in the estimation of observed heterozygosity through the use of multiple imputations of alleles in cases where dropout might have occurred. With simulated data, we show that our method can (1) effectively reproduce patterns of missing data and heterozygosity observed in real data; (2) correctly estimate model parameters, including sample-specific dropout rates, locus-specific dropout rates, and the inbreeding coefficient; and (3) successfully correct the downward bias in estimating the observed heterozygosity. We find that our method is fairly robust to violations of model assumptions caused by population structure and by genotyping errors from sources other than allelic dropout. Because the data sets

  3. THE GENERALIZED MAXIMUM LIKELIHOOD METHOD APPLIED TO HIGH PRESSURE PHASE EQUILIBRIUM

    Directory of Open Access Journals (Sweden)

    Lúcio CARDOZO-FILHO

    1997-12-01

    Full Text Available The generalized maximum likelihood method was used to determine binary interaction parameters between carbon dioxide and components of orange essential oil. Vapor-liquid equilibrium was modeled with Peng-Robinson and Soave-Redlich-Kwong equations, using a methodology proposed in 1979 by Asselineau, Bogdanic and Vidal. Experimental vapor-liquid equilibrium data on binary mixtures formed with carbon dioxide and compounds usually found in orange essential oil were used to test the model. These systems were chosen to demonstrate that the maximum likelihood method produces binary interaction parameters for cubic equations of state capable of satisfactorily describing phase equilibrium, even for a binary such as ethanol/CO2. Results corroborate that the Peng-Robinson, as well as the Soave-Redlich-Kwong, equation can be used to describe phase equilibrium for the following systems: components of essential oil of orange/CO2.Foi empregado o método da máxima verossimilhança generalizado para determinação de parâmetros de interação binária entre os componentes do óleo essencial de laranja e dióxido de carbono. Foram usados dados experimentais de equilíbrio líquido-vapor de misturas binárias de dióxido de carbono e componentes do óleo essencial de laranja. O equilíbrio líquido-vapor foi modelado com as equações de Peng-Robinson e de Soave-Redlich-Kwong usando a metodologia proposta em 1979 por Asselineau, Bogdanic e Vidal. A escolha destes sistemas teve como objetivo demonstrar que o método da máxima verosimilhança produz parâmetros de interação binária, para equações cúbicas de estado capazes de descrever satisfatoriamente até mesmo o equilíbrio para o binário etanol/CO2. Os resultados comprovam que tanto a equação de Peng-Robinson quanto a de Soave-Redlich-Kwong podem ser empregadas para descrever o equilíbrio de fases para o sistemas: componentes do óleo essencial de laranja/CO2.

  4. Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

    Science.gov (United States)

    Yang, Li; Wang, Guobao; Qi, Jinyi

    2016-04-01

    Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

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

    International Nuclear Information System (INIS)

    Mungan, Muhittin; Ramasco, José J

    2010-01-01

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

  6. EPR spectrum deconvolution and dose assessment of fossil tooth enamel using maximum likelihood common factor analysis

    International Nuclear Information System (INIS)

    Vanhaelewyn, G.; Callens, F.; Gruen, R.

    2000-01-01

    In order to determine the components which give rise to the EPR spectrum around g = 2 we have applied Maximum Likelihood Common Factor Analysis (MLCFA) on the EPR spectra of enamel sample 1126 which has previously been analysed by continuous wave and pulsed EPR as well as EPR microscopy. MLCFA yielded agreeing results on three sets of X-band spectra and the following components were identified: an orthorhombic component attributed to CO - 2 , an axial component CO 3- 3 , as well as four isotropic components, three of which could be attributed to SO - 2 , a tumbling CO - 2 and a central line of a dimethyl radical. The X-band results were confirmed by analysis of Q-band spectra where three additional isotropic lines were found, however, these three components could not be attributed to known radicals. The orthorhombic component was used to establish dose response curves for the assessment of the past radiation dose, D E . The results appear to be more reliable than those based on conventional peak-to-peak EPR intensity measurements or simple Gaussian deconvolution methods

  7. Penalized maximum-likelihood sinogram restoration for dual focal spot computed tomography

    International Nuclear Information System (INIS)

    Forthmann, P; Koehler, T; Begemann, P G C; Defrise, M

    2007-01-01

    Due to various system non-idealities, the raw data generated by a computed tomography (CT) machine are not readily usable for reconstruction. Although the deterministic nature of corruption effects such as crosstalk and afterglow permits correction by deconvolution, there is a drawback because deconvolution usually amplifies noise. Methods that perform raw data correction combined with noise suppression are commonly termed sinogram restoration methods. The need for sinogram restoration arises, for example, when photon counts are low and non-statistical reconstruction algorithms such as filtered backprojection are used. Many modern CT machines offer a dual focal spot (DFS) mode, which serves the goal of increased radial sampling by alternating the focal spot between two positions on the anode plate during the scan. Although the focal spot mode does not play a role with respect to how the data are affected by the above-mentioned corruption effects, it needs to be taken into account if regularized sinogram restoration is to be applied to the data. This work points out the subtle difference in processing that sinogram restoration for DFS requires, how it is correctly employed within the penalized maximum-likelihood sinogram restoration algorithm and what impact it has on image quality

  8. Maximum likelihood fitting of FROC curves under an initial-detection-and-candidate-analysis model

    International Nuclear Information System (INIS)

    Edwards, Darrin C.; Kupinski, Matthew A.; Metz, Charles E.; Nishikawa, Robert M.

    2002-01-01

    We have developed a model for FROC curve fitting that relates the observer's FROC performance not to the ROC performance that would be obtained if the observer's responses were scored on a per image basis, but rather to a hypothesized ROC performance that the observer would obtain in the task of classifying a set of 'candidate detections' as positive or negative. We adopt the assumptions of the Bunch FROC model, namely that the observer's detections are all mutually independent, as well as assumptions qualitatively similar to, but different in nature from, those made by Chakraborty in his AFROC scoring methodology. Under the assumptions of our model, we show that the observer's FROC performance is a linearly scaled version of the candidate analysis ROC curve, where the scaling factors are just given by the FROC operating point coordinates for detecting initial candidates. Further, we show that the likelihood function of the model parameters given observational data takes on a simple form, and we develop a maximum likelihood method for fitting a FROC curve to this data. FROC and AFROC curves are produced for computer vision observer datasets and compared with the results of the AFROC scoring method. Although developed primarily with computer vision schemes in mind, we hope that the methodology presented here will prove worthy of further study in other applications as well

  9. Evaluation of the maximum-likelihood adaptive neural system (MLANS) applications to noncooperative IFF

    Science.gov (United States)

    Chernick, Julian A.; Perlovsky, Leonid I.; Tye, David M.

    1994-06-01

    This paper describes applications of maximum likelihood adaptive neural system (MLANS) to the characterization of clutter in IR images and to the identification of targets. The characterization of image clutter is needed to improve target detection and to enhance the ability to compare performance of different algorithms using diverse imagery data. Enhanced unambiguous IFF is important for fratricide reduction while automatic cueing and targeting is becoming an ever increasing part of operations. We utilized MLANS which is a parametric neural network that combines optimal statistical techniques with a model-based approach. This paper shows that MLANS outperforms classical classifiers, the quadratic classifier and the nearest neighbor classifier, because on the one hand it is not limited to the usual Gaussian distribution assumption and can adapt in real time to the image clutter distribution; on the other hand MLANS learns from fewer samples and is more robust than the nearest neighbor classifiers. Future research will address uncooperative IFF using fused IR and MMW data.

  10. Extended maximum likelihood analysis of apparent flattenings of S0 and spiral galaxies

    International Nuclear Information System (INIS)

    Okamura, Sadanori; Takase, Bunshiro; Hamabe, Masaru; Nakada, Yoshikazu; Kodaira, Keiichi.

    1981-01-01

    Apparent flattenings of S0 and spiral galaxies compiled by Sandage et al. (1970) and van den Bergh (1977), and those listed in the Second Reference Catalogue (RC2) are analyzed by means of the extended maximum likelihood method which was recently developed in the information theory for statistical model identification. Emphasis is put on the possible difference in the distribution of intrinsic flattenings between S0's and spirals as a group, and on the apparent disagreements present in the previous results. The present analysis shows that (1) One cannot conclude on the basis of the data in the Reference Catalogue of Bright Galaxies (RCBG) that the distribution of intrinsic flattenings of spirals is almost identical to that of S0's; spirals have wider dispersion than S0's, and there are more round systems in spirals than in S0's. (2) The distribution of intrinsic flattenings of S0's and spirals derived from the data in RC2 again indicates a significant difference from each other. (3) The distribution of intrinsic flattenings of S0's exhibits different characteristics depending upon the surface-brightness level; the distribution with one component is obtained from the data at RCBG level (--23.5 mag arcsec -2 ) and that with two components at RC2 level (25 mag arcsec -2 ). (author)

  11. Analysis of Pairwise Interactions in a Maximum Likelihood Sense to Identify Leaders in a Group

    Directory of Open Access Journals (Sweden)

    Violet Mwaffo

    2017-07-01

    Full Text Available Collective motion in animal groups manifests itself in the form of highly coordinated maneuvers determined by local interactions among individuals. A particularly critical question in understanding the mechanisms behind such interactions is to detect and classify leader–follower relationships within the group. In the technical literature of coupled dynamical systems, several methods have been proposed to reconstruct interaction networks, including linear correlation analysis, transfer entropy, and event synchronization. While these analyses have been helpful in reconstructing network models from neuroscience to public health, rules on the most appropriate method to use for a specific dataset are lacking. Here, we demonstrate the possibility of detecting leaders in a group from raw positional data in a model-free approach that combines multiple methods in a maximum likelihood sense. We test our framework on synthetic data of groups of self-propelled Vicsek particles, where a single agent acts as a leader and both the size of the interaction region and the level of inherent noise are systematically varied. To assess the feasibility of detecting leaders in real-world applications, we study a synthetic dataset of fish shoaling, generated by using a recent data-driven model for social behavior, and an experimental dataset of pharmacologically treated zebrafish. Not only does our approach offer a robust strategy to detect leaders in synthetic data but it also allows for exploring the role of psychoactive compounds on leader–follower relationships.

  12. Penalised Maximum Likelihood Simultaneous Longitudinal PET Image Reconstruction with Difference-Image Priors.

    Science.gov (United States)

    Ellis, Sam; Reader, Andrew J

    2018-04-26

    Many clinical contexts require the acquisition of multiple positron emission tomography (PET) scans of a single subject, for example to observe and quantify changes in functional behaviour in tumours after treatment in oncology. Typically, the datasets from each of these scans are reconstructed individually, without exploiting the similarities between them. We have recently shown that sharing information between longitudinal PET datasets by penalising voxel-wise differences during image reconstruction can improve reconstructed images by reducing background noise and increasing the contrast-to-noise ratio of high activity lesions. Here we present two additional novel longitudinal difference-image priors and evaluate their performance using 2D simulation studies and a 3D real dataset case study. We have previously proposed a simultaneous difference-image-based penalised maximum likelihood (PML) longitudinal image reconstruction method that encourages sparse difference images (DS-PML), and in this work we propose two further novel prior terms. The priors are designed to encourage longitudinal images with corresponding differences which have i) low entropy (DE-PML), and ii) high sparsity in their spatial gradients (DTV-PML). These two new priors and the originally proposed longitudinal prior were applied to 2D simulated treatment response [ 18 F]fluorodeoxyglucose (FDG) brain tumour datasets and compared to standard maximum likelihood expectation-maximisation (MLEM) reconstructions. These 2D simulation studies explored the effects of penalty strengths, tumour behaviour, and inter-scan coupling on reconstructed images. Finally, a real two-scan longitudinal data series acquired from a head and neck cancer patient was reconstructed with the proposed methods and the results compared to standard reconstruction methods. Using any of the three priors with an appropriate penalty strength produced images with noise levels equivalent to those seen when using standard

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

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

    Science.gov (United States)

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

    2014-06-12

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

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

  16. Direct reconstruction of the source intensity distribution of a clinical linear accelerator using a maximum likelihood expectation maximization algorithm.

    Science.gov (United States)

    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.

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

    NARCIS (Netherlands)

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

    2002-01-01

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

  18. Improving on hidden Markov models: An articulatorily constrained, maximum likelihood approach to speech recognition and speech coding

    Energy Technology Data Exchange (ETDEWEB)

    Hogden, J.

    1996-11-05

    The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.

  19. Performance analysis of linear codes under maximum-likelihood decoding: a tutorial

    National Research Council Canada - National Science Library

    Sason, Igal; Shamai, Shlomo

    2006-01-01

    ..., upper and lower bounds on the error probability of linear codes under ML decoding are surveyed and applied to codes and ensembles of codes on graphs. For upper bounds, we discuss various bounds where focus is put on Gallager bounding techniques and their relation to a variety of other reported bounds. Within the class of lower bounds, we ad...

  20. Truncation artifact suppression in cone-beam radionuclide transmission CT using maximum likelihood techniques: evaluation with human subjects

    International Nuclear Information System (INIS)

    Manglos, S.H.

    1992-01-01

    Transverse image truncation can be a serious problem for human imaging using cone-beam transmission CT (CB-CT) implemented on a conventional rotating gamma camera. This paper presents a reconstruction method to reduce or eliminate the artifacts resulting from the truncation. The method uses a previously published transmission maximum likelihood EM algorithm, adapted to the cone-beam geometry. The reconstruction method is evaluated qualitatively using three human subjects of various dimensions and various degrees of truncation. (author)

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

    Science.gov (United States)

    Wu, Yufeng

    2012-03-01

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

  2. Quasi-Maximum-Likelihood Detector Based on Geometrical Diversification Greedy Intensification

    OpenAIRE

    Nafkha , Amor; Boutillon , Emmanuel; Roland , Christian

    2009-01-01

    IEEE Transactions On Communications, vol. 57, n°4, pp. 926-929, April 2009.; International audience; The ML detection used in many communication applications reduces down to solving an integer least-squares problem, which minimizes an objective function. If the matrix is not orthogonal, this problem is NP-hard. An exhaustive search over all feasible solutions is thus only applicable when the dimension of the problem is low. In the literature, there are two main available classes of methods. T...

  3. 230Th and 234Th as coupled tracers of particle cycling in the ocean: A maximum likelihood approach

    Science.gov (United States)

    Wang, Wei-Lei; Armstrong, Robert A.; Cochran, J. Kirk; Heilbrun, Christina

    2016-05-01

    We applied maximum likelihood estimation to measurements of Th isotopes (234,230Th) in Mediterranean Sea sediment traps that separated particles according to settling velocity. This study contains two unique aspects. First, it relies on settling velocities that were measured using sediment traps, rather than on measured particle sizes and an assumed relationship between particle size and sinking velocity. Second, because of the labor and expense involved in obtaining these data, they were obtained at only a few depths, and their analysis required constructing a new type of box-like model, which we refer to as a "two-layer" model, that we then analyzed using likelihood techniques. Likelihood techniques were developed in the 1930s by statisticians, and form the computational core of both Bayesian and non-Bayesian statistics. Their use has recently become very popular in ecology, but they are relatively unknown in geochemistry. Our model was formulated by assuming steady state and first-order reaction kinetics for thorium adsorption and desorption, and for particle aggregation, disaggregation, and remineralization. We adopted a cutoff settling velocity (49 m/d) from Armstrong et al. (2009) to separate particles into fast- and slow-sinking classes. A unique set of parameters with no dependence on prior values was obtained. Adsorption rate constants for both slow- and fast-sinking particles are slightly higher in the upper layer than in the lower layer. Slow-sinking particles have higher adsorption rate constants than fast-sinking particles. Desorption rate constants are higher in the lower layer (slow-sinking particles: 13.17 ± 1.61, fast-sinking particles: 13.96 ± 0.48) than in the upper layer (slow-sinking particles: 7.87 ± 0.60 y-1, fast-sinking particles: 1.81 ± 0.44 y-1). Aggregation rate constants were higher, 1.88 ± 0.04, in the upper layer and just 0.07 ± 0.01 y-1 in the lower layer. Disaggregation rate constants were just 0.30 ± 0.10 y-1 in the upper

  4. Exact sampling from conditional Boolean models with applications to maximum likelihood inference

    NARCIS (Netherlands)

    Lieshout, van M.N.M.; Zwet, van E.W.

    2001-01-01

    We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing model) from a single realization. To do so, we derive the conditional distribution of the points (germs) of the underlying Poisson process. We demonstrate how to apply coupling from the past to generate

  5. APPLICATION OF A GENERALIZED MAXIMUM LIKELIHOOD METHOD IN THE REDUCTION OF MULTICOMPONENT LIQUID-LIQUID EQUILIBRIUM DATA

    Directory of Open Access Journals (Sweden)

    L. STRAGEVITCH

    1997-03-01

    Full Text Available The equations of the method based on the maximum likelihood principle have been rewritten in a suitable generalized form to allow the use of any number of implicit constraints in the determination of model parameters from experimental data and from the associated experimental uncertainties. In addition to the use of any number of constraints, this method also allows data, with different numbers of constraints, to be reduced simultaneously. Application of the method is illustrated in the reduction of liquid-liquid equilibrium data of binary, ternary and quaternary systems simultaneously

  6. A maximum likelihood approach to generate hypotheses on the evolution and historical biogeography in the Lower Volga Valley regions (southwest Russia)

    Science.gov (United States)

    Mavrodiev, Evgeny V; Laktionov, Alexy P; Cellinese, Nico

    2012-01-01

    The evolution of the diverse flora in the Lower Volga Valley (LVV) (southwest Russia) is complex due to the composite geomorphology and tectonic history of the Caspian Sea and adjacent areas. In the absence of phylogenetic studies and temporal information, we implemented a maximum likelihood (ML) approach and stochastic character mapping reconstruction aiming at recovering historical signals from species occurrence data. A taxon-area matrix of 13 floristic areas and 1018 extant species was constructed and analyzed with RAxML and Mesquite. Additionally, we simulated scenarios with numbers of hypothetical extinct taxa from an unknown palaeoflora that occupied the areas before the dramatic transgression and regression events that have occurred from the Pleistocene to the present day. The flora occurring strictly along the river valley and delta appear to be younger than that of adjacent steppes and desert-like regions, regardless of the chronology of transgression and regression events that led to the geomorphological formation of the LVV. This result is also supported when hypothetical extinct taxa are included in the analyses. The history of each species was inferred by using a stochastic character mapping reconstruction method as implemented in Mesquite. Individual histories appear to be independent from one another and have been shaped by repeated dispersal and extinction events. These reconstructions provide testable hypotheses for more in-depth investigations of their population structure and dynamics. PMID:22957179

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

    DEFF Research Database (Denmark)

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

    2008-01-01

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

  8. Novel maximum likelihood approach for passive detection and localisation of multiple emitters

    Science.gov (United States)

    Hernandez, Marcel

    2017-12-01

    In this paper, a novel target acquisition and localisation algorithm (TALA) is introduced that offers a capability for detecting and localising multiple targets using the intermittent "signals-of-opportunity" (e.g. acoustic impulses or radio frequency transmissions) they generate. The TALA is a batch estimator that addresses the complex multi-sensor/multi-target data association problem in order to estimate the locations of an unknown number of targets. The TALA is unique in that it does not require measurements to be of a specific type, and can be implemented for systems composed of either homogeneous or heterogeneous sensors. The performance of the TALA is demonstrated in simulated scenarios with a network of 20 sensors and up to 10 targets. The sensors generate angle-of-arrival (AOA), time-of-arrival (TOA), or hybrid AOA/TOA measurements. It is shown that the TALA is able to successfully detect 83-99% of the targets, with a negligible number of false targets declared. Furthermore, the localisation errors of the TALA are typically within 10% of the errors generated by a "genie" algorithm that is given the correct measurement-to-target associations. The TALA also performs well in comparison with an optimistic Cramér-Rao lower bound, with typical differences in performance of 10-20%, and differences in performance of 40-50% in the most difficult scenarios considered. The computational expense of the TALA is also controllable, which allows the TALA to maintain computational feasibility even in the most challenging scenarios considered. This allows the approach to be implemented in time-critical scenarios, such as in the localisation of artillery firing events. It is concluded that the TALA provides a powerful situational awareness aid for passive surveillance operations.

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

    International Nuclear Information System (INIS)

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

    1997-01-01

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

  10. Phylogenetic systematics and biogeography of hummingbirds: Bayesian and maximum likelihood analyses of partitioned data and selection of an appropriate partitioning strategy.

    Science.gov (United States)

    McGuire, Jimmy A; Witt, Christopher C; Altshuler, Douglas L; Remsen, J V

    2007-10-01

    Hummingbirds are an important model system in avian biology, but to date the group has been the subject of remarkably few phylogenetic investigations. Here we present partitioned Bayesian and maximum likelihood phylogenetic analyses for 151 of approximately 330 species of hummingbirds and 12 outgroup taxa based on two protein-coding mitochondrial genes (ND2 and ND4), flanking tRNAs, and two nuclear introns (AK1 and BFib). We analyzed these data under several partitioning strategies ranging between unpartitioned and a maximum of nine partitions. In order to select a statistically justified partitioning strategy following partitioned Bayesian analysis, we considered four alternative criteria including Bayes factors, modified versions of the Akaike information criterion for small sample sizes (AIC(c)), Bayesian information criterion (BIC), and a decision-theoretic methodology (DT). Following partitioned maximum likelihood analyses, we selected a best-fitting strategy using hierarchical likelihood ratio tests (hLRTS), the conventional AICc, BIC, and DT, concluding that the most stringent criterion, the performance-based DT, was the most appropriate methodology for selecting amongst partitioning strategies. In the context of our well-resolved and well-supported phylogenetic estimate, we consider the historical biogeography of hummingbirds using ancestral state reconstructions of (1) primary geographic region of occurrence (i.e., South America, Central America, North America, Greater Antilles, Lesser Antilles), (2) Andean or non-Andean geographic distribution, and (3) minimum elevational occurrence. These analyses indicate that the basal hummingbird assemblages originated in the lowlands of South America, that most of the principle clades of hummingbirds (all but Mountain Gems and possibly Bees) originated on this continent, and that there have been many (at least 30) independent invasions of other primary landmasses, especially Central America.

  11. Application and performance of an ML-EM algorithm in NEXT

    Science.gov (United States)

    Simón, A.; Lerche, C.; Monrabal, F.; Gómez-Cadenas, J. J.; Álvarez, V.; Azevedo, C. D. R.; Benlloch-Rodríguez, J. M.; Borges, F. I. G. M.; Botas, A.; Cárcel, S.; Carrión, J. V.; Cebrián, S.; Conde, C. A. N.; Díaz, J.; Diesburg, M.; Escada, J.; Esteve, R.; Felkai, R.; Fernandes, L. M. P.; Ferrario, P.; Ferreira, A. L.; Freitas, E. D. C.; Goldschmidt, A.; González-Díaz, D.; Gutiérrez, R. M.; Hauptman, J.; Henriques, C. A. O.; Hernandez, A. I.; Hernando Morata, J. A.; Herrero, V.; Jones, B. J. P.; Labarga, L.; Laing, A.; Lebrun, P.; Liubarsky, I.; López-March, N.; Losada, M.; Martín-Albo, J.; Martínez-Lema, G.; Martínez, A.; McDonald, A. D.; Monteiro, C. M. B.; Mora, F. J.; Moutinho, L. M.; Muñoz Vidal, J.; Musti, M.; Nebot-Guinot, M.; Novella, P.; Nygren, D. R.; Palmeiro, B.; Para, A.; Pérez, J.; Querol, M.; Renner, J.; Ripoll, L.; Rodríguez, J.; Rogers, L.; Santos, F. P.; dos Santos, J. M. F.; Sofka, C.; Sorel, M.; Stiegler, T.; Toledo, J. F.; Torrent, J.; Tsamalaidze, Z.; Veloso, J. F. C. A.; Webb, R.; White, J. T.; Yahlali, N.

    2017-08-01

    The goal of the NEXT experiment is the observation of neutrinoless double beta decay in 136Xe using a gaseous xenon TPC with electroluminescent amplification and specialized photodetector arrays for calorimetry and tracking. The NEXT Collaboration is exploring a number of reconstruction algorithms to exploit the full potential of the detector. This paper describes one of them: the Maximum Likelihood Expectation Maximization (ML-EM) method, a generic iterative algorithm to find maximum-likelihood estimates of parameters that has been applied to solve many different types of complex inverse problems. In particular, we discuss a bi-dimensional version of the method in which the photosensor signals integrated over time are used to reconstruct a transverse projection of the event. First results show that, when applied to detector simulation data, the algorithm achieves nearly optimal energy resolution (better than 0.5% FWHM at the Q value of 136Xe) for events distributed over the full active volume of the TPC.

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

    Science.gov (United States)

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

    1984-01-01

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

  13. Optimization of a Nucleic Acids united-RESidue 2-Point model (NARES-2P) with a maximum-likelihood approach

    International Nuclear Information System (INIS)

    He, Yi; Scheraga, Harold A.; Liwo, Adam

    2015-01-01

    Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field

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

    Science.gov (United States)

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

    2003-01-01

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

  15. A note on the relationships between multiple imputation, maximum likelihood and fully Bayesian methods for missing responses in linear regression models.

    Science.gov (United States)

    Chen, Qingxia; Ibrahim, Joseph G

    2014-07-01

    Multiple Imputation, Maximum Likelihood and Fully Bayesian methods are the three most commonly used model-based approaches in missing data problems. Although it is easy to show that when the responses are missing at random (MAR), the complete case analysis is unbiased and efficient, the aforementioned methods are still commonly used in practice for this setting. To examine the performance of and relationships between these three methods in this setting, we derive and investigate small sample and asymptotic expressions of the estimates and standard errors, and fully examine how these estimates are related for the three approaches in the linear regression model when the responses are MAR. We show that when the responses are MAR in the linear model, the estimates of the regression coefficients using these three methods are asymptotically equivalent to the complete case estimates under general conditions. One simulation and a real data set from a liver cancer clinical trial are given to compare the properties of these methods when the responses are MAR.

  16. Maximum likelihood estimation of the parameters of a bivariate Gaussian-Weibull distribution from machine stress-rated data

    Science.gov (United States)

    Steve P. Verrill; David E. Kretschmann; James W. Evans

    2016-01-01

    Two important wood properties are stiffness (modulus of elasticity, MOE) and bending strength (modulus of rupture, MOR). In the past, MOE has often been modeled as a Gaussian and MOR as a lognormal or a two- or threeparameter Weibull. It is well known that MOE and MOR are positively correlated. To model the simultaneous behavior of MOE and MOR for the purposes of wood...

  17. Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model

    DEFF Research Database (Denmark)

    Silvennoinen, Annestiina; Terasvirta, Timo

    A new multivariate volatility model that belongs to the family of conditional correlation GARCH models is introduced. The GARCH equations of this model contain a multiplicative deterministic component to describe long-run movements in volatility and, in addition, the correlations...

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

    Science.gov (United States)

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

    2018-05-01

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

  19. Validation by theoretical approach to the experimental estimation of efficiency for gamma spectrometry of gas in 100 ml standard flask

    International Nuclear Information System (INIS)

    Mohan, V.; Chudalayandi, K.; Sundaram, M.; Krishnamony, S.

    1996-01-01

    Estimation of gaseous activity forms an important component of air monitoring at Madras Atomic Power Station (MAPS). The gases of importance are argon 41 an air activation product and fission product noble gas xenon 133. For estimating the concentration, the experimental method is used in which a grab sample is collected in a 100 ml volumetric standard flask. The activity of gas is then computed by gamma spectrometry using a predetermined efficiency estimated experimentally. An attempt is made using theoretical approach to validate the experimental method of efficiency estimation. Two analytical models named relative flux model and absolute activity model were developed independently of each other. Attention is focussed on the efficiencies for 41 Ar and 133 Xe. Results show that the present method of sampling and analysis using 100 ml volumetric flask is adequate and acceptable. (author). 5 refs., 2 tabs

  20. Effects of censoring on parameter estimates and power in genetic modeling

    NARCIS (Netherlands)

    Derks, Eske M.; Dolan, Conor V.; Boomsma, Dorret I.

    2004-01-01

    Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

  1. Effects of censoring on parameter estimates and power in genetic modeling.

    NARCIS (Netherlands)

    Derks, E.M.; Dolan, C.V.; Boomsma, D.I.

    2004-01-01

    Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

  2. M*/L gradients driven by IMF variation: large impact on dynamical stellar mass estimates

    Science.gov (United States)

    Bernardi, M.; Sheth, R. K.; Dominguez-Sanchez, H.; Fischer, J.-L.; Chae, K.-H.; Huertas-Company, M.; Shankar, F.

    2018-06-01

    Within a galaxy the stellar mass-to-light ratio ϒ* is not constant. Recent studies of spatially resolved kinematics of nearby early-type galaxies suggest that allowing for a variable initial mass function (IMF) returns significantly larger ϒ* gradients than if the IMF is held fixed. We show that ignoring such IMF-driven ϒ* gradients can have dramatic effect on dynamical (M_*^dyn), though stellar population (M_*^SP) based estimates of early-type galaxy stellar masses are also affected. This is because M_*^dyn is usually calibrated using the velocity dispersion measured in the central regions (e.g. Re/8) where stars are expected to dominate the mass (i.e. the dark matter fraction is small). On the other hand, M_*^SP is often computed from larger apertures (e.g. using a mean ϒ* estimated from colours). If ϒ* is greater in the central regions, then ignoring the gradient can overestimate M_*^dyn by as much as a factor of two for the most massive galaxies. Large ϒ*-gradients have four main consequences: First, M_*^dyn cannot be estimated independently of stellar population synthesis models. Secondly, if there is a lower limit to ϒ* and gradients are unknown, then requiring M_*^dyn=M_*^SP constrains them. Thirdly, if gradients are stronger in more massive galaxies, then accounting for this reduces the slope of the correlation between M_*^dyn/M_*^SP of a galaxy with its velocity dispersion. In particular, IMF-driven gradients bring M_*^dyn and M_*^SP into agreement, not by shifting M_*^SP upwards by invoking constant bottom-heavy IMFs, as advocated by a number of recent studies, but by revising M_*^dyn estimates in the literature downwards. Fourthly, accounting for ϒ* gradients changes the high-mass slope of the stellar mass function φ (M_*^dyn), and reduces the associated stellar mass density. These conclusions potentially impact estimates of the need for feedback and adiabatic contraction, so our results highlight the importance of measuring ϒ* gradients in

  3. An Iterative Maximum a Posteriori Estimation of Proficiency Level to Detect Multiple Local Likelihood Maxima

    Science.gov (United States)

    Magis, David; Raiche, Gilles

    2010-01-01

    In this article the authors focus on the issue of the nonuniqueness of the maximum likelihood (ML) estimator of proficiency level in item response theory (with special attention to logistic models). The usual maximum a posteriori (MAP) method offers a good alternative within that framework; however, this article highlights some drawbacks of its…

  4. Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter.

    Science.gov (United States)

    Choi, Jihoon; Shin, Joonho; Song, Choonggeun; Han, Suyong; Park, Doo Il

    2017-09-13

    This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs) and the cross-spectral density (CSD), the proposed method employs a modified maximum-likelihood (ML) prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected.

  5. Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter

    Directory of Open Access Journals (Sweden)

    Jihoon Choi

    2017-09-01

    Full Text Available This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs and the cross-spectral density (CSD, the proposed method employs a modified maximum-likelihood (ML prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected.

  6. Maximum likelihood analysis of bioassay data from long-term follow-up of two refractory PuO2 inhalation cases.

    Science.gov (United States)

    Avtandilashvili, Maia; Brey, Richard; James, Anthony C

    2012-07-01

    The U.S. Transuranium and Uranium Registries' tissue donors 0202 and 0407 are the two most highly exposed of the 18 registrants who were involved in the 1965 plutonium fire accident at a defense nuclear facility. Material released during the fire was well characterized as "high fired" refractory plutonium dioxide with 0.32-μm mass median diameter. The extensive bioassay data from long-term follow-up of these two cases were used to evaluate the applicability of the Human Respiratory Tract Model presented by International Commission on Radiological Protection in Publication 66 and its revision proposed by Gregoratto et al. in order to account for the observed long-term retention of insoluble material in the lungs. The maximum likelihood method was used to calculate the point estimates of intake and tissue doses and to examine the effect of different lung clearance, blood absorption, and systemic models on the goodness-of-fit and estimated dose values. With appropriate adjustments, Gregoratto et al. particle transport model coupled with the customized blood absorption parameters yielded a credible fit to the bioassay data for both cases and predicted the Case 0202 liver and skeletal activities measured postmortem. PuO2 particles produced by the plutonium fire are extremely insoluble. About 1% of this material is absorbed from the respiratory tract relatively rapidly, at a rate of about 1 to 2 d (half-time about 8 to 16 h). The remainder (99%) is absorbed extremely slowly, at a rate of about 5 × 10(-6) d (half-time about 400 y). When considering this situation, it appears that doses to other body organs are negligible in comparison to those to tissues of the respiratory tract. About 96% of the total committed weighted dose equivalent is contributed by the lungs. Doses absorbed by these workers' lungs were high: 3.2 Gy to AI and 6.5 Gy to LNTH for Case 0202 (18 y post-intake) and 3.2 Gy to AI and 55.5 Gy to LNTH for Case 0407 (43 y post-intake). This evaluation

  7. On the mean squared error of the ridge estimator of the covariance and precision matrix

    NARCIS (Netherlands)

    van Wieringen, Wessel N.

    2017-01-01

    For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.

  8. Predicting Porosity and Permeability for the Canyon Formation, SACROC Unit (Kelly-Snyder Field), Using the Geologic Analysis via Maximum Likelihood System

    International Nuclear Information System (INIS)

    Reinaldo Gonzalez; Scott R. Reeves; Eric Eslinger

    2007-01-01

    , with high vertical resolution, could be generated for many wells. This procedure permits to populate any well location with core-scale estimates of P and P and rock types facilitating the application of geostatistical characterization methods. The first step procedure was to discriminate rock types of similar depositional environment and/or reservoir quality (RQ) using a specific clustering technique. The approach implemented utilized a model-based, probabilistic clustering analysis procedure called GAMLS1,2,3,4 (Geologic Analysis via Maximum Likelihood System) which is based on maximum likelihood principles. During clustering, samples (data at each digitized depth from each well) are probabilistically assigned to a previously specified number of clusters with a fractional probability that varies between zero and one

  9. Multi-rate Poisson tree processes for single-locus species delimitation under maximum likelihood and Markov chain Monte Carlo

    OpenAIRE

    Kapli, P.; Lutteropp, S.; Zhang, J.; Kobert, K.; Pavlidis, P.; Stamatakis, A.; Flouri, T.

    2017-01-01

    Motivation: In recent years, molecular species delimitation has become a routine approach for quantifying and classifying biodiversity. Barcoding methods are of particular importance in large-scale surveys as they promote fast species discovery and biodiversity estimates. Among those, distance-based methods are the most common choice as they scale well with large datasets; however, they are sensitive to similarity threshold parameters and they ignore evolutionary relationships. The recently i...

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

    Directory of Open Access Journals (Sweden)

    Kodner Robin B

    2010-10-01

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

  11. Multi-rate Poisson tree processes for single-locus species delimitation under maximum likelihood and Markov chain Monte Carlo.

    Science.gov (United States)

    Kapli, P; Lutteropp, S; Zhang, J; Kobert, K; Pavlidis, P; Stamatakis, A; Flouri, T

    2017-06-01

    In recent years, molecular species delimitation has become a routine approach for quantifying and classifying biodiversity. Barcoding methods are of particular importance in large-scale surveys as they promote fast species discovery and biodiversity estimates. Among those, distance-based methods are the most common choice as they scale well with large datasets; however, they are sensitive to similarity threshold parameters and they ignore evolutionary relationships. The recently introduced "Poisson Tree Processes" (PTP) method is a phylogeny-aware approach that does not rely on such thresholds. Yet, two weaknesses of PTP impact its accuracy and practicality when applied to large datasets; it does not account for divergent intraspecific variation and is slow for a large number of sequences. We introduce the multi-rate PTP (mPTP), an improved method that alleviates the theoretical and technical shortcomings of PTP. It incorporates different levels of intraspecific genetic diversity deriving from differences in either the evolutionary history or sampling of each species. Results on empirical data suggest that mPTP is superior to PTP and popular distance-based methods as it, consistently yields more accurate delimitations with respect to the taxonomy (i.e., identifies more taxonomic species, infers species numbers closer to the taxonomy). Moreover, mPTP does not require any similarity threshold as input. The novel dynamic programming algorithm attains a speedup of at least five orders of magnitude compared to PTP, allowing it to delimit species in large (meta-) barcoding data. In addition, Markov Chain Monte Carlo sampling provides a comprehensive evaluation of the inferred delimitation in just a few seconds for millions of steps, independently of tree size. mPTP is implemented in C and is available for download at http://github.com/Pas-Kapli/mptp under the GNU Affero 3 license. A web-service is available at http://mptp.h-its.org . : paschalia.kapli@h-its.org or

  12. Minimum Distance Estimation on Time Series Analysis With Little Data

    National Research Council Canada - National Science Library

    Tekin, Hakan

    2001-01-01

    .... Minimum distance estimation has been demonstrated better standard approaches, including maximum likelihood estimators and least squares, in estimating statistical distribution parameters with very small data sets...

  13. Maximum likelihood and Bayesian analyses of a combined nucleotide sequence dataset for genetic characterization of a novel pestivirus, SVA/cont-08.

    Science.gov (United States)

    Liu, Lihong; Xia, Hongyan; Baule, Claudia; Belák, Sándor

    2009-01-01

    Bovine viral diarrhoea virus 1 (BVDV-1) and Bovine viral diarrhoea virus 2 (BVDV-2) are two recognised bovine pestivirus species of the genus Pestivirus. Recently, a pestivirus, termed SVA/cont-08, was detected in a batch of contaminated foetal calf serum originating from South America. Comparative sequence analysis showed that the SVA/cont-08 virus shares 15-28% higher sequence identity to pestivirus D32/00_'HoBi' than to members of BVDV-1 and BVDV-2. In order to reveal the phylogenetic relationship of SVA/cont-08 with other pestiviruses, a molecular dataset of 30 pestiviruses and 1,896 characters, comprising the 5'UTR, N(pro) and E2 gene regions, was analysed by two methods: maximum likelihood and Bayesian approach. An identical, well-supported tree topology was observed, where four pestiviruses (SVA/cont-08, D32/00_'HoBi', CH-KaHo/cont, and Th/04_KhonKaen) formed a monophyletic clade that is closely related to the BVDV-1 and BVDV-2 clades. The strategy applied in this study is useful for classifying novel pestiviruses in the future.

  14. A best-first tree-searching approach for ML decoding in MIMO system

    KAUST Repository

    Shen, Chung-An; Eltawil, Ahmed M.; Mondal, Sudip; Salama, Khaled N.

    2012-01-01

    In MIMO communication systems maximum-likelihood (ML) decoding can be formulated as a tree-searching problem. This paper presents a tree-searching approach that combines the features of classical depth-first and breadth-first approaches to achieve

  15. Evaluation of tomographic image quality of extended and conventional parallel hole collimators using maximum likelihood expectation maximization algorithm by Monte Carlo simulations.

    Science.gov (United States)

    Moslemi, Vahid; Ashoor, Mansour

    2017-10-01

    One of the major problems associated with parallel hole collimators (PCs) is the trade-off between their resolution and sensitivity. To solve this problem, a novel PC - namely, extended parallel hole collimator (EPC) - was proposed, in which particular trapezoidal denticles were increased upon septa on the side of the detector. In this study, an EPC was designed and its performance was compared with that of two PCs, PC35 and PC41, with a hole size of 1.5 mm and hole lengths of 35 and 41 mm, respectively. The Monte Carlo method was used to calculate the important parameters such as resolution, sensitivity, scattering, and penetration ratio. A Jaszczak phantom was also simulated to evaluate the resolution and contrast of tomographic images, which were produced by the EPC6, PC35, and PC41 using the Monte Carlo N-particle version 5 code, and tomographic images were reconstructed by using maximum likelihood expectation maximization algorithm. Sensitivity of the EPC6 was increased by 20.3% in comparison with that of the PC41 at the identical spatial resolution and full-width at tenth of maximum here. Moreover, the penetration and scattering ratio of the EPC6 was 1.2% less than that of the PC41. The simulated phantom images show that the EPC6 increases contrast-resolution and contrast-to-noise ratio compared with those of PC41 and PC35. When compared with PC41 and PC35, EPC6 improved trade-off between resolution and sensitivity, reduced penetrating and scattering ratios, and produced images with higher quality. EPC6 can be used to increase detectability of more details in nuclear medicine images.

  16. Development and Performance of Detectors for the Cryogenic Dark Matter Search Experiment with an Increased Sensitivity Based on a Maximum Likelihood Analysis of Beta Contamination

    Energy Technology Data Exchange (ETDEWEB)

    Driscoll, Donald D [Case Western Reserve Univ., Cleveland, OH (United States)

    2004-05-01

    of a beta-eliminating cut based on a maximum-likelihood characterization described above.

  17. Effect of Box-Cox transformation on power of Haseman-Elston and maximum-likelihood variance components tests to detect quantitative trait Loci.

    Science.gov (United States)

    Etzel, C J; Shete, S; Beasley, T M; Fernandez, J R; Allison, D B; Amos, C I

    2003-01-01

    Non-normality of the phenotypic distribution can affect power to detect quantitative trait loci in sib pair studies. Previously, we observed that Winsorizing the sib pair phenotypes increased the power of quantitative trait locus (QTL) detection for both Haseman-Elston (HE) least-squares tests [Hum Hered 2002;53:59-67] and maximum likelihood-based variance components (MLVC) analysis [Behav Genet (in press)]. Winsorizing the phenotypes led to a slight increase in type 1 error in H-E tests and a slight decrease in type I error for MLVC analysis. Herein, we considered transforming the sib pair phenotypes using the Box-Cox family of transformations. Data were simulated for normal and non-normal (skewed and kurtic) distributions. Phenotypic values were replaced by Box-Cox transformed values. Twenty thousand replications were performed for three H-E tests of linkage and the likelihood ratio test (LRT), the Wald test and other robust versions based on the MLVC method. We calculated the relative nominal inflation rate as the ratio of observed empirical type 1 error divided by the set alpha level (5, 1 and 0.1% alpha levels). MLVC tests applied to non-normal data had inflated type I errors (rate ratio greater than 1.0), which were controlled best by Box-Cox transformation and to a lesser degree by Winsorizing. For example, for non-transformed, skewed phenotypes (derived from a chi2 distribution with 2 degrees of freedom), the rates of empirical type 1 error with respect to set alpha level=0.01 were 0.80, 4.35 and 7.33 for the original H-E test, LRT and Wald test, respectively. For the same alpha level=0.01, these rates were 1.12, 3.095 and 4.088 after Winsorizing and 0.723, 1.195 and 1.905 after Box-Cox transformation. Winsorizing reduced inflated error rates for the leptokurtic distribution (derived from a Laplace distribution with mean 0 and variance 8). Further, power (adjusted for empirical type 1 error) at the 0.01 alpha level ranged from 4.7 to 17.3% across all tests

  18. Blind and semi-blind ML detection for space-time block-coded OFDM wireless systems

    KAUST Repository

    Zaib, Alam; Al-Naffouri, Tareq Y.

    2014-01-01

    This paper investigates the joint maximum likelihood (ML) data detection and channel estimation problem for Alamouti space-time block-coded (STBC) orthogonal frequency-division multiplexing (OFDM) wireless systems. The joint ML estimation and data detection is generally considered a hard combinatorial optimization problem. We propose an efficient low-complexity algorithm based on branch-estimate-bound strategy that renders exact joint ML solution. However, the computational complexity of blind algorithm becomes critical at low signal-to-noise ratio (SNR) as the number of OFDM carriers and constellation size are increased especially in multiple-antenna systems. To overcome this problem, a semi-blind algorithm based on a new framework for reducing the complexity is proposed by relying on subcarrier reordering and decoding the carriers with different levels of confidence using a suitable reliability criterion. In addition, it is shown that by utilizing the inherent structure of Alamouti coding, the estimation performance improvement or the complexity reduction can be achieved. The proposed algorithms can reliably track the wireless Rayleigh fading channel without requiring any channel statistics. Simulation results presented against the perfect coherent detection demonstrate the effectiveness of blind and semi-blind algorithms over frequency-selective channels with different fading characteristics.

  19. A Study on GPU-based Iterative ML-EM Reconstruction Algorithm for Emission Computed Tomographic Imaging Systems

    Energy Technology Data Exchange (ETDEWEB)

    Ha, Woo Seok; Kim, Soo Mee; Park, Min Jae; Lee, Dong Soo; Lee, Jae Sung [Seoul National University, Seoul (Korea, Republic of)

    2009-10-15

    The maximum likelihood-expectation maximization (ML-EM) is the statistical reconstruction algorithm derived from probabilistic model of the emission and detection processes. Although the ML-EM has many advantages in accuracy and utility, the use of the ML-EM is limited due to the computational burden of iterating processing on a CPU (central processing unit). In this study, we developed a parallel computing technique on GPU (graphic processing unit) for ML-EM algorithm. Using Geforce 9800 GTX+ graphic card and CUDA (compute unified device architecture) the projection and backprojection in ML-EM algorithm were parallelized by NVIDIA's technology. The time delay on computations for projection, errors between measured and estimated data and backprojection in an iteration were measured. Total time included the latency in data transmission between RAM and GPU memory. The total computation time of the CPU- and GPU-based ML-EM with 32 iterations were 3.83 and 0.26 sec, respectively. In this case, the computing speed was improved about 15 times on GPU. When the number of iterations increased into 1024, the CPU- and GPU-based computing took totally 18 min and 8 sec, respectively. The improvement was about 135 times and was caused by delay on CPU-based computing after certain iterations. On the other hand, the GPU-based computation provided very small variation on time delay per iteration due to use of shared memory. The GPU-based parallel computation for ML-EM improved significantly the computing speed and stability. The developed GPU-based ML-EM algorithm could be easily modified for some other imaging geometries

  20. A Study on GPU-based Iterative ML-EM Reconstruction Algorithm for Emission Computed Tomographic Imaging Systems

    International Nuclear Information System (INIS)

    Ha, Woo Seok; Kim, Soo Mee; Park, Min Jae; Lee, Dong Soo; Lee, Jae Sung

    2009-01-01

    The maximum likelihood-expectation maximization (ML-EM) is the statistical reconstruction algorithm derived from probabilistic model of the emission and detection processes. Although the ML-EM has many advantages in accuracy and utility, the use of the ML-EM is limited due to the computational burden of iterating processing on a CPU (central processing unit). In this study, we developed a parallel computing technique on GPU (graphic processing unit) for ML-EM algorithm. Using Geforce 9800 GTX+ graphic card and CUDA (compute unified device architecture) the projection and backprojection in ML-EM algorithm were parallelized by NVIDIA's technology. The time delay on computations for projection, errors between measured and estimated data and backprojection in an iteration were measured. Total time included the latency in data transmission between RAM and GPU memory. The total computation time of the CPU- and GPU-based ML-EM with 32 iterations were 3.83 and 0.26 sec, respectively. In this case, the computing speed was improved about 15 times on GPU. When the number of iterations increased into 1024, the CPU- and GPU-based computing took totally 18 min and 8 sec, respectively. The improvement was about 135 times and was caused by delay on CPU-based computing after certain iterations. On the other hand, the GPU-based computation provided very small variation on time delay per iteration due to use of shared memory. The GPU-based parallel computation for ML-EM improved significantly the computing speed and stability. The developed GPU-based ML-EM algorithm could be easily modified for some other imaging geometries

  1. Low complexity joint estimation of reflection coefficient, spatial location, and Doppler shift for MIMO-radar by exploiting 2D-FFT

    KAUST Repository

    Jardak, Seifallah

    2014-10-01

    In multiple-input multiple-output (MIMO) radar, to estimate the reflection coefficient, spatial location, and Doppler shift of a target, maximum-likelihood (ML) estimation yields the best performance. For this problem, the ML estimation requires the joint estimation of spatial location and Doppler shift, which is a two dimensional search problem. Therefore, the computational complexity of ML estimation is prohibitively high. In this work, to estimate the parameters of a target, a reduced complexity optimum performance algorithm is proposed, which allow two dimensional fast Fourier transform to jointly estimate the spatial location and Doppler shift. To asses the performances of the proposed estimators, the Cramér-Rao-lower-bound (CRLB) is derived. Simulation results show that the mean square estimation error of the proposed estimators achieve the CRLB. © 2014 IEEE.

  2. Sex Differences in Detecting Sexual Infidelity : Results of a Maximum Likelihood Method for Analyzing the Sensitivity of Sex Differences to Underreporting.

    Science.gov (United States)

    Andrews, Paul W; Gangestad, Steven W; Miller, Geoffrey F; Haselton, Martie G; Thornhill, Randy; Neale, Michael C

    2008-12-01

    Despite the importance of extrapair copulation (EPC) in human evolution, almost nothing is known about the design features of EPC detection mechanisms. We tested for sex differences in EPC inference-making mechanisms in a sample of 203 young couples. Men made more accurate inferences (φmen = 0.66, φwomen = 0.46), and the ratio of positive errors to negative errors was higher for men than for women (1.22 vs. 0.18). Since some may have been reluctant to admit EPC behavior, we modeled how underreporting could have influenced these results. These analyses indicated that it would take highly sex-differentiated levels of underreporting by subjects with trusting partners for there to be no real sex difference. Further analyses indicated that men may be less willing to harbor unresolved suspicions about their partners' EPC behavior, which may explain the sex difference in accuracy. Finally, we estimated that women underreported their own EPC behavior (10%) more than men (0%).

  3. Evidence of seasonal variation in longitudinal growth of height in a sample of boys from Stuttgart Carlsschule, 1771-1793, using combined principal component analysis and maximum likelihood principle.

    Science.gov (United States)

    Lehmann, A; Scheffler, Ch; Hermanussen, M

    2010-02-01

    Recent progress in modelling individual growth has been achieved by combining the principal component analysis and the maximum likelihood principle. This combination models growth even in incomplete sets of data and in data obtained at irregular intervals. We re-analysed late 18th century longitudinal growth of German boys from the boarding school Carlsschule in Stuttgart. The boys, aged 6-23 years, were measured at irregular 3-12 monthly intervals during the period 1771-1793. At the age of 18 years, mean height was 1652 mm, but height variation was large. The shortest boy reached 1474 mm, the tallest 1826 mm. Measured height closely paralleled modelled height, with mean difference of 4 mm, SD 7 mm. Seasonal height variation was found. Low growth rates occurred in spring and high growth rates in summer and autumn. The present study demonstrates that combining the principal component analysis and the maximum likelihood principle enables growth modelling in historic height data also. Copyright (c) 2009 Elsevier GmbH. All rights reserved.

  4. RED-ML

    DEFF Research Database (Denmark)

    Xiong, Heng; Liu, Dongbing; Li, Qiye

    2017-01-01

    using diverse RNA-seq datasets, we have developed a software tool, RED-ML: RNA Editing Detection based on Machine learning (pronounced as "red ML"). The input to RED-ML can be as simple as a single BAM file, while it can also take advantage of matched genomic variant information when available...... accurately detect novel RNA editing sites without relying on curated RNA editing databases. We have also made this tool freely available via GitHub . We have developed a highly accurate, speedy and general-purpose tool for RNA editing detection using RNA-seq data....... With the availability of RED-ML, it is now possible to conveniently make RNA editing a routine analysis of RNA-seq. We believe this can greatly benefit the RNA editing research community and has profound impact to accelerate our understanding of this intriguing posttranscriptional modification process....

  5. qcML

    DEFF Research Database (Denmark)

    Walzer, Mathias; Pernas, Lucia Espona; Nasso, Sara

    2014-01-01

    provide tools for the calculation of a wide range of quality metrics as well as a database format and interconversion tools, so that existing LIMS systems can easily add relational storage of the quality control data to their existing schema. We here describe the qcML specification, along with possible...... use cases and an illustrative example of the subsequent analysis possibilities. All information about qcML is available at http://code.google.com/p/qcml....

  6. Robust estimation and hypothesis testing

    CERN Document Server

    Tiku, Moti L

    2004-01-01

    In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomali...

  7. Maximum Likelihood Learning of Conditional MTE Distributions

    DEFF Research Database (Denmark)

    Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael

    2009-01-01

    We describe a procedure for inducing conditional densities within the mixtures of truncated exponentials (MTE) framework. We analyse possible conditional MTE specifications and propose a model selection scheme, based on the BIC score, for partitioning the domain of the conditioning variables....... Finally, experimental results demonstrate the applicability of the learning procedure as well as the expressive power of the conditional MTE distribution....

  8. Model-based estimation for dynamic cardiac studies using ECT

    International Nuclear Information System (INIS)

    Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.; Fessler, J.A.; Hero, A.O.

    1994-01-01

    In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed

  9. Model-based estimation for dynamic cardiac studies using ECT.

    Science.gov (United States)

    Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

    1994-01-01

    The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

  10. MPS and ML

    Science.gov (United States)

    ... individuals about MPS and ML, the National MPS Society has created a central location for more information on MPS. Click here to go to the MPS Library. Share Tweet Our Mission The National MPS Society exists to cure, support and advocate for MPS ...

  11. CLAS App ML

    NARCIS (Netherlands)

    Maher, Bridget; Hartkopf, Kathleen; Stieger, Lina; Schroeder, Hanna; Sopka, Sasa; Orrego, Carola; Drachsler, Hendrik

    2014-01-01

    This is a multi-language (ML) update of the CLAS App original design by Bridget Maher from the School of Medicine at University College Cork, Ireland. The current version has an improve counting mechanism and has been translated from English to Spanish, Catalan and German languages within the

  12. Accurate and robust phylogeny estimation based on profile distances: a study of the Chlorophyceae (Chlorophyta

    Directory of Open Access Journals (Sweden)

    Rahmann Sven

    2004-06-01

    Full Text Available Abstract Background In phylogenetic analysis we face the problem that several subclade topologies are known or easily inferred and well supported by bootstrap analysis, but basal branching patterns cannot be unambiguously estimated by the usual methods (maximum parsimony (MP, neighbor-joining (NJ, or maximum likelihood (ML, nor are they well supported. We represent each subclade by a sequence profile and estimate evolutionary distances between profiles to obtain a matrix of distances between subclades. Results Our estimator of profile distances generalizes the maximum likelihood estimator of sequence distances. The basal branching pattern can be estimated by any distance-based method, such as neighbor-joining. Our method (profile neighbor-joining, PNJ then inherits the accuracy and robustness of profiles and the time efficiency of neighbor-joining. Conclusions Phylogenetic analysis of Chlorophyceae with traditional methods (MP, NJ, ML and MrBayes reveals seven well supported subclades, but the methods disagree on the basal branching pattern. The tree reconstructed by our method is better supported and can be confirmed by known morphological characters. Moreover the accuracy is significantly improved as shown by parametric bootstrap.

  13. On the use of successive data in the ML-EM algorithm in Positron Emission Tomography

    Energy Technology Data Exchange (ETDEWEB)

    Desmedt, P; Lemahieu, I [University of Ghent, ELIS Department, SInt-Pietersnieuwstraat 41, B-9000 Gent, (Belgium)

    1994-12-31

    The Maximum Likelihood-Expectation Maximization (ML-EM) algorithm is the most popular statistical reconstruction technique for Positron Emission Tomography (PET). The ML-EM algorithm is however also renowned for its long reconstruction times. An acceleration technique for this algorithm is studied in this paper. The proposed technique starts the ML-EM algorithm before the measurement process is completed. Since the reconstruction is initiated during the scan of the patient, the time elapsed before a reconstruction becomes available is reduced. Experiments with software phantoms indicate that the quality of the reconstructed image using successive data is comparable to the quality of the reconstruction with the normal ML-EM algorithm. (authors). 7 refs, 3 figs.

  14. Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

    Directory of Open Access Journals (Sweden)

    G. R. Pasha

    2006-07-01

    Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.

  15. On the Existence and Uniqueness of JML Estimates for the Partial Credit Model

    Science.gov (United States)

    Bertoli-Barsotti, Lucio

    2005-01-01

    A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis…

  16. Comparison of the accuracy of SST estimates by artificial neural networks (ANN) and other quantitative methods using radiolarian data from the Antarctic and Pacific Oceans

    Digital Repository Service at National Institute of Oceanography (India)

    Gupta, S.M.; Malmgren, B.A.

    ) regression, the maximum likelihood (ML) method, and artificial neural networks (ANNs), based on radiolarian faunal abundance data from surface sediments from the Antarctic and Pacific Oceans. Recent studies have suggested that ANNs may represent one...

  17. Assessing different parameters estimation methods of Weibull distribution to compute wind power density

    International Nuclear Information System (INIS)

    Mohammadi, Kasra; Alavi, Omid; Mostafaeipour, Ali; Goudarzi, Navid; Jalilvand, Mahdi

    2016-01-01

    Highlights: • Effectiveness of six numerical methods is evaluated to determine wind power density. • More appropriate method for computing the daily wind power density is estimated. • Four windy stations located in the south part of Alberta, Canada namely is investigated. • The more appropriate parameters estimation method was not identical among all examined stations. - Abstract: In this study, the effectiveness of six numerical methods is evaluated to determine the shape (k) and scale (c) parameters of Weibull distribution function for the purpose of calculating the wind power density. The selected methods are graphical method (GP), empirical method of Justus (EMJ), empirical method of Lysen (EML), energy pattern factor method (EPF), maximum likelihood method (ML) and modified maximum likelihood method (MML). The purpose of this study is to identify the more appropriate method for computing the wind power density in four stations distributed in Alberta province of Canada namely Edmonton City Center Awos, Grande Prairie A, Lethbridge A and Waterton Park Gate. To provide a complete analysis, the evaluations are performed on both daily and monthly scales. The results indicate that the precision of computed wind power density values change when different parameters estimation methods are used to determine the k and c parameters. Four methods of EMJ, EML, EPF and ML present very favorable efficiency while the GP method shows weak ability for all stations. However, it is found that the more effective method is not similar among stations owing to the difference in the wind characteristics.

  18. A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance-Structure Models to Block-Toeplitz Representing Single-Subject Multivariate Time-Series

    NARCIS (Netherlands)

    Molenaar, P.C.M.; Nesselroade, J.R.

    1998-01-01

    The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations - requires special modeling techniques. The dynamic factor model (DFM),

  19. Simple ML Detector for Multiple Antennas Communication System

    Directory of Open Access Journals (Sweden)

    Ahmad Taqwa

    2010-10-01

    Full Text Available In order to support providing broadband wireless communication services against limited and expensive frequency bandwidth, we have to develop a bandwidth efficient system. Therefore, in this paper we propose a closed-loop MIMO (Multiple-Input-Multiple-Output system using ML (Maximum Likelihood detector to optimize capacity and to increase system performance. What is especially exciting about the benefits offered by MIMO is that a high capacity and performance can be attained without additional frequency-spectral resource. The grand scenario of this concept is the attained advantages of transformation matrices having capability to allocate transmitted signals power suit to the channel. Furthermore, product of these matrices forms parallel singular channels. Due to zero inter-channels correlation, thus we can design ML detector to increase the system performance. Finally, computer simulations validates that at 0 dB SNR our system can reach optimal capacity up to 1 bps/Hz and SER up to 0.2 higher than opened-loop MIMO.

  20. Estimation of Radar Cross Section of a Target under Track

    Directory of Open Access Journals (Sweden)

    Hong Sun-Mog

    2010-01-01

    Full Text Available In allocating radar beam for tracking a target, it is attempted to maintain the signal-to-noise ratio (SNR of signal returning from the illuminated target close to an optimum value for efficient track updates. An estimate of the average radar cross section (RCS of the target is required in order to adjust transmitted power based on the estimate such that a desired SNR can be realized. In this paper, a maximum-likelihood (ML approach is presented for estimating the average RCS, and a numerical solution to the approach is proposed based on a generalized expectation maximization (GEM algorithm. Estimation accuracy of the approach is compared to that of a previously reported procedure.

  1. A Practical Scheme for Frequency Offset Estimation in MIMO-OFDM Systems

    Directory of Open Access Journals (Sweden)

    Morelli Michele

    2009-01-01

    Full Text Available This paper deals with training-assisted carrier frequency offset (CFO estimation in multiple-input multiple-output (MIMO orthogonal frequency-division multiplexing (OFDM systems. The exact maximum likelihood (ML solution to this problem is computationally demanding as it involves a line search over the CFO uncertainty range. To reduce the system complexity, we divide the CFO into an integer part plus a fractional part and select the pilot subcarriers such that the training sequences have a repetitive structure in the time domain. In this way, the fractional CFO is efficiently computed through a correlation-based approach, while ML methods are employed to estimate the integer CFO. Simulations indicate that the proposed scheme is superior to the existing alternatives in terms of both estimation accuracy and processing load.

  2. A Practical Scheme for Frequency Offset Estimation in MIMO-OFDM Systems

    Directory of Open Access Journals (Sweden)

    2009-03-01

    Full Text Available This paper deals with training-assisted carrier frequency offset (CFO estimation in multiple-input multiple-output (MIMO orthogonal frequency-division multiplexing (OFDM systems. The exact maximum likelihood (ML solution to this problem is computationally demanding as it involves a line search over the CFO uncertainty range. To reduce the system complexity, we divide the CFO into an integer part plus a fractional part and select the pilot subcarriers such that the training sequences have a repetitive structure in the time domain. In this way, the fractional CFO is efficiently computed through a correlation-based approach, while ML methods are employed to estimate the integer CFO. Simulations indicate that the proposed scheme is superior to the existing alternatives in terms of both estimation accuracy and processing load.

  3. Maximum likely scale estimation

    DEFF Research Database (Denmark)

    Loog, Marco; Pedersen, Kim Steenstrup; Markussen, Bo

    2005-01-01

    A maximum likelihood local scale estimation principle is presented. An actual implementation of the estimation principle uses second order moments of multiple measurements at a fixed location in the image. These measurements consist of Gaussian derivatives possibly taken at several scales and/or ...

  4. Statistical methods of parameter estimation for deterministically chaotic time series

    Science.gov (United States)

    Pisarenko, V. F.; Sornette, D.

    2004-03-01

    We discuss the possibility of applying some standard statistical methods (the least-square method, the maximum likelihood method, and the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional dynamic system (the logistic map) containing an observational noise. A “segmentation fitting” maximum likelihood (ML) method is suggested to estimate the structural parameter of the logistic map along with the initial value x1 considered as an additional unknown parameter. The segmentation fitting method, called “piece-wise” ML, is similar in spirit but simpler and has smaller bias than the “multiple shooting” previously proposed. Comparisons with different previously proposed techniques on simulated numerical examples give favorable results (at least, for the investigated combinations of sample size N and noise level). Besides, unlike some suggested techniques, our method does not require the a priori knowledge of the noise variance. We also clarify the nature of the inherent difficulties in the statistical analysis of deterministically chaotic time series and the status of previously proposed Bayesian approaches. We note the trade off between the need of using a large number of data points in the ML analysis to decrease the bias (to guarantee consistency of the estimation) and the unstable nature of dynamical trajectories with exponentially fast loss of memory of the initial condition. The method of statistical moments for the estimation of the parameter of the logistic map is discussed. This method seems to be the unique method whose consistency for deterministically chaotic time series is proved so far theoretically (not only numerically).

  5. A best-first tree-searching approach for ML decoding in MIMO system

    KAUST Repository

    Shen, Chung-An

    2012-07-28

    In MIMO communication systems maximum-likelihood (ML) decoding can be formulated as a tree-searching problem. This paper presents a tree-searching approach that combines the features of classical depth-first and breadth-first approaches to achieve close to ML performance while minimizing the number of visited nodes. A detailed outline of the algorithm is given, including the required storage. The effects of storage size on BER performance and complexity in terms of search space are also studied. Our result demonstrates that with a proper choice of storage size the proposed method visits 40% fewer nodes than a sphere decoding algorithm at signal to noise ratio (SNR) = 20dB and by an order of magnitude at 0 dB SNR.

  6. Parameter Estimation

    DEFF Research Database (Denmark)

    Sales-Cruz, Mauricio; Heitzig, Martina; Cameron, Ian

    2011-01-01

    of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set......In this chapter the importance of parameter estimation in model development is illustrated through various applications related to reaction systems. In particular, rate constants in a reaction system are obtained through parameter estimation methods. These approaches often require the application...... of algebraic equations as the basis for parameter estimation.These approaches are illustrated using estimations of kinetic constants from reaction system models....

  7. Estimating Frequency by Interpolation Using Least Squares Support Vector Regression

    Directory of Open Access Journals (Sweden)

    Changwei Ma

    2015-01-01

    Full Text Available Discrete Fourier transform- (DFT- based maximum likelihood (ML algorithm is an important part of single sinusoid frequency estimation. As signal to noise ratio (SNR increases and is above the threshold value, it will lie very close to Cramer-Rao lower bound (CRLB, which is dependent on the number of DFT points. However, its mean square error (MSE performance is directly proportional to its calculation cost. As a modified version of support vector regression (SVR, least squares SVR (LS-SVR can not only still keep excellent capabilities for generalizing and fitting but also exhibit lower computational complexity. In this paper, therefore, LS-SVR is employed to interpolate on Fourier coefficients of received signals and attain high frequency estimation accuracy. Our results show that the proposed algorithm can make a good compromise between calculation cost and MSE performance under the assumption that the sample size, number of DFT points, and resampling points are already known.

  8. Methods for estimating the semivariogram

    DEFF Research Database (Denmark)

    Lophaven, Søren Nymand; Carstensen, Niels Jacob; Rootzen, Helle

    2002-01-01

    . In the existing literature various methods for modelling the semivariogram have been proposed, while only a few studies have been made on comparing different approaches. In this paper we compare eight approaches for modelling the semivariogram, i.e. six approaches based on least squares estimation...... maximum likelihood performed better than the least squares approaches. We also applied maximum likelihood and least squares estimation to a real dataset, containing measurements of salinity at 71 sampling stations in the Kattegat basin. This showed that the calculation of spatial predictions...

  9. A recommended procedure for estimating the cosmic-ray spectral parameter of a simple power law

    CERN Document Server

    Howell, L W

    2002-01-01

    A simple power law model with single spectral index alpha sub 1 is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10 sup 1 sup 3 eV. Two procedures for estimating alpha sub 1 --the method of moments and maximum likelihood (ML)--are developed and their statistical performance are compared. The ML procedure is shown to be the superior approach and is then generalized for application to real cosmic-ray data sets. Several other important results, such as the relationship between collecting power and detector energy resolution and inclusion of a non-Gaussian detector response function, are presented. These results have many practical benefits in the design phase of a cosmic-ray detector as they permit instrument developers to make important trade studies in design parameters as a function of one of the science objectives.

  10. Superconducting magnet for 'ML-100'

    Energy Technology Data Exchange (ETDEWEB)

    Saito, R; Fujinaga, T; Tada, N; Kimura, H

    1974-07-01

    A magneticaly levitated experimental vehicle (Ml-100) was designed and constructed in commemoration of the centenary of the Japanese National Railways. For magnetic levitation the vehicle is provided with two superconducting magnets. In the test operation of the vehicle, these superconducting magnets showed stable performance in levitating vehicle body.

  11. Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

    Directory of Open Access Journals (Sweden)

    Le Zuo

    2018-04-01

    Full Text Available This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D direction of arrival (DOA and signal sorting, with a low-cost circular synthetic array (CSA consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step and the maximization (M-step. In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations.

  12. Reactive Programming in Standard ML

    OpenAIRE

    Pucella, Riccardo

    2004-01-01

    Reactive systems are systems that maintain an ongoing interaction with their environment, activated by receiving input events from the environment and producing output events in response. Modern programming languages designed to program such systems use a paradigm based on the notions of instants and activations. We describe a library for Standard ML that provides basic primitives for programming reactive systems. The library is a low-level system upon which more sophisticated reactive behavi...

  13. Joint Symbol Timing and CFO Estimation for OFDM/OQAM Systems in Multipath Channels

    Directory of Open Access Journals (Sweden)

    Petrella Angelo

    2010-01-01

    Full Text Available The problem of data-aided synchronization for orthogonal frequency division multiplexing (OFDM systems based on offset quadrature amplitude modulation (OQAM in multipath channels is considered. In particular, the joint maximum-likelihood (ML estimator for carrier-frequency offset (CFO, amplitudes, phases, and delays, exploiting a short known preamble, is derived. The ML estimators for phases and amplitudes are in closed form. Moreover, under the assumption that the CFO is sufficiently small, a closed form approximate ML (AML CFO estimator is obtained. By exploiting the obtained closed form solutions a cost function whose peaks provide an estimate of the delays is derived. In particular, the symbol timing (i.e., the delay of the first multipath component is obtained by considering the smallest estimated delay. The performance of the proposed joint AML estimator is assessed via computer simulations and compared with that achieved by the joint AML estimator designed for AWGN channel and that achieved by a previously derived joint estimator for OFDM systems.

  14. Behavior of the maximum likelihood in quantum state tomography

    Science.gov (United States)

    Scholten, Travis L.; Blume-Kohout, Robin

    2018-02-01

    Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model selection methods typically rely on a test statistic and a null theory that describes its behavior when two models are equally good. Here, we consider the loglikelihood ratio. Because of the positivity constraint ρ ≥ 0, quantum state space does not generally satisfy local asymptotic normality (LAN), meaning the classical null theory for the loglikelihood ratio (the Wilks theorem) should not be used. Thus, understanding and quantifying how positivity affects the null behavior of this test statistic is necessary for its use in model selection for state tomography. We define a new generalization of LAN, metric-projected LAN, show that quantum state space satisfies it, and derive a replacement for the Wilks theorem. In addition to enabling reliable model selection, our results shed more light on the qualitative effects of the positivity constraint on state tomography.

  15. Vector Antenna and Maximum Likelihood Imaging for Radio Astronomy

    Science.gov (United States)

    2016-03-05

    398, 1994. [21] A. Nehorai, K. C. Ho, and B. T. G. Tan , “Minimum- 14 noise-variance beamformer with an electromagnetic vector sensor,” IEEE...G. Eslinger, A. Nicholas , and C. Pong, “The MicroMAS CubeSat Mission,” AGU Fall Meet. Abstr., vol. -1, p. 2162, Dec. 2012. [39] W. Blackwell, G

  16. Behavior of the maximum likelihood in quantum state tomography

    Energy Technology Data Exchange (ETDEWEB)

    Blume-Kohout, Robin J [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Univ. of New Mexico, Albuquerque, NM (United States); Scholten, Travis L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Univ. of New Mexico, Albuquerque, NM (United States)

    2018-02-22

    Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model selection methods typically rely on a test statistic and a null theory that describes its behavior when two models are equally good. Here, we consider the loglikelihood ratio. Because of the positivity constraint ρ ≥ 0, quantum state space does not generally satisfy local asymptotic normality (LAN), meaning the classical null theory for the loglikelihood ratio (the Wilks theorem) should not be used. Thus, understanding and quantifying how positivity affects the null behavior of this test statistic is necessary for its use in model selection for state tomography. We define a new generalization of LAN, metric-projected LAN, show that quantum state space satisfies it, and derive a replacement for the Wilks theorem. In addition to enabling reliable model selection, our results shed more light on the qualitative effects of the positivity constraint on state tomography.

  17. Missing data methods for dealing with missing items in quality of life questionnaires. A comparison by simulation of personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques applied to the SF-36 in the French 2003 decennial health survey.

    Science.gov (United States)

    Peyre, Hugo; Leplège, Alain; Coste, Joël

    2011-03-01

    Missing items are common in quality of life (QoL) questionnaires and present a challenge for research in this field. It remains unclear which of the various methods proposed to deal with missing data performs best in this context. We compared personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques using various realistic simulation scenarios of item missingness in QoL questionnaires constructed within the framework of classical test theory. Samples of 300 and 1,000 subjects were randomly drawn from the 2003 INSEE Decennial Health Survey (of 23,018 subjects representative of the French population and having completed the SF-36) and various patterns of missing data were generated according to three different item non-response rates (3, 6, and 9%) and three types of missing data (Little and Rubin's "missing completely at random," "missing at random," and "missing not at random"). The missing data methods were evaluated in terms of accuracy and precision for the analysis of one descriptive and one association parameter for three different scales of the SF-36. For all item non-response rates and types of missing data, multiple imputation and full information maximum likelihood appeared superior to the personal mean score and especially to hot deck in terms of accuracy and precision; however, the use of personal mean score was associated with insignificant bias (relative bias personal mean score appears nonetheless appropriate for dealing with items missing from completed SF-36 questionnaires in most situations of routine use. These results can reasonably be extended to other questionnaires constructed according to classical test theory.

  18. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2013-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  19. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2010-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  20. Comparing fixed effects and covariance structure estimators for panel data

    DEFF Research Database (Denmark)

    Ejrnæs, Mette; Holm, Anders

    2006-01-01

    In this article, the authors compare the traditional econometric fixed effect estimator with the maximum likelihood estimator implied by covariance structure models for panel data. Their findings are that the maximum like lipoid estimator is remarkably robust to certain types of misspecifications...

  1. Estimation Methods of the Point Spread Function Axial Position: A Comparative Computational Study

    Directory of Open Access Journals (Sweden)

    Javier Eduardo Diaz Zamboni

    2017-01-01

    Full Text Available The precise knowledge of the point spread function is central for any imaging system characterization. In fluorescence microscopy, point spread function (PSF determination has become a common and obligatory task for each new experimental device, mainly due to its strong dependence on acquisition conditions. During the last decade, algorithms have been developed for the precise calculation of the PSF, which fit model parameters that describe image formation on the microscope to experimental data. In order to contribute to this subject, a comparative study of three parameter estimation methods is reported, namely: I-divergence minimization (MIDIV, maximum likelihood (ML and non-linear least square (LSQR. They were applied to the estimation of the point source position on the optical axis, using a physical model. Methods’ performance was evaluated under different conditions and noise levels using synthetic images and considering success percentage, iteration number, computation time, accuracy and precision. The main results showed that the axial position estimation requires a high SNR to achieve an acceptable success level and higher still to be close to the estimation error lower bound. ML achieved a higher success percentage at lower SNR compared to MIDIV and LSQR with an intrinsic noise source. Only the ML and MIDIV methods achieved the error lower bound, but only with data belonging to the optical axis and high SNR. Extrinsic noise sources worsened the success percentage, but no difference was found between noise sources for the same method for all methods studied.

  2. Cost-Sensitive Estimation of ARMA Models for Financial Asset Return Data

    Directory of Open Access Journals (Sweden)

    Minyoung Kim

    2015-01-01

    Full Text Available The autoregressive moving average (ARMA model is a simple but powerful model in financial engineering to represent time-series with long-range statistical dependency. However, the traditional maximum likelihood (ML estimator aims to minimize a loss function that is inherently symmetric due to Gaussianity. The consequence is that when the data of interest are asset returns, and the main goal is to maximize profit by accurate forecasting, the ML objective may be less appropriate potentially leading to a suboptimal solution. Rather, it is more reasonable to adopt an asymmetric loss where the model's prediction, as long as it is in the same direction as the true return, is penalized less than the prediction in the opposite direction. We propose a quite sensible asymmetric cost-sensitive loss function and incorporate it into the ARMA model estimation. On the online portfolio selection problem with real stock return data, we demonstrate that the investment strategy based on predictions by the proposed estimator can be significantly more profitable than the traditional ML estimator.

  3. BER PERFORMANCE COMPARISON OF MIMO SYSTEMS USING OSTBC WITH ZF AND ML DECODING

    Directory of Open Access Journals (Sweden)

    Zenitha Rehman

    2014-12-01

    Full Text Available Multiple Input Multiple Output (MIMO systems with multiple antenna elements at both transmitter and receiver ends are an efficient solution for wireless communication systems. They provide high data rates by exploiting the spatial domain under the constraints of limited bandwidth and transmit power. Space-Time Block Coding (STBC is a MIMO transmit strategy which exploits transmit diversity and provides high reliability. Implementation of orthogonal space-time block codes (OSTBCs for a two transmitter–two receiver system under AWGN (Additive White Gaussian Noise channel and flat fading channel is performed. Alamouti code is employed for the STBC. The modulation techniques used are BPSK, QPSK and 16-QAM. Decoding is done using the Zero Forcing (ZF algorithm and Maximum Likelihood (ML algorithm. The BER Performance of each modulation scheme is compared with the un-coded version of the same. Performance comparison between the two decoding techniques is also done. It is found that ML detection offers a slightly better performance for BPSK and QPSK system than ZF detection.

  4. Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models

    Directory of Open Access Journals (Sweden)

    Qixuan Bi

    2017-06-01

    Full Text Available In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

  5. Efficient, Differentially Private Point Estimators

    OpenAIRE

    Smith, Adam

    2008-01-01

    Differential privacy is a recent notion of privacy for statistical databases that provides rigorous, meaningful confidentiality guarantees, even in the presence of an attacker with access to arbitrary side information. We show that for a large class of parametric probability models, one can construct a differentially private estimator whose distribution converges to that of the maximum likelihood estimator. In particular, it is efficient and asymptotically unbiased. This result provides (furt...

  6. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  7. Gradient angle estimation by uniform directional simulation on a cone

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    1997-01-01

    approximation to a locally most central limit state point. Moreover, the estimated angle can be used to correct the geometric reliability index.\\bfseries Keywords: Directional simulation, effectivity factor, gradient angle estimation, maximum likelihood, model-correction-factor method, Monte Carlo simulation...

  8. Estimation of genetic parameters for body weights of Kurdish sheep ...

    African Journals Online (AJOL)

    Genetic parameters and (co)variance components were estimated by restricted maximum likelihood (REML) procedure, using animal models of kind 1, 2, 3, 4, 5 and 6, for body weight in birth, three, six, nine and 12 months of age in a Kurdish sheep flock. Direct and maternal breeding values were estimated using the best ...

  9. On the method of logarithmic cumulants for parametric probability density function estimation.

    Science.gov (United States)

    Krylov, Vladimir A; Moser, Gabriele; Serpico, Sebastiano B; Zerubia, Josiane

    2013-10-01

    Parameter estimation of probability density functions is one of the major steps in the area of statistical image and signal processing. In this paper we explore several properties and limitations of the recently proposed method of logarithmic cumulants (MoLC) parameter estimation approach which is an alternative to the classical maximum likelihood (ML) and method of moments (MoM) approaches. We derive the general sufficient condition for a strong consistency of the MoLC estimates which represents an important asymptotic property of any statistical estimator. This result enables the demonstration of the strong consistency of MoLC estimates for a selection of widely used distribution families originating from (but not restricted to) synthetic aperture radar image processing. We then derive the analytical conditions of applicability of MoLC to samples for the distribution families in our selection. Finally, we conduct various synthetic and real data experiments to assess the comparative properties, applicability and small sample performance of MoLC notably for the generalized gamma and K families of distributions. Supervised image classification experiments are considered for medical ultrasound and remote-sensing SAR imagery. The obtained results suggest that MoLC is a feasible and computationally fast yet not universally applicable alternative to MoM. MoLC becomes especially useful when the direct ML approach turns out to be unfeasible.

  10. Description of the sodium loop ML-3

    International Nuclear Information System (INIS)

    Torre, de la M.; Melches, I; Lapena, J.; Martinez, T.A.; Miguel, de D.; Duran, F.

    1979-01-01

    The sodium loop ML-3 is described. The main objective of this facility is to obtain mechanical property data for LMFBR materials in creep and low cycle fatigue testing in flowing sodium. ML-3 includes 10 test stations for creep and two for fatigue. It is possible to operate simultaneously at three different temperature levels. The maximum operating temperature is 650 deg C at flow velocities up to 5 m/s. The ML-3 loop has been located in a manner that permits the fill/dump tank cover gas and security systems to be shared with an earlier circuit, the ML-1. (author)

  11. An at-site flood estimation method in the context of nonstationarity I. A simulation study

    Science.gov (United States)

    Gado, Tamer A.; Nguyen, Van-Thanh-Van

    2016-04-01

    The stationarity of annual flood peak records is the traditional assumption of flood frequency analysis. In some cases, however, as a result of land-use and/or climate change, this assumption is no longer valid. Therefore, new statistical models are needed to capture dynamically the change of probability density functions over time, in order to obtain reliable flood estimation. In this study, an innovative method for nonstationary flood frequency analysis was presented. Here, the new method is based on detrending the flood series and applying the L-moments along with the GEV distribution to the transformed ;stationary; series (hereafter, this is called the LM-NS). The LM-NS method was assessed through a comparative study with the maximum likelihood (ML) method for the nonstationary GEV model, as well as with the stationary (S) GEV model. The comparative study, based on Monte Carlo simulations, was carried out for three nonstationary GEV models: a linear dependence of the mean on time (GEV1), a quadratic dependence of the mean on time (GEV2), and linear dependence in both the mean and log standard deviation on time (GEV11). The simulation results indicated that the LM-NS method performs better than the ML method for most of the cases studied, whereas the stationary method provides the least accurate results. An additional advantage of the LM-NS method is to avoid the numerical problems (e.g., convergence problems) that may occur with the ML method when estimating parameters for small data samples.

  12. A fast pulse phase estimation method for X-ray pulsar signals based on epoch folding

    Directory of Open Access Journals (Sweden)

    Xue Mengfan

    2016-06-01

    Full Text Available X-ray pulsar-based navigation (XPNAV is an attractive method for autonomous deep-space navigation in the future. The pulse phase estimation is a key task in XPNAV and its accuracy directly determines the navigation accuracy. State-of-the-art pulse phase estimation techniques either suffer from poor estimation accuracy, or involve the maximization of generally non-convex object function, thus resulting in a large computational cost. In this paper, a fast pulse phase estimation method based on epoch folding is presented. The statistical properties of the observed profile obtained through epoch folding are developed. Based on this, we recognize the joint probability distribution of the observed profile as the likelihood function and utilize a fast Fourier transform-based procedure to estimate the pulse phase. Computational complexity of the proposed estimator is analyzed as well. Experimental results show that the proposed estimator significantly outperforms the currently used cross-correlation (CC and nonlinear least squares (NLS estimators, while significantly reduces the computational complexity compared with NLS and maximum likelihood (ML estimators.

  13. Estimation of some stochastic models used in reliability engineering

    International Nuclear Information System (INIS)

    Huovinen, T.

    1989-04-01

    The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a beta-binomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gamma-poisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilizing point processes. Here we consider the statistical analysis of non-homogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method

  14. ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

    Directory of Open Access Journals (Sweden)

    muhammad zahid rashid

    2011-04-01

    Full Text Available The exponential distribution is commonly used to model the behavior of units that have a constant failure rate. The two-parameter exponential distribution provides a simple but nevertheless useful model for the analysis of lifetimes, especially when investigating reliability of technical equipment.This paper is concerned with estimation of parameters of the two parameter (location and scale exponential distribution. We used the least squares method (LSM, relative least squares method (RELS, ridge regression method (RR,  moment estimators (ME, modified moment estimators (MME, maximum likelihood estimators (MLE and modified maximum likelihood estimators (MMLE. We used the mean square error MSE, and total deviation TD, as measurement for the comparison between these methods. We determined the best method for estimation using different values for the parameters and different sample sizes

  15. Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors

    DEFF Research Database (Denmark)

    Holm, Anders; Nielsen, Jacob Arendt

    2013-01-01

    This study considers the small sample performance of approximate but simple two-stage estimators for probit models with two endogenous binary covariates. Monte Carlo simulations showthat all the considered estimators, including the simulated maximum-likelihood (SML) estimation, of the trivariate ...

  16. ESTIMATION OF PARAMETERS AND RELIABILITY FUNCTION OF EXPONENTIATED EXPONENTIAL DISTRIBUTION: BAYESIAN APPROACH UNDER GENERAL ENTROPY LOSS FUNCTION

    Directory of Open Access Journals (Sweden)

    Sanjay Kumar Singh

    2011-06-01

    Full Text Available In this Paper we propose Bayes estimators of the parameters of Exponentiated Exponential distribution and Reliability functions under General Entropy loss function for Type II censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under Squared Error loss function and maximum likelihood estimators for their simulated risks (average loss over sample space.

  17. ML Arvutite aktsiakapital suurenes / Anne Oja

    Index Scriptorium Estoniae

    Oja, Anne, 1970-

    2006-01-01

    ML Arvutid omanik Aivar Paalberg tõstis aktsiakapitali seniselt 10 miljonilt 24 miljonile eesmärgiga tugevdada oma positsioone Eesti turul ja kasvada kiiremas tempos kui kogu turg. Diagramm: Majandusnäitajad

  18. Estimation bias and bias correction in reduced rank autoregressions

    DEFF Research Database (Denmark)

    Nielsen, Heino Bohn

    2017-01-01

    This paper characterizes the finite-sample bias of the maximum likelihood estimator (MLE) in a reduced rank vector autoregression and suggests two simulation-based bias corrections. One is a simple bootstrap implementation that approximates the bias at the MLE. The other is an iterative root...

  19. Mortality estimates for juvenile dusky sharks carcharhinus Obscurus ...

    African Journals Online (AJOL)

    A maximum likelihood model is developed, using mark-recapture data, to estimate total and fishing mortality rates for the dusky shark Carcharhinus obscurus in South Africa. The model accounts for tag-shedding, nonreporting of recaptured tags, the multiple release and single recapture nature of the study and the usage of ...

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

    African Journals Online (AJOL)

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

  1. On the q-Weibull distribution for reliability applications: An adaptive hybrid artificial bee colony algorithm for parameter estimation

    International Nuclear Information System (INIS)

    Xu, Meng; Droguett, Enrique López; Lins, Isis Didier; Chagas Moura, Márcio das

    2017-01-01

    The q-Weibull model is based on the Tsallis non-extensive entropy and is able to model various behaviors of the hazard rate function, including bathtub curves, by using a single set of parameters. Despite its flexibility, the q-Weibull has not been widely used in reliability applications partly because of the complicated parameters estimation. In this work, the parameters of the q-Weibull are estimated by the maximum likelihood (ML) method. Due to the intricate system of nonlinear equations, derivative-based optimization methods may fail to converge. Thus, the heuristic optimization method of artificial bee colony (ABC) is used instead. To deal with the slow convergence of ABC, it is proposed an adaptive hybrid ABC (AHABC) algorithm that dynamically combines Nelder-Mead simplex search method with ABC for the ML estimation of the q-Weibull parameters. Interval estimates for the q-Weibull parameters, including confidence intervals based on the ML asymptotic theory and on bootstrap methods, are also developed. The AHABC is validated via numerical experiments involving the q-Weibull ML for reliability applications and results show that it produces faster and more accurate convergence when compared to ABC and similar approaches. The estimation procedure is applied to real reliability failure data characterized by a bathtub-shaped hazard rate. - Highlights: • Development of an Adaptive Hybrid ABC (AHABC) algorithm for q-Weibull distribution. • AHABC combines local Nelder-Mead simplex method with ABC to enhance local search. • AHABC efficiently finds the optimal solution for the q-Weibull ML problem. • AHABC outperforms ABC and self-adaptive hybrid ABC in accuracy and convergence speed. • Useful model for reliability data with non-monotonic hazard rate.

  2. Estimation of Poisson-Dirichlet Parameters with Monotone Missing Data

    Directory of Open Access Journals (Sweden)

    Xueqin Zhou

    2017-01-01

    Full Text Available This article considers the estimation of the unknown numerical parameters and the density of the base measure in a Poisson-Dirichlet process prior with grouped monotone missing data. The numerical parameters are estimated by the method of maximum likelihood estimates and the density function is estimated by kernel method. A set of simulations was conducted, which shows that the estimates perform well.

  3. Bin mode estimation methods for Compton camera imaging

    International Nuclear Information System (INIS)

    Ikeda, S.; Odaka, H.; Uemura, M.; Takahashi, T.; Watanabe, S.; Takeda, S.

    2014-01-01

    We study the image reconstruction problem of a Compton camera which consists of semiconductor detectors. The image reconstruction is formulated as a statistical estimation problem. We employ a bin-mode estimation (BME) and extend an existing framework to a Compton camera with multiple scatterers and absorbers. Two estimation algorithms are proposed: an accelerated EM algorithm for the maximum likelihood estimation (MLE) and a modified EM algorithm for the maximum a posteriori (MAP) estimation. Numerical simulations demonstrate the potential of the proposed methods

  4. CellML, SED-ML, and the Physiome Model Repository

    OpenAIRE

    Nickerson, David

    2016-01-01

    Invited presentation delivered at COMBINE 2016.CellML, SED-ML, and the Physiome Model Repository.David Nickerson, Auckland Bioengineering Institute, University of Auckland, New Zealand.CellML is an XML-based protocol for storing and exchanging computer-based mathematical models in an unambiguous, modular, and reusable manner. In addition to introducing CellML, in this presentation I will provide some of physiological examples that have help drive the development and adoption of CellML. I will...

  5. Estimadores de componentes de variância em delineamento de blocos aumentados com tratamentos novos de uma ou mais populações Estimators of variance components in the augmented block design with new treatments from one or more populations

    Directory of Open Access Journals (Sweden)

    João Batista Duarte

    2001-09-01

    Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.

  6. A multicenter evaluation of seven commercial ML-EM algorithms for SPECT image reconstruction using simulation data

    International Nuclear Information System (INIS)

    Matsumoto, Keiichi; Ohnishi, Hideo; Niida, Hideharu; Nishimura, Yoshihiro; Wada, Yasuhiro; Kida, Tetsuo

    2003-01-01

    The maximum likelihood expectation maximization (ML-EM) algorithm has become available as an alternative to filtered back projection in SPECT. The actual physical performance may be different depending on the manufacturer and model, because of differences in computational details. The purpose of this study was to investigate the characteristics of seven different types of ML-EM algorithms using simple simulation data. Seven ML-EM algorithm programs were used: Genie (GE), esoft (Siemens), HARP-III (Hitachi), GMS-5500UI (Toshiba), Pegasys (ADAC), ODYSSEY-FX (Marconi), and Windows-PC (original software). Projection data of a 2-pixel-wide line source in the center of the field of view were simulated without attenuation or scatter. Images were reconstructed with ML-EM by changing the number of iterations from 1 to 45 for each algorithm. Image quality was evaluated after a reconstruction using full width at half maximum (FWHM), full width at tenth maximum (FWTM), and the total counts of the reconstructed images. In the maximum number of iterations, the difference in the FWHM value was up to 1.5 pixels, and that of FWTM, no less than 2.0 pixels. The total counts of the reconstructed images in the initial few iterations were larger or smaller than the converged value depending on the initial values. Our results for the simplest simulation data suggest that each ML-EM algorithm itself provides a simulation image. We should keep in mind which algorithm is being used and its computational details, when physical and clinical usefulness are compared. (author)

  7. Lord's Wald Test for Detecting Dif in Multidimensional Irt Models: A Comparison of Two Estimation Approaches

    Science.gov (United States)

    Lee, Soo; Suh, Youngsuk

    2018-01-01

    Lord's Wald test for differential item functioning (DIF) has not been studied extensively in the context of the multidimensional item response theory (MIRT) framework. In this article, Lord's Wald test was implemented using two estimation approaches, marginal maximum likelihood estimation and Bayesian Markov chain Monte Carlo estimation, to detect…

  8. Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression

    DEFF Research Database (Denmark)

    Bork, Lasse

    ) by Bernanke et al. (2005). I estimate the FAVAR by the fully parametric one-step EM algorithm as an alternative to the two-step principal component method and the one-step Bayesian method in Bernanke et al. (2005). The EM algorithm which is an iterative maximum likelihood method estimates all the parameters...

  9. Adaptive Variance Scaling in Continuous Multi-Objective Estimation-of-Distribution Algorithms

    NARCIS (Netherlands)

    P.A.N. Bosman (Peter); D. Thierens (Dirk); D. Thierens (Dirk)

    2007-01-01

    htmlabstractRecent research into single-objective continuous Estimation-of-Distribution Algorithms (EDAs) has shown that when maximum-likelihood estimations are used for parametric distributions such as the normal distribution, the EDA can easily suffer from premature convergence. In this paper we

  10. Estimating structural equation models with non-normal variables by using transformations

    NARCIS (Netherlands)

    Montfort, van K.; Mooijaart, A.; Meijerink, F.

    2009-01-01

    We discuss structural equation models for non-normal variables. In this situation the maximum likelihood and the generalized least-squares estimates of the model parameters can give incorrect estimates of the standard errors and the associated goodness-of-fit chi-squared statistics. If the sample

  11. Formulating informative, data-based priors for failure probability estimation in reliability analysis

    International Nuclear Information System (INIS)

    Guikema, Seth D.

    2007-01-01

    Priors play an important role in the use of Bayesian methods in risk analysis, and using all available information to formulate an informative prior can lead to more accurate posterior inferences. This paper examines the practical implications of using five different methods for formulating an informative prior for a failure probability based on past data. These methods are the method of moments, maximum likelihood (ML) estimation, maximum entropy estimation, starting from a non-informative 'pre-prior', and fitting a prior based on confidence/credible interval matching. The priors resulting from the use of these different methods are compared qualitatively, and the posteriors are compared quantitatively based on a number of different scenarios of observed data used to update the priors. The results show that the amount of information assumed in the prior makes a critical difference in the accuracy of the posterior inferences. For situations in which the data used to formulate the informative prior is an accurate reflection of the data that is later observed, the ML approach yields the minimum variance posterior. However, the maximum entropy approach is more robust to differences between the data used to formulate the prior and the observed data because it maximizes the uncertainty in the prior subject to the constraints imposed by the past data

  12. ML Confidential : machine learning on encrypted data

    NARCIS (Netherlands)

    Graepel, T.; Lauter, K.; Naehrig, M.

    2012-01-01

    We demonstrate that by using a recently proposed somewhat homomorphic encryption (SHE) scheme it is possible to delegate the execution of a machine learning (ML) algorithm to a compute service while retaining confidentiality of the training and test data. Since the computational complexity of the

  13. HEP meets ML award talk : XGBoost

    CERN Multimedia

    CERN. Geneva; CHEN, Tianqi

    2015-01-01

    Tianqi Chen and Tong He (team crowwork) have provided very early in the challenge to all participants XGBoost (for eXtreme Gradient Boosted). It is a parallelised software to train boost decision trees, which has been effectively used by many participants to the challenge. For this, they have won the "HEP meets ML" award which is the invitation to CERN happening today.

  14. Comparison between artificial neural networks and maximum likelihood classification in digital soil mapping Comparação entre redes neurais artificiais e classificação por máxima verossimilhança no mapeamento digital de solos

    Directory of Open Access Journals (Sweden)

    César da Silva Chagas

    2013-04-01

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

  15. GeoSciML and EarthResourceML Update, 2012

    Science.gov (United States)

    Richard, S. M.; Commissionthe Management; Application Inte, I.

    2012-12-01

    CGI Interoperability Working Group activities during 2012 include deployment of services using the GeoSciML-Portrayal schema, addition of new vocabularies to support properties added in version 3.0, improvements to server software for deploying services, introduction of EarthResourceML v.2 for mineral resources, and collaboration with the IUSS on a markup language for soils information. GeoSciML and EarthResourceML have been used as the basis for the INSPIRE Geology and Mineral Resources specifications respectively. GeoSciML-Portrayal is an OGC GML simple-feature application schema for presentation of geologic map unit, contact, and shear displacement structure (fault and ductile shear zone) descriptions in web map services. Use of standard vocabularies for geologic age and lithology enables map services using shared legends to achieve visual harmonization of maps provided by different services. New vocabularies have been added to the collection of CGI vocabularies provided to support interoperable GeoSciML services, and can be accessed through http://resource.geosciml.org. Concept URIs can be dereferenced to obtain SKOS rdf or html representations using the SISSVoc vocabulary service. New releases of the FOSS GeoServer application greatly improve support for complex XML feature schemas like GeoSciML, and the ArcGIS for INSPIRE extension implements similar complex feature support for ArcGIS Server. These improved server implementations greatly facilitate deploying GeoSciML services. EarthResourceML v2 adds features for information related to mining activities. SoilML provides an interchange format for soil material, soil profile, and terrain information. Work is underway to add GeoSciML to the portfolio of Open Geospatial Consortium (OGC) specifications.

  16. CytometryML and other data formats

    Science.gov (United States)

    Leif, Robert C.

    2006-02-01

    Cytology automation and research will be enhanced by the creation of a common data format. This data format would provide the pathology and research communities with a uniform way for annotating and exchanging images, flow cytometry, and associated data. This specification and/or standard will include descriptions of the acquisition device, staining, the binary representations of the image and list-mode data, the measurements derived from the image and/or the list-mode data, and descriptors for clinical/pathology and research. An international, vendor-supported, non-proprietary specification will allow pathologists, researchers, and companies to develop and use image capture/analysis software, as well as list-mode analysis software, without worrying about incompatibilities between proprietary vendor formats. Presently, efforts to create specifications and/or descriptions of these formats include the Laboratory Digital Imaging Project (LDIP) Data Exchange Specification; extensions to the Digital Imaging and Communications in Medicine (DICOM); Open Microscopy Environment (OME); Flowcyt, an extension to the present Flow Cytometry Standard (FCS); and CytometryML. The feasibility of creating a common data specification for digital microscopy and flow cytometry in a manner consistent with its use for medical devices and interoperability with both hospital information and picture archiving systems has been demonstrated by the creation of the CytometryML schemas. The feasibility of creating a software system for digital microscopy has been demonstrated by the OME. CytometryML consists of schemas that describe instruments and their measurements. These instruments include digital microscopes and flow cytometers. Optical components including the instruments' excitation and emission parts are described. The description of the measurements made by these instruments includes the tagged molecule, data acquisition subsystem, and the format of the list-mode and/or image data. Many

  17. AllerML: markup language for allergens.

    Science.gov (United States)

    Ivanciuc, Ovidiu; Gendel, Steven M; Power, Trevor D; Schein, Catherine H; Braun, Werner

    2011-06-01

    Many concerns have been raised about the potential allergenicity of novel, recombinant proteins into food crops. Guidelines, proposed by WHO/FAO and EFSA, include the use of bioinformatics screening to assess the risk of potential allergenicity or cross-reactivities of all proteins introduced, for example, to improve nutritional value or promote crop resistance. However, there are no universally accepted standards that can be used to encode data on the biology of allergens to facilitate using data from multiple databases in this screening. Therefore, we developed AllerML a markup language for allergens to assist in the automated exchange of information between databases and in the integration of the bioinformatics tools that are used to investigate allergenicity and cross-reactivity. As proof of concept, AllerML was implemented using the Structural Database of Allergenic Proteins (SDAP; http://fermi.utmb.edu/SDAP/) database. General implementation of AllerML will promote automatic flow of validated data that will aid in allergy research and regulatory analysis. Copyright © 2011 Elsevier Inc. All rights reserved.

  18. OpenML : An R package to connect to the machine learning platform OpenML

    NARCIS (Netherlands)

    Casalicchio, G.; Bossek, J.; Lang, M.; Kirchhoff, D.; Kerschke, P.; Hofner, B.; Seibold, H.; Vanschoren, J.; Bischl, B.

    2017-01-01

    OpenML is an online machine learning platform where researchers can easily share data, machine learning tasks and experiments as well as organize them online to work and collaborate more efficiently. In this paper, we present an R package to interface with the OpenML platform and illustrate its

  19. How the 2SLS/IV estimator can handle equality constraints in structural equation models: a system-of-equations approach.

    Science.gov (United States)

    Nestler, Steffen

    2014-05-01

    Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non-iterative, equation-by-equation estimator that uses instrumental variables. Although this two-stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models. © 2013 The British Psychological Society.

  20. On the robustness of two-stage estimators

    KAUST Repository

    Zhelonkin, Mikhail

    2012-04-01

    The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their interpretations. We illustrate our results in the case of the two-stage maximum likelihood estimator and the two-stage least squares estimator. © 2011.

  1. A Note On the Estimation of the Poisson Parameter

    Directory of Open Access Journals (Sweden)

    S. S. Chitgopekar

    1985-01-01

    distribution when there are errors in observing the zeros and ones and obtains both the maximum likelihood and moments estimates of the Poisson mean and the error probabilities. It is interesting to note that either method fails to give unique estimates of these parameters unless the error probabilities are functionally related. However, it is equally interesting to observe that the estimate of the Poisson mean does not depend on the functional relationship between the error probabilities.

  2. Tourism sector, Travel agencies, and Transport Suppliers: Comparison of Different Estimators in the Structural Equation Modeling

    Directory of Open Access Journals (Sweden)

    Kovačić Nataša

    2015-11-01

    Full Text Available The paper addresses the effect of external integration (EI with transport suppliers on the efficiency of travel agencies in the tourism sector supply chains. The main aim is the comparison of different estimation methods used in the structural equation modeling (SEM, applied to discover possible relationships between EIs and efficiencies. The latter are calculated by the means of data envelopment analysis (DEA. While designing the structural equation model, the exploratory and confirmatory factor analyses are also used as preliminary statistical procedures. For the estimation of parameters of SEM model, three different methods are explained, analyzed and compared: maximum likelihood (ML method, Bayesian Markov Chain Monte Carlo (BMCMC method, and unweighted least squares (ULS method. The study reveals that all estimation methods calculate comparable estimated parameters. The results also give an evidence of good model fit performance. Besides, the research confirms that the amplified external integration with transport providers leads to increased efficiency of travel agencies, which might be a very interesting finding for the operational management.

  3. Comparing Different Approaches of Bias Correction for Ability Estimation in IRT Models. Research Report. ETS RR-08-13

    Science.gov (United States)

    Lee, Yi-Hsuan; Zhang, Jinming

    2008-01-01

    The method of maximum-likelihood is typically applied to item response theory (IRT) models when the ability parameter is estimated while conditioning on the true item parameters. In practice, the item parameters are unknown and need to be estimated first from a calibration sample. Lewis (1985) and Zhang and Lu (2007) proposed the expected response…

  4. The Collinearity Free and Bias Reduced Regression Estimation Project: The Theory of Normalization Ridge Regression. Report No. 2.

    Science.gov (United States)

    Bulcock, J. W.; And Others

    Multicollinearity refers to the presence of highly intercorrelated independent variables in structural equation models, that is, models estimated by using techniques such as least squares regression and maximum likelihood. There is a problem of multicollinearity in both the natural and social sciences where theory formulation and estimation is in…

  5. Wideband DOA Estimation through Projection Matrix Interpolation

    OpenAIRE

    Selva, J.

    2017-01-01

    This paper presents a method to reduce the complexity of the deterministic maximum likelihood (DML) estimator in the wideband direction-of-arrival (WDOA) problem, which is based on interpolating the array projection matrix in the temporal frequency variable. It is shown that an accurate interpolator like Chebyshev's is able to produce DML cost functions comprising just a few narrowband-like summands. Actually, the number of such summands is far smaller (roughly by factor ten in the numerical ...

  6. Exploratory graph analysis: A new approach for estimating the number of dimensions in psychological research

    NARCIS (Netherlands)

    Golino, H.F.; Epskamp, S.

    2017-01-01

    The estimation of the correct number of dimensions is a long-standing problem in psychometrics. Several methods have been proposed, such as parallel analysis (PA), Kaiser-Guttman’s eigenvalue-greater-than-one rule, multiple average partial procedure (MAP), the maximum-likelihood approaches that use

  7. A canonical process for estimation of convex functions : The "invelope" of integrated Brownian motion +t4

    NARCIS (Netherlands)

    Groeneboom, P.; Jongbloed, G.; Wellner, J.A.

    2001-01-01

    A process associated with integrated Brownian motion is introduced that characterizes the limit behavior of nonparametric least squares and maximum likelihood estimators of convex functions and convex densities, respectively. We call this process “the invelope” and show that it is an almost surely

  8. Nonparametric estimation in an "illness-death" model when all transition times are interval censored

    DEFF Research Database (Denmark)

    Frydman, Halina; Gerds, Thomas; Grøn, Randi

    2013-01-01

    We develop nonparametric maximum likelihood estimation for the parameters of an irreversible Markov chain on states {0,1,2} from the observations with interval censored times of 0 → 1, 0 → 2 and 1 → 2 transitions. The distinguishing aspect of the data is that, in addition to all transition times ...

  9. White cell labeling: 20 ML VS 4 ML of blood volume-case reports

    International Nuclear Information System (INIS)

    Imam, S.K.

    1998-01-01

    Full text: Some times, it becomes difficult to draw 20 mL blood from a patient with bad veins. On two occasions, we could collect only about 4 mL of blood, that too with a great deal of struggle, and then we carried out the routine labelling procedure. A labelling efficiency of 98.2% and 95.6% was achieved. The white cell scan was negative in one patient, but positive in the next one. In a third patient, a comparison of labelling efficiency was done between 5 and 20 mLs of blood volumes separately and the results were found to be identical, 98.5% and 98.4%, respectively. As we have achieved the usual pattern of white cell scan with as low as 4-5 mL of blood, it appears that enough number of white cells is present even in the 4-5 mL of blood that is capable of generating a white cell scan and so, it seems rational to reduce the blood volume from 20 mL to 4 or 5 mL. However, further studies are warranted before adopting this modification. The procedure appears to carry the following advantages: ease of blood collection, handling and re-injection and less risk to the patient

  10. International Conference ML4CPS 2016

    CERN Document Server

    Niggemann, Oliver; Kühnert, Christian

    2017-01-01

    The work presents new approaches to Machine Learning for Cyber Physical Systems, experiences and visions. It contains some selected papers from the international Conference ML4CPS – Machine Learning for Cyber Physical Systems, which was held in Karlsruhe, September 29th, 2016. Cyber Physical Systems are characterized by their ability to adapt and to learn: They analyze their environment and, based on observations, they learn patterns, correlations and predictive models. Typical applications are condition monitoring, predictive maintenance, image processing and diagnosis. Machine Learning is the key technology for these developments. The Editors Prof. Dr.-Ing. Jürgen Beyerer is Professor at the Department for Interactive Real-Time Systems at the Karlsruhe Institute of Technology. In addition he manages the Fraunhofer Institute of Optronics, System Technologies and Image Exploitation IOSB. Prof. Dr. Oliver Niggemann is Professor for Embedded Software Engineering. His research interests are in the field of Di...

  11. Bayesian estimates of linkage disequilibrium

    Directory of Open Access Journals (Sweden)

    Abad-Grau María M

    2007-06-01

    Full Text Available Abstract Background The maximum likelihood estimator of D' – a standard measure of linkage disequilibrium – is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes. Results This paper proposes a Bayesian estimation of D' to address this problem. The reduction of the bias is achieved by using a prior distribution on the pair-wise associations between single nucleotide polymorphisms (SNPs that increases the likelihood of equilibrium with increasing physical distances between pairs of SNPs. We show how to compute the Bayesian estimate using a stochastic estimation based on MCMC methods, and also propose a numerical approximation to the Bayesian estimates that can be used to estimate patterns of LD in large datasets of SNPs. Conclusion Our Bayesian estimator of D' corrects the bias toward disequilibrium that affects the maximum likelihood estimator. A consequence of this feature is a more objective view about the extent of linkage disequilibrium in the human genome, and a more realistic number of tagging SNPs to fully exploit the power of genome wide association studies.

  12. Estimating the Determinants of Residential Water Demand in Italy

    OpenAIRE

    Giulia Romano; Nicola Salvati; Andrea Guerrini

    2014-01-01

    The aim of this study was to estimate the determinants of residential water demand for chief towns of every Italian province, in the period 2007–2009, using the linear mixed-effects model estimated with the restricted-maximum-likelihood method. Results confirmed that the applied tariff had a negative effect on residential water consumption and that it was a relevant driver of domestic water consumption. Moreover, income per capita had a positive effect on water consumption. Among measured cli...

  13. The effect of high leverage points on the logistic ridge regression estimator having multicollinearity

    Science.gov (United States)

    Ariffin, Syaiba Balqish; Midi, Habshah

    2014-06-01

    This article is concerned with the performance of logistic ridge regression estimation technique in the presence of multicollinearity and high leverage points. In logistic regression, multicollinearity exists among predictors and in the information matrix. The maximum likelihood estimator suffers a huge setback in the presence of multicollinearity which cause regression estimates to have unduly large standard errors. To remedy this problem, a logistic ridge regression estimator is put forward. It is evident that the logistic ridge regression estimator outperforms the maximum likelihood approach for handling multicollinearity. The effect of high leverage points are then investigated on the performance of the logistic ridge regression estimator through real data set and simulation study. The findings signify that logistic ridge regression estimator fails to provide better parameter estimates in the presence of both high leverage points and multicollinearity.

  14. On estimation of the noise variance in high-dimensional linear models

    OpenAIRE

    Golubev, Yuri; Krymova, Ekaterina

    2017-01-01

    We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).

  15. Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

    Science.gov (United States)

    Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

    2018-02-01

    In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

  16. OPTIMAL CORRELATION ESTIMATORS FOR QUANTIZED SIGNALS

    Energy Technology Data Exchange (ETDEWEB)

    Johnson, M. D.; Chou, H. H.; Gwinn, C. R., E-mail: michaeltdh@physics.ucsb.edu, E-mail: cgwinn@physics.ucsb.edu [Department of Physics, University of California, Santa Barbara, CA 93106 (United States)

    2013-03-10

    Using a maximum-likelihood criterion, we derive optimal correlation strategies for signals with and without digitization. We assume that the signals are drawn from zero-mean Gaussian distributions, as is expected in radio-astronomical applications, and we present correlation estimators both with and without a priori knowledge of the signal variances. We demonstrate that traditional estimators of correlation, which rely on averaging products, exhibit large and paradoxical noise when the correlation is strong. However, we also show that these estimators are fully optimal in the limit of vanishing correlation. We calculate the bias and noise in each of these estimators and discuss their suitability for implementation in modern digital correlators.

  17. OPTIMAL CORRELATION ESTIMATORS FOR QUANTIZED SIGNALS

    International Nuclear Information System (INIS)

    Johnson, M. D.; Chou, H. H.; Gwinn, C. R.

    2013-01-01

    Using a maximum-likelihood criterion, we derive optimal correlation strategies for signals with and without digitization. We assume that the signals are drawn from zero-mean Gaussian distributions, as is expected in radio-astronomical applications, and we present correlation estimators both with and without a priori knowledge of the signal variances. We demonstrate that traditional estimators of correlation, which rely on averaging products, exhibit large and paradoxical noise when the correlation is strong. However, we also show that these estimators are fully optimal in the limit of vanishing correlation. We calculate the bias and noise in each of these estimators and discuss their suitability for implementation in modern digital correlators.

  18. Pushing for the Extreme: Estimation of Poisson Distribution from Low Count Unreplicated Data—How Close Can We Get?

    Directory of Open Access Journals (Sweden)

    Peter Tiňo

    2013-04-01

    Full Text Available Studies of learning algorithms typically concentrate on situations where potentially ever growing training sample is available. Yet, there can be situations (e.g., detection of differentially expressed genes on unreplicated data or estimation of time delay in non-stationary gravitationally lensed photon streams where only extremely small samples can be used in order to perform an inference. On unreplicated data, the inference has to be performed on the smallest sample possible—sample of size 1. We study whether anything useful can be learnt in such extreme situations by concentrating on a Bayesian approach that can account for possible prior information on expected counts. We perform a detailed information theoretic study of such Bayesian estimation and quantify the effect of Bayesian averaging on its first two moments. Finally, to analyze potential benefits of the Bayesian approach, we also consider Maximum Likelihood (ML estimation as a baseline approach. We show both theoretically and empirically that the Bayesian model averaging can be potentially beneficial.

  19. SATe-II: very fast and accurate simultaneous estimation of multiple sequence alignments and phylogenetic trees.

    Science.gov (United States)

    Liu, Kevin; Warnow, Tandy J; Holder, Mark T; Nelesen, Serita M; Yu, Jiaye; Stamatakis, Alexandros P; Linder, C Randal

    2012-01-01

    Highly accurate estimation of phylogenetic trees for large data sets is difficult, in part because multiple sequence alignments must be accurate for phylogeny estimation methods to be accurate. Coestimation of alignments and trees has been attempted but currently only SATé estimates reasonably accurate trees and alignments for large data sets in practical time frames (Liu K., Raghavan S., Nelesen S., Linder C.R., Warnow T. 2009b. Rapid and accurate large-scale coestimation of sequence alignments and phylogenetic trees. Science. 324:1561-1564). Here, we present a modification to the original SATé algorithm that improves upon SATé (which we now call SATé-I) in terms of speed and of phylogenetic and alignment accuracy. SATé-II uses a different divide-and-conquer strategy than SATé-I and so produces smaller more closely related subsets than SATé-I; as a result, SATé-II produces more accurate alignments and trees, can analyze larger data sets, and runs more efficiently than SATé-I. Generally, SATé is a metamethod that takes an existing multiple sequence alignment method as an input parameter and boosts the quality of that alignment method. SATé-II-boosted alignment methods are significantly more accurate than their unboosted versions, and trees based upon these improved alignments are more accurate than trees based upon the original alignments. Because SATé-I used maximum likelihood (ML) methods that treat gaps as missing data to estimate trees and because we found a correlation between the quality of tree/alignment pairs and ML scores, we explored the degree to which SATé's performance depends on using ML with gaps treated as missing data to determine the best tree/alignment pair. We present two lines of evidence that using ML with gaps treated as missing data to optimize the alignment and tree produces very poor results. First, we show that the optimization problem where a set of unaligned DNA sequences is given and the output is the tree and alignment of

  20. Estimations of parameters in Pareto reliability model in the presence of masked data

    International Nuclear Information System (INIS)

    Sarhan, Ammar M.

    2003-01-01

    Estimations of parameters included in the individual distributions of the life times of system components in a series system are considered in this paper based on masked system life test data. We consider a series system of two independent components each has a Pareto distributed lifetime. The maximum likelihood and Bayes estimators for the parameters and the values of the reliability of the system's components at a specific time are obtained. Symmetrical triangular prior distributions are assumed for the unknown parameters to be estimated in obtaining the Bayes estimators of these parameters. Large simulation studies are done in order: (i) explain how one can utilize the theoretical results obtained; (ii) compare the maximum likelihood and Bayes estimates obtained of the underlying parameters; and (iii) study the influence of the masking level and the sample size on the accuracy of the estimates obtained

  1. Density estimation by maximum quantum entropy

    International Nuclear Information System (INIS)

    Silver, R.N.; Wallstrom, T.; Martz, H.F.

    1993-01-01

    A new Bayesian method for non-parametric density estimation is proposed, based on a mathematical analogy to quantum statistical physics. The mathematical procedure is related to maximum entropy methods for inverse problems and image reconstruction. The information divergence enforces global smoothing toward default models, convexity, positivity, extensivity and normalization. The novel feature is the replacement of classical entropy by quantum entropy, so that local smoothing is enforced by constraints on differential operators. The linear response of the estimate is proportional to the covariance. The hyperparameters are estimated by type-II maximum likelihood (evidence). The method is demonstrated on textbook data sets

  2. Estimating the Impact of Low-Income Universal Service Programs

    OpenAIRE

    Daniel A. Ackerberg; David R. DeRemer; Michael H. Riordan; Gregory L. Rosston; Bradley S. Wimmer

    2013-01-01

    This policy study uses U.S. Census microdata to evaluate how subsidies for universal telephone service vary in their impact across low-income racial groups, gender, age, and home ownership. Our demand specification includes both the subsidized monthly price (Lifeline program) and the subsidized initial connection price (Linkup program) for local telephone service. Our quasi-maximum likelihood estimation controls for location differences and instruments for price endogeneity. The microdata all...

  3. Estimation and Inference for Very Large Linear Mixed Effects Models

    OpenAIRE

    Gao, K.; Owen, A. B.

    2016-01-01

    Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can...

  4. Identification and estimation of non-Gaussian structural vector autoregressions

    DEFF Research Database (Denmark)

    Lanne, Markku; Meitz, Mika; Saikkonen, Pentti

    -Gaussian components is, without any additional restrictions, identified and leads to (essentially) unique impulse responses. We also introduce an identification scheme under which the maximum likelihood estimator of the non-Gaussian SVAR model is consistent and asymptotically normally distributed. As a consequence......, additional economic identifying restrictions can be tested. In an empirical application, we find a negative impact of a contractionary monetary policy shock on financial markets, and clearly reject the commonly employed recursive identifying restrictions....

  5. A review of the methods for neuronal response latency estimation

    Czech Academy of Sciences Publication Activity Database

    Leváková, Marie; Tamborrino, M.; Ditlevsen, S.; Lánský, Petr

    2015-01-01

    Roč. 136, Oct 2015 (2015), s. 23-34 ISSN 0303-2647 R&D Projects: GA ČR(CZ) GA15-08066S; GA MŠk 7AMB15AT010 Institutional support: RVO:67985823 Keywords : change point analysis * evoked activity * maximum likelihood estimation * Bayesian analysis * spike trains * extracellular recordings in neurons Subject RIV: BD - Theory of Information Impact factor: 1.495, year: 2015

  6. ML 3.1 developer's guide.

    Energy Technology Data Exchange (ETDEWEB)

    Sala, Marzio; Hu, Jonathan Joseph (Sandia National Laboratories, Livermore, CA); Tuminaro, Raymond Stephen (Sandia National Laboratories, Livermore, CA)

    2004-05-01

    ML development was started in 1997 by Ray Tuminaro and Charles Tong. Currently, there are several full- and part-time developers. The kernel of ML is written in ANSI C, and there is a rich C++ interface for Trilinos users and developers. ML can be customized to run geometric and algebraic multigrid; it can solve a scalar or a vector equation (with constant number of equations per grid node), and it can solve a form of Maxwell's equations. For a general introduction to ML and its applications, we refer to the Users Guide [SHT04], and to the ML web site, http://software.sandia.gov/ml.

  7. Statistically Efficient Methods for Pitch and DOA Estimation

    DEFF Research Database (Denmark)

    Jensen, Jesper Rindom; Christensen, Mads Græsbøll; Jensen, Søren Holdt

    2013-01-01

    , it was recently considered to estimate the DOA and pitch jointly. In this paper, we propose two novel methods for DOA and pitch estimation. They both yield maximum-likelihood estimates in white Gaussian noise scenar- ios, where the SNR may be different across channels, as opposed to state-of-the-art methods......Traditionally, direction-of-arrival (DOA) and pitch estimation of multichannel, periodic sources have been considered as two separate problems. Separate estimation may render the task of resolving sources with similar DOA or pitch impossible, and it may decrease the estimation accuracy. Therefore...

  8. Simple, Efficient Estimators of Treatment Effects in Randomized Trials Using Generalized Linear Models to Leverage Baseline Variables

    Science.gov (United States)

    Rosenblum, Michael; van der Laan, Mark J.

    2010-01-01

    Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation. PMID:20628636

  9. Simple, efficient estimators of treatment effects in randomized trials using generalized linear models to leverage baseline variables.

    Science.gov (United States)

    Rosenblum, Michael; van der Laan, Mark J

    2010-04-01

    Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation.

  10. Estimating the Multilevel Rasch Model: With the lme4 Package

    Directory of Open Access Journals (Sweden)

    Harold Doran

    2007-02-01

    Full Text Available Traditional Rasch estimation of the item and student parameters via marginal maximum likelihood, joint maximum likelihood or conditional maximum likelihood, assume individuals in clustered settings are uncorrelated and items within a test that share a grouping structure are also uncorrelated. These assumptions are often violated, particularly in educational testing situations, in which students are grouped into classrooms and many test items share a common grouping structure, such as a content strand or a reading passage. Consequently, one possible approach is to explicitly recognize the clustered nature of the data and directly incorporate random effects to account for the various dependencies. This article demonstrates how the multilevel Rasch model can be estimated using the functions in R for mixed-effects models with crossed or partially crossed random effects. We demonstrate how to model the following hierarchical data structures: a individuals clustered in similar settings (e.g., classrooms, schools, b items nested within a particular group (such as a content strand or a reading passage, and c how to estimate a teacher × content strand interaction.

  11. Bias correction of risk estimates in vaccine safety studies with rare adverse events using a self-controlled case series design.

    Science.gov (United States)

    Zeng, Chan; Newcomer, Sophia R; Glanz, Jason M; Shoup, Jo Ann; Daley, Matthew F; Hambidge, Simon J; Xu, Stanley

    2013-12-15

    The self-controlled case series (SCCS) method is often used to examine the temporal association between vaccination and adverse events using only data from patients who experienced such events. Conditional Poisson regression models are used to estimate incidence rate ratios, and these models perform well with large or medium-sized case samples. However, in some vaccine safety studies, the adverse events studied are rare and the maximum likelihood estimates may be biased. Several bias correction methods have been examined in case-control studies using conditional logistic regression, but none of these methods have been evaluated in studies using the SCCS design. In this study, we used simulations to evaluate 2 bias correction approaches-the Firth penalized maximum likelihood method and Cordeiro and McCullagh's bias reduction after maximum likelihood estimation-with small sample sizes in studies using the SCCS design. The simulations showed that the bias under the SCCS design with a small number of cases can be large and is also sensitive to a short risk period. The Firth correction method provides finite and less biased estimates than the maximum likelihood method and Cordeiro and McCullagh's method. However, limitations still exist when the risk period in the SCCS design is short relative to the entire observation period.

  12. Estimation the recreational value of Najvan park of Isfahan using a contingent valuation method

    Directory of Open Access Journals (Sweden)

    M Sameti

    2012-06-01

    Full Text Available Determining the real value of natural ecosystems, due to their significant function and ecosystem services and necessity of the best management for make use of them, has a great importance. Recently, natural resource economists have studied ecosystem value of natural resources and its role in human welfare. These studies have made a considerable progress in valuation of environmental as well as ecological services that an ecosystem can offer. Therefore this study tries to determine recreational value of Najvan Park and measure of individual’s willingness to pay (WTP based on contingent valuation method (CVM and dichotomous choices (DC. Logit model was used for measuring of individual WTP. The model parameters were estimated based on the maximum likelihood (ML method. Moreover, the marginal effects of the changes in involved variables in considered model were determined using by factor for calculating of marginal effects. The results showed that individual preservation WTP in Najvan Park is directly related to income and education while it is negatively related tobid, age and the number of family member. The calculation of the expectancy of WTP using logit model led to 8,983 Rials monthly WTP per person.

  13. The XBabelPhish MAGE-ML and XML translator.

    Science.gov (United States)

    Maier, Don; Wymore, Farrell; Sherlock, Gavin; Ball, Catherine A

    2008-01-18

    MAGE-ML has been promoted as a standard format for describing microarray experiments and the data they produce. Two characteristics of the MAGE-ML format compromise its use as a universal standard: First, MAGE-ML files are exceptionally large - too large to be easily read by most people, and often too large to be read by most software programs. Second, the MAGE-ML standard permits many ways of representing the same information. As a result, different producers of MAGE-ML create different documents describing the same experiment and its data. Recognizing all the variants is an unwieldy software engineering task, resulting in software packages that can read and process MAGE-ML from some, but not all producers. This Tower of MAGE-ML Babel bars the unencumbered exchange of microarray experiment descriptions couched in MAGE-ML. We have developed XBabelPhish - an XQuery-based technology for translating one MAGE-ML variant into another. XBabelPhish's use is not restricted to translating MAGE-ML documents. It can transform XML files independent of their DTD, XML schema, or semantic content. Moreover, it is designed to work on very large (> 200 Mb.) files, which are common in the world of MAGE-ML. XBabelPhish provides a way to inter-translate MAGE-ML variants for improved interchange of microarray experiment information. More generally, it can be used to transform most XML files, including very large ones that exceed the capacity of most XML tools.

  14. Allelism of Genes in the Ml-a locus

    DEFF Research Database (Denmark)

    Giese, Nanna Henriette; Jensen, Hans Peter; Jørgensen, Jørgen Helms

    1980-01-01

    Seven barley lines or varieties, each with a different gene at the Ml-a locus for resistance to Erysiphe graminis were intercrossed. Progeny testing of the F2s using two different fungal isolates per cross provided evidence that there are two or more loci in the Ml-a region. Apparent recombinants...... were also screened for recombination between the Hor1 and Hor2 loci which are situated either side of the Ml-a locus. The cross between Ricardo and Iso42R (Rupee) yielded one possible recombinant, with Ml-a3 and Ml-a(Rul) in the coupling phase; other recombinants had wild-type genes in the coupling...... phase. Iso20R, derived from Hordeum spontaneum 'H204', carrying Ml-a6, had an additional gene, in close coupling with Ml-a6, tentatively named Ml-aSp2 or Reglv, causing an intermediate infection type with isolate EmA30. It is suggested that Ml-a(Ar) in Emir and Ml-a(Rul), shown to differ from other Ml...

  15. Quantitative PET Imaging in Drug Development: Estimation of Target Occupancy.

    Science.gov (United States)

    Naganawa, Mika; Gallezot, Jean-Dominique; Rossano, Samantha; Carson, Richard E

    2017-12-11

    Positron emission tomography, an imaging tool using radiolabeled tracers in humans and preclinical species, has been widely used in recent years in drug development, particularly in the central nervous system. One important goal of PET in drug development is assessing the occupancy of various molecular targets (e.g., receptors, transporters, enzymes) by exogenous drugs. The current linear mathematical approaches used to determine occupancy using PET imaging experiments are presented. These algorithms use results from multiple regions with different target content in two scans, a baseline (pre-drug) scan and a post-drug scan. New mathematical estimation approaches to determine target occupancy, using maximum likelihood, are presented. A major challenge in these methods is the proper definition of the covariance matrix of the regional binding measures, accounting for different variance of the individual regional measures and their nonzero covariance, factors that have been ignored by conventional methods. The novel methods are compared to standard methods using simulation and real human occupancy data. The simulation data showed the expected reduction in variance and bias using the proper maximum likelihood methods, when the assumptions of the estimation method matched those in simulation. Between-method differences for data from human occupancy studies were less obvious, in part due to small dataset sizes. These maximum likelihood methods form the basis for development of improved PET covariance models, in order to minimize bias and variance in PET occupancy studies.

  16. Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

    Science.gov (United States)

    Ahmed, Suhad; Qasim, Zainab

    2018-05-01

    This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

  17. SNP calling, genotype calling, and sample allele frequency estimation from new-generation sequencing data

    DEFF Research Database (Denmark)

    Nielsen, Rasmus; Korneliussen, Thorfinn Sand; Albrechtsen, Anders

    2012-01-01

    We present a statistical framework for estimation and application of sample allele frequency spectra from New-Generation Sequencing (NGS) data. In this method, we first estimate the allele frequency spectrum using maximum likelihood. In contrast to previous methods, the likelihood function is cal...... be extended to various other cases including cases with deviations from Hardy-Weinberg equilibrium. We evaluate the statistical properties of the methods using simulations and by application to a real data set....

  18. jmzML, an open-source Java API for mzML, the PSI standard for MS data.

    Science.gov (United States)

    Côté, Richard G; Reisinger, Florian; Martens, Lennart

    2010-04-01

    We here present jmzML, a Java API for the Proteomics Standards Initiative mzML data standard. Based on the Java Architecture for XML Binding and XPath-based XML indexer random-access XML parser, jmzML can handle arbitrarily large files in minimal memory, allowing easy and efficient processing of mzML files using the Java programming language. jmzML also automatically resolves internal XML references on-the-fly. The library (which includes a viewer) can be downloaded from http://jmzml.googlecode.com.

  19. Estimation of the shape parameter of a generalized Pareto distribution based on a transformation to Pareto distributed variables

    OpenAIRE

    van Zyl, J. Martin

    2012-01-01

    Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance of the estimation of the shape parameter of generalized Pareto distributed using transformed observations, based on the probability weighted method is tested. It was found to improve the performance of the probability weighted estimator and performs good wit...

  20. First results of genetic algorithm application in ML image reconstruction in emission tomography

    International Nuclear Information System (INIS)

    Smolik, W.

    1999-01-01

    This paper concerns application of genetic algorithm in maximum likelihood image reconstruction in emission tomography. The example of genetic algorithm for image reconstruction is presented. The genetic algorithm was based on the typical genetic scheme modified due to the nature of solved problem. The convergence of algorithm was examined. The different adaption functions, selection and crossover methods were verified. The algorithm was tested on simulated SPECT data. The obtained results of image reconstruction are discussed. (author)

  1. Modeling Site Heterogeneity with Posterior Mean Site Frequency Profiles Accelerates Accurate Phylogenomic Estimation.

    Science.gov (United States)

    Wang, Huai-Chun; Minh, Bui Quang; Susko, Edward; Roger, Andrew J

    2018-03-01

    Proteins have distinct structural and functional constraints at different sites that lead to site-specific preferences for particular amino acid residues as the sequences evolve. Heterogeneity in the amino acid substitution process between sites is not modeled by commonly used empirical amino acid exchange matrices. Such model misspecification can lead to artefacts in phylogenetic estimation such as long-branch attraction. Although sophisticated site-heterogeneous mixture models have been developed to address this problem in both Bayesian and maximum likelihood (ML) frameworks, their formidable computational time and memory usage severely limits their use in large phylogenomic analyses. Here we propose a posterior mean site frequency (PMSF) method as a rapid and efficient approximation to full empirical profile mixture models for ML analysis. The PMSF approach assigns a conditional mean amino acid frequency profile to each site calculated based on a mixture model fitted to the data using a preliminary guide tree. These PMSF profiles can then be used for in-depth tree-searching in place of the full mixture model. Compared with widely used empirical mixture models with $k$ classes, our implementation of PMSF in IQ-TREE (http://www.iqtree.org) speeds up the computation by approximately $k$/1.5-fold and requires a small fraction of the RAM. Furthermore, this speedup allows, for the first time, full nonparametric bootstrap analyses to be conducted under complex site-heterogeneous models on large concatenated data matrices. Our simulations and empirical data analyses demonstrate that PMSF can effectively ameliorate long-branch attraction artefacts. In some empirical and simulation settings PMSF provided more accurate estimates of phylogenies than the mixture models from which they derive.

  2. Stochastic calculus analysis of optical time-of-flight range imaging and estimation of radial motion.

    Science.gov (United States)

    Streeter, Lee

    2017-07-01

    Time-of-flight range imaging is analyzed using stochastic calculus. Through a series of interpretations and simplifications, the stochastic model leads to two methods for estimating linear radial velocity: maximum likelihood estimation on the transition probability distribution between measurements, and a new method based on analyzing the measured correlation waveform and its first derivative. The methods are tested in a simulated motion experiment from (-40)-(+40)  m/s, with data from a camera imaging an object on a translation stage. In tests maximum likelihood is slow and unreliable, but when it works it estimates the linear velocity with standard deviation of 1 m/s or better. In comparison the new method is fast and reliable but works in a reduced velocity range of (-20)-(+20)  m/s with standard deviation ranging from 3.5 m/s to 10 m/s.

  3. M-Estimators of Roughness and Scale for -Modelled SAR Imagery

    Directory of Open Access Journals (Sweden)

    Frery Alejandro C

    2002-01-01

    Full Text Available The GA0 distribution is assumed as the universal model for multilook amplitude SAR imagery data under the multiplicative model. This distribution has two unknown parameters related to the roughness and the scale of the signal, that can be used in image analysis and processing. It can be seen that maximum likelihood and moment estimators for its parameters can be influenced by small percentages of "outliers"; hence, it is of outmost importance to find robust estimators for these parameters. One of the best-known classes of robust techniques is that of M-estimators, which are an extension of the maximum likelihood estimation method. In this work we derive the M-estimators for the parameters of the distribution, and compare them with maximum likelihood estimators with a Monte-Carlo experience. It is checked that this robust technique is superior to the classical approach under the presence of corner reflectors, a common source of contamination in SAR images. Numerical issues are addressed, and a practical example is provided.

  4. Proceedings ML Family/OCaml Users and Developers workshops

    OpenAIRE

    Kiselyov, Oleg; Garrigue, Jacques

    2015-01-01

    This volume collects the extended versions of selected papers originally presented at the two ACM SIGPLAN workshops: ML Family Workshop 2014 and OCaml 2014. Both were affiliated with ICFP 2014 and took place on two consecutive days, on September 4 and 5, 2014 in Gothenburg, Sweden. The ML Family workshop aims to recognize the entire extended family of ML and ML-like languages: languages that are Higher-order, Typed, Inferred, and Strict. It provides the forum to discuss common issues, both pr...

  5. Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

    Directory of Open Access Journals (Sweden)

    Maya Gupta

    2010-04-01

    Full Text Available Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entropy and relative entropy for the Wishart and inverse Wishart. The results, as always with Bayesian estimates, depend on the accuracy of the prior parameters, but example simulations show that the performance can be substantially improved compared to maximum likelihood or state-of-the-art nonparametric estimators.

  6. www.common-metrics.org: a web application to estimate scores from different patient-reported outcome measures on a common scale.

    Science.gov (United States)

    Fischer, H Felix; Rose, Matthias

    2016-10-19

    Recently, a growing number of Item-Response Theory (IRT) models has been published, which allow estimation of a common latent variable from data derived by different Patient Reported Outcomes (PROs). When using data from different PROs, direct estimation of the latent variable has some advantages over the use of sum score conversion tables. It requires substantial proficiency in the field of psychometrics to fit such models using contemporary IRT software. We developed a web application ( http://www.common-metrics.org ), which allows estimation of latent variable scores more easily using IRT models calibrating different measures on instrument independent scales. Currently, the application allows estimation using six different IRT models for Depression, Anxiety, and Physical Function. Based on published item parameters, users of the application can directly estimate latent trait estimates using expected a posteriori (EAP) for sum scores as well as for specific response patterns, Bayes modal (MAP), Weighted likelihood estimation (WLE) and Maximum likelihood (ML) methods and under three different prior distributions. The obtained estimates can be downloaded and analyzed using standard statistical software. This application enhances the usability of IRT modeling for researchers by allowing comparison of the latent trait estimates over different PROs, such as the Patient Health Questionnaire Depression (PHQ-9) and Anxiety (GAD-7) scales, the Center of Epidemiologic Studies Depression Scale (CES-D), the Beck Depression Inventory (BDI), PROMIS Anxiety and Depression Short Forms and others. Advantages of this approach include comparability of data derived with different measures and tolerance against missing values. The validity of the underlying models needs to be investigated in the future.

  7. Analysis of Time and Frequency Domain Pace Algorithms for OFDM with Virtual Subcarriers

    DEFF Research Database (Denmark)

    Rom, Christian; Manchón, Carles Navarro; Deneire, Luc

    2007-01-01

    This paper studies common linear frequency direction pilot-symbol aided channel estimation algorithms for orthogonal frequency division multiplexing in a UTRA long term evolution context. Three deterministic algorithms are analyzed: the maximum likelihood (ML) approach, the noise reduction algori...

  8. Studies of high resolution array processing algorithms for multibeam bathymetric applications

    Digital Repository Service at National Institute of Oceanography (India)

    Chakraborty, B.; Schenke, H.W.

    In this paper a study is initiated to observe the usefulness of directional spectral estimation techniques for underwater bathymetric applications. High resolution techniques like the Maximum Likelihood (ML) method and the Maximum Entropy (ME...

  9. Estimation of rank correlation for clustered data.

    Science.gov (United States)

    Rosner, Bernard; Glynn, Robert J

    2017-06-30

    It is well known that the sample correlation coefficient (R xy ) is the maximum likelihood estimator of the Pearson correlation (ρ xy ) for independent and identically distributed (i.i.d.) bivariate normal data. However, this is not true for ophthalmologic data where X (e.g., visual acuity) and Y (e.g., visual field) are available for each eye and there is positive intraclass correlation for both X and Y in fellow eyes. In this paper, we provide a regression-based approach for obtaining the maximum likelihood estimator of ρ xy for clustered data, which can be implemented using standard mixed effects model software. This method is also extended to allow for estimation of partial correlation by controlling both X and Y for a vector U_ of other covariates. In addition, these methods can be extended to allow for estimation of rank correlation for clustered data by (i) converting ranks of both X and Y to the probit scale, (ii) estimating the Pearson correlation between probit scores for X and Y, and (iii) using the relationship between Pearson and rank correlation for bivariate normally distributed data. The validity of the methods in finite-sized samples is supported by simulation studies. Finally, two examples from ophthalmology and analgesic abuse are used to illustrate the methods. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  10. Properties of parameter estimation techniques for a beta-binomial failure model. Final technical report

    International Nuclear Information System (INIS)

    Shultis, J.K.; Buranapan, W.; Eckhoff, N.D.

    1981-12-01

    Of considerable importance in the safety analysis of nuclear power plants are methods to estimate the probability of failure-on-demand, p, of a plant component that normally is inactive and that may fail when activated or stressed. Properties of five methods for estimating from failure-on-demand data the parameters of the beta prior distribution in a compound beta-binomial probability model are examined. Simulated failure data generated from a known beta-binomial marginal distribution are used to estimate values of the beta parameters by (1) matching moments of the prior distribution to those of the data, (2) the maximum likelihood method based on the prior distribution, (3) a weighted marginal matching moments method, (4) an unweighted marginal matching moments method, and (5) the maximum likelihood method based on the marginal distribution. For small sample sizes (N = or < 10) with data typical of low failure probability components, it was found that the simple prior matching moments method is often superior (e.g. smallest bias and mean squared error) while for larger sample sizes the marginal maximum likelihood estimators appear to be best

  11. Signal detection theory and vestibular perception: III. Estimating unbiased fit parameters for psychometric functions.

    Science.gov (United States)

    Chaudhuri, Shomesh E; Merfeld, Daniel M

    2013-03-01

    Psychophysics generally relies on estimating a subject's ability to perform a specific task as a function of an observed stimulus. For threshold studies, the fitted functions are called psychometric functions. While fitting psychometric functions to data acquired using adaptive sampling procedures (e.g., "staircase" procedures), investigators have encountered a bias in the spread ("slope" or "threshold") parameter that has been attributed to the serial dependency of the adaptive data. Using simulations, we confirm this bias for cumulative Gaussian parametric maximum likelihood fits on data collected via adaptive sampling procedures, and then present a bias-reduced maximum likelihood fit that substantially reduces the bias without reducing the precision of the spread parameter estimate and without reducing the accuracy or precision of the other fit parameters. As a separate topic, we explain how to implement this bias reduction technique using generalized linear model fits as well as other numeric maximum likelihood techniques such as the Nelder-Mead simplex. We then provide a comparison of the iterative bootstrap and observed information matrix techniques for estimating parameter fit variance from adaptive sampling procedure data sets. The iterative bootstrap technique is shown to be slightly more accurate; however, the observed information technique executes in a small fraction (0.005 %) of the time required by the iterative bootstrap technique, which is an advantage when a real-time estimate of parameter fit variance is required.

  12. SIMPLE ESTIMATOR AND CONSISTENT STRONGLY OF STABLE DISTRIBUTIONS

    Directory of Open Access Journals (Sweden)

    Cira E. Guevara Otiniano

    2016-06-01

    Full Text Available Stable distributions are extensively used to analyze earnings of financial assets, such as exchange rates and stock prices assets. In this paper we propose a simple and strongly consistent estimator for the scale parameter of a symmetric stable L´evy distribution. The advantage of this estimator is that your computational time is minimum thus it can be used to initialize intensive computational procedure such as maximum likelihood. With random samples of sized n we tested the efficacy of these estimators by Monte Carlo method. We also included applications for three data sets.

  13. Analytical maximum-likelihood method to detect patterns in real networks

    International Nuclear Information System (INIS)

    Squartini, Tiziano; Garlaschelli, Diego

    2011-01-01

    In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, the generation of them is still problematic. Existing approaches are either computationally demanding and beyond analytic control or analytically accessible but highly approximate. Here, we propose a solution to this long-standing problem by introducing a fast method that allows one to obtain expectation values and standard deviations of any topological property analytically, for any binary, weighted, directed or undirected network. Remarkably, the time required to obtain the expectation value of any property analytically across the entire graph ensemble is as short as that required to compute the same property using the adjacency matrix of the single original network. Our method reveals that the null behavior of various correlation properties is different from what was believed previously, and is highly sensitive to the particular network considered. Moreover, our approach shows that important structural properties (such as the modularity used in community detection problems) are currently based on incorrect expressions, and provides the exact quantities that should replace them.

  14. Propagation of Statistical Noise Through a Two-Qubit Maximum Likelihood Tomography

    Science.gov (United States)

    2018-04-01

    entangled mixed states: creation and concentration. Physical Review Letters. 2004;92(13):133601. 4. White AG et al. Nonmaximally entangled states...production, characterization, and utilization. Physical Review Letters. 1999;83(16):3103. 5. Wang SX, Moraw P, Reilly DR, Altepeter JB, Kanter GS...photon Greenberger-Horne-Zeilinger state using quantum state tomography. Physical Review Letters. 2005;94(7):070402. 7. Mikami H et al. New high

  15. Maximum likelihood Bayesian averaging of airflow models in unsaturated fractured tuff using Occam and variance windows

    NARCIS (Netherlands)

    Morales-Casique, E.; Neuman, S.P.; Vesselinov, V.V.

    2010-01-01

    We use log permeability and porosity data obtained from single-hole pneumatic packer tests in six boreholes drilled into unsaturated fractured tuff near Superior, Arizona, to postulate, calibrate and compare five alternative variogram models (exponential, exponential with linear drift, power,

  16. Adaptive wave filtering for dynamic positioning of marine vessels using maximum likelihood identification: Theory and experiments

    Digital Repository Service at National Institute of Oceanography (India)

    Hassani, V.; Sorensen, A.J.; Pascoal, A.M.

    This paper addresses a filtering problem that arises in the design of dynamic positioning systems for ships and offshore rigs subjected to the influence of sea waves. The dynamic model of the vessel captures explicitly the sea state as an uncertain...

  17. Mathematical description and program documentation for CLASSY, an adaptive maximum likelihood clustering method

    Science.gov (United States)

    Lennington, R. K.; Rassbach, M. E.

    1979-01-01

    Discussed in this report is the clustering algorithm CLASSY, including detailed descriptions of its general structure and mathematical background and of the various major subroutines. The report provides a development of the logic and equations used with specific reference to program variables. Some comments on timing and proposed optimization techniques are included.

  18. A framelet-based iterative maximum-likelihood reconstruction algorithm for spectral CT

    Science.gov (United States)

    Wang, Yingmei; Wang, Ge; Mao, Shuwei; Cong, Wenxiang; Ji, Zhilong; Cai, Jian-Feng; Ye, Yangbo

    2016-11-01

    Standard computed tomography (CT) cannot reproduce spectral information of an object. Hardware solutions include dual-energy CT which scans the object twice in different x-ray energy levels, and energy-discriminative detectors which can separate lower and higher energy levels from a single x-ray scan. In this paper, we propose a software solution and give an iterative algorithm that reconstructs an image with spectral information from just one scan with a standard energy-integrating detector. The spectral information obtained can be used to produce color CT images, spectral curves of the attenuation coefficient μ (r,E) at points inside the object, and photoelectric images, which are all valuable imaging tools in cancerous diagnosis. Our software solution requires no change on hardware of a CT machine. With the Shepp-Logan phantom, we have found that although the photoelectric and Compton components were not perfectly reconstructed, their composite effect was very accurately reconstructed as compared to the ground truth and the dual-energy CT counterpart. This means that our proposed method has an intrinsic benefit in beam hardening correction and metal artifact reduction. The algorithm is based on a nonlinear polychromatic acquisition model for x-ray CT. The key technique is a sparse representation of iterations in a framelet system. Convergence of the algorithm is studied. This is believed to be the first application of framelet imaging tools to a nonlinear inverse problem.

  19. On Extreme Value Statistics: maximum likelihood; portfolio optimization; extremal rainfall; internet auctions

    NARCIS (Netherlands)

    C. Zhou (Chen)

    2008-01-01

    textabstractIn the 18th century, statisticians sometimes worked as consultants to gamblers. In order to answer questions like "If a fair coin is flipped 100 times, what is the probability of getting 60 or more heads?", Abraham de Moivre discovered the so-called "normal curve". Independently,

  20. Regional compensation for statistical maximum likelihood reconstruction error of PET image pixels

    International Nuclear Information System (INIS)

    Forma, J; Ruotsalainen, U; Niemi, J A

    2013-01-01

    In positron emission tomography (PET), there is an increasing interest in studying not only the regional mean tracer concentration, but its variation arising from local differences in physiology, the tissue heterogeneity. However, in reconstructed images this physiological variation is shadowed by a large reconstruction error, which is caused by noisy data and the inversion of tomographic problem. We present a new procedure which can quantify the error variation in regional reconstructed values for given PET measurement, and reveal the remaining tissue heterogeneity. The error quantification is made by creating and reconstructing the noise realizations of virtual sinograms, which are statistically similar with the measured sinogram. Tests with physical phantom data show that the characterization of error variation and the true heterogeneity are possible, despite the existing model error when real measurement is considered. (paper)

  1. ML at ATLAS&CMS : setting the stage

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    In the early days of the LHC the canonical problems of classification and regression were mostly addressed using simple cut-based techniques. Today, ML techniques (some already pioneered in pre-LHC or non collider experiments) play a fundamental role in the toolbox of any experimentalist. The talk will introduce, through a representative collection of examples, the problems addressed with ML techniques at the LHC. The goal of the talk is to set the stage for a constructive discussion with non-HEP ML practitioners, focusing on the specificities of HEP applications.

  2. Model-driven Service Engineering with SoaML

    Science.gov (United States)

    Elvesæter, Brian; Carrez, Cyril; Mohagheghi, Parastoo; Berre, Arne-Jørgen; Johnsen, Svein G.; Solberg, Arnor

    This chapter presents a model-driven service engineering (MDSE) methodology that uses OMG MDA specifications such as BMM, BPMN and SoaML to identify and specify services within a service-oriented architecture. The methodology takes advantage of business modelling practices and provides a guide to service modelling with SoaML. The presentation is case-driven and illuminated using the telecommunication example. The chapter focuses in particular on the use of the SoaML modelling language as a means for expressing service specifications that are aligned with business models and can be realized in different platform technologies.

  3. Assessing the Impacts of Non-Ricardian Households in an Estimated New Keynesian DSGE Model

    OpenAIRE

    Ricardo Marto

    2014-01-01

    Using Bayesian maximum likelihood and data for Portugal, I estimate a New Keynesian DSGE model allowing for the presence of non-Ricardian households and test the stability of the model's prediction when the fraction of liquidity-constrained households changes. In particular, I assess the impacts on: (i) the model parameters posterior distributions; (ii) the impulse responses to six types of structural shocks; and (iii) the sources of fluctuations in output, inflation and the nominal interest ...

  4. A note on the variance of the estimate of the fixation index F

    Indian Academy of Sciences (India)

    respectively, the likelihood function in logarithmic form is given by expression: L = NAA log. [ p2+p (1−p) F. ] +NAa log [2p (1−p)(1−F)]. +Naa log. [. (1 − p)2 + p (1 − p) F. ] . Maximum likelihood estimates of both p and F are obtained from the system {∂L. ∂p = 0, ∂L. ∂F = 0} and it is not difficult to determine that these ...

  5. State-Space Dynamic Model for Estimation of Radon Entry Rate, based on Kalman Filtering

    Czech Academy of Sciences Publication Activity Database

    Brabec, Marek; Jílek, K.

    2007-01-01

    Roč. 98, - (2007), s. 285-297 ISSN 0265-931X Grant - others:GA SÚJB JC_11/2006 Institutional research plan: CEZ:AV0Z10300504 Keywords : air ventilation rate * radon entry rate * state-space modeling * extended Kalman filter * maximum likelihood estimation * prediction error decomposition Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.963, year: 2007

  6. On Training Bi-directional Neural Network Language Model with Noise Contrastive Estimation

    OpenAIRE

    He, Tianxing; Zhang, Yu; Droppo, Jasha; Yu, Kai

    2016-01-01

    We propose to train bi-directional neural network language model(NNLM) with noise contrastive estimation(NCE). Experiments are conducted on a rescore task on the PTB data set. It is shown that NCE-trained bi-directional NNLM outperformed the one trained by conventional maximum likelihood training. But still(regretfully), it did not out-perform the baseline uni-directional NNLM.

  7. Labor and Transfer Income and Older Women's Work: Estimates From the United States

    OpenAIRE

    Philip de Jong; Robert Haveman; Barbara Wolfe

    1988-01-01

    This paper deals with the effects of labor and transfer incomes as determinants of older women's labor force participation. It examines the responsiveness of women aged 48-62 to the level of income available from both work and public transfer programs when deciding between work and nonwork options. The main focus is on whether the availability and generosity of disability-related transfers affects the labor supply of these women. A maximum-likelihood model is estimated separately for heads of...

  8. Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments

    International Nuclear Information System (INIS)

    Bachoc, F.

    2013-01-01

    The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr

  9. QuakeML - An XML Schema for Seismology

    Science.gov (United States)

    Wyss, A.; Schorlemmer, D.; Maraini, S.; Baer, M.; Wiemer, S.

    2004-12-01

    We propose an extensible format-definition for seismic data (QuakeML). Sharing data and seismic information efficiently is one of the most important issues for research and observational seismology in the future. The eXtensible Markup Language (XML) is playing an increasingly important role in the exchange of a variety of data. Due to its extensible definition capabilities, its wide acceptance and the existing large number of utilities and libraries for XML, a structured representation of various types of seismological data should in our opinion be developed by defining a 'QuakeML' standard. Here we present the QuakeML definitions for parameter databases and further efforts, e.g. a central QuakeML catalog database and a web portal for exchanging codes and stylesheets.

  10. Preparing for the future: opportunities for ML in ATLAS & CMS

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    ML is an established tool in HEP and there are many examples which demonstrate its importance for the kind of classification and regression problem we have in our field. However, there is also a big potential for future applications in yet untapped areas. I will summarise these opportunities and highlight recent, ongoing and planned studies of novel ML applications in HEP. Certain aspects of the problems we are faced with in HEP are quite unique and represent interesting benchmark problems for the ML community as a whole. Hence, efficient communication and close interaction between the ML and HEP community is expected to lead to promising cross-fertilisation. This talk attempts to serve as a starting point for such a prospective collaboration.

  11. The jmzQuantML programming interface and validator for the mzQuantML data standard.

    Science.gov (United States)

    Qi, Da; Krishna, Ritesh; Jones, Andrew R

    2014-03-01

    The mzQuantML standard from the HUPO Proteomics Standards Initiative has recently been released, capturing quantitative data about peptides and proteins, following analysis of MS data. We present a Java application programming interface (API) for mzQuantML called jmzQuantML. The API provides robust bridges between Java classes and elements in mzQuantML files and allows random access to any part of the file. The API provides read and write capabilities, and is designed to be embedded in other software packages, enabling mzQuantML support to be added to proteomics software tools (http://code.google.com/p/jmzquantml/). The mzQuantML standard is designed around a multilevel validation system to ensure that files are structurally and semantically correct for different proteomics quantitative techniques. In this article, we also describe a Java software tool (http://code.google.com/p/mzquantml-validator/) for validating mzQuantML files, which is a formal part of the data standard. © 2014 The Authors. Proteomics published by Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

  12. WeedML: a Tool for Collaborative Weed Demographic Modeling

    OpenAIRE

    Holst, Niels

    2010-01-01

    WeedML is a proposed standard to formulate models of weed demography, or maybe even complex models in general, that are both transparent and straightforward to re-use as building blocks for new models. The paper describes the design and thoughts behind WeedML which relies on XML and object-oriented systems development. Proof-of-concept software is provided as open-source C++ code and executables that can be downloaded freely.

  13. Aggressiveness of powdery mildew on 'ml-o'- resistant barley

    International Nuclear Information System (INIS)

    Andersen, Lars

    1990-01-01

    The ml-o genes in barley are important sources in breeding for resistance against the barley powdery mildew fungus (Erysiphe graminis). The resistance mechanism is a rapid formation of a large callose containing cell wall apposition at the site of the pathogen's infection attempt. This reduces the chances of infection to almost nil in all epidermal cells, except in the small subsidiary cells, in which appositions are rarely formed. Small mildew colonies from infections in subsidiary cells may be seen on the otherwise resistant leaf. This is described by the infection type 0/(4). Mildew isolate HL 3 selected by SCHWARZBACH has increased aggressiveness. No ml-o-virulent isolates are known. However, ml-o-resistant varieties when grown extensively in Europe, will introduce field selection for mildew pathotypes with aggressiveness or virulence to ml-o resistance. Studies on increased aggressiveness require new methods. The material comprises two powdery mildew isolates: GE 3 without ml-o aggressiveness and the aggressive HL 3/5; and two near-isogenic barley lines in Carlsberg II: Riso 5678(R) with the recessive mutant resistance gene ml-o5 and Riso 5678(S) with the wild-type gene for susceptibility. Latent period and disease efficiency show no significant differences between the two isolates on the susceptible barley line (S) but the isolates differ from each other on the resistant barley line

  14. QuakeML 2.0: Recent developments

    Science.gov (United States)

    Euchner, Fabian; Kästli, Philipp; Heiniger, Lukas; Saul, Joachim; Schorlemmer, Danijel; Clinton, John

    2016-04-01

    QuakeML is a community-backed data model for seismic event parameter description. Its current version 1.2, released in 2013, has become the gold standard for parametric data dissemination at seismological data centers, and has been adopted as an FDSN standard. It is supported by several popular software products and data services, such as FDSN event web services, QuakePy, and SeisComP3. Work on the successor version 2.0 is under way since 2015. The scope of QuakeML has been expanded beyond event parameter description. Thanks to a modular architecture, many thematic packages have been added, which cover peak ground motion, site and station characterization, hydraulic parameters of borehole injection processes, and macroseismics. The first three packages can be considered near final and implementations of program codes and SQL databases are in productive use at various institutions. A public community review process has been initiated in order to turn them into community-approved standards. The most recent addition is a package for single station quake location, which allows a detailed probabilistic description of event parameters recorded at a single station. This package adds some information elements such as angle of incidence, frequency-dependent phase picks, and dispersion relations. The package containing common data types has been extended with a generic type for probability density functions. While on Earth, single station methods are niche applications, they are of prominent interest in planetary seismology, e.g., the NASA InSight mission to Mars. So far, QuakeML is lacking a description of seismic instrumentation (inventory). There are two existing standards of younger age (FDSN StationXML and SeisComP3 Inventory XML). We discuss their respective strengths, differences, and how they could be combined into an inventory package for QuakeML, thus allowing full interoperability with other QuakeML data types. QuakeML is accompanied by QuakePy, a Python package

  15. Positive random variables with a discrete probability mass at the origin: Parameter estimation for left-censored samples with application to air quality monitoring data

    International Nuclear Information System (INIS)

    Gogolak, C.V.

    1986-11-01

    The concentration of a contaminant measured in a particular medium might be distributed as a positive random variable when it is present, but it may not always be present. If there is a level below which the concentration cannot be distinguished from zero by the analytical apparatus, a sample from such a population will be censored on the left. The presence of both zeros and positive values in the censored portion of such samples complicates the problem of estimating the parameters of the underlying positive random variable and the probability of a zero observation. Using the method of maximum likelihood, it is shown that the solution to this estimation problem reduces largely to that of estimating the parameters of the distribution truncated at the point of censorship. The maximum likelihood estimate of the proportion of zero values follows directly. The derivation of the maximum likelihood estimates for a lognormal population with zeros is given in detail, and the asymptotic properties of the estimates are examined. The estimation method was used to fit several different distributions to a set of severely censored 85 Kr monitoring data from six locations at the Savannah River Plant chemical separations facilities

  16. Modelling CRM implementation services with SysML

    OpenAIRE

    Bibiano, Luis H.; Pastor Collado, Juan Antonio; Mayol Sarroca, Enric

    2009-01-01

    CRM information systems are valuable tools for enterprises. But CRM implementation projects are risky and present a high failure rate. In this paper we regard CRM implementation projects as services that could be greatly improved by addressing them in a methodological way that can be designed with the help of tools such as SysML. Here we introduce and comment on our first experience on the use of SysML language, not very well known, for modelling the elements involved in the CRM implementatio...

  17. The Bonding of Pa to d8-ML3 Complexes

    OpenAIRE

    Kang, Sung-Kwon; Albright, Thomas A.; Silvestre, Jerome

    1985-01-01

    Extended Hiickel calculmions were carried out on 171, 'f/ 2, and 'f/3 complexes of P4 to Rh(PH3)2Cl. The 'f/ 1-square planar and an 'f/2 complex with C2v symmetry are the most stable. Geometrical optimizations and a detailed account of the bonding in each have been carried out. d10 'f/1-tetrahedral complexes of P4 are expected to be quite stable. The best candidate for an 'f/3 mode of bonding is the trimer Fe3(C0)9. Alternative complexes at 'f/3 include a d6-ML3 and d4-ML...

  18. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi

    2017-04-12

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  19. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi; Sun, Ying; Chen, Tianbo

    2017-01-01

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  20. Absorption kinetics of two highly concentrated preparations of growth hormone: 12 IU/ml compared to 56 IU/ml

    DEFF Research Database (Denmark)

    Laursen, Torben; Susgaard, Søren; Jensen, Flemming Steen

    1994-01-01

    was to compare the relative bioavailability of two highly concentrated (12 IU/ml versus 56 IU/ml) formulations of biosynthetic human growth hormone administered subcutaneously. After pretreatment with growth hormone for at least four weeks, nine growth hormone deficient patients with a mean age of 26.2 years......AbstractSend to: Pharmacol Toxicol. 1994 Jan;74(1):54-7. Absorption kinetics of two highly concentrated preparations of growth hormone: 12 IU/ml compared to 56 IU/ml. Laursen T1, Susgaard S, Jensen FS, Jørgensen JO, Christiansen JS. Author information Abstract The purpose of this study...... (range 17-43) were studied two times in a randomized design, the two studies being separated by at least one week. At the start of each study period (7 p.m.), growth hormone was injected subcutaneously in a dosage of 3 IU/m2. The 12 IU/ml preparation of growth hormone was administered on one occasion...

  1. Investigation of MLE in nonparametric estimation methods of reliability function

    International Nuclear Information System (INIS)

    Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

    2001-01-01

    There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

  2. CytometryML: a markup language for analytical cytology

    Science.gov (United States)

    Leif, Robert C.; Leif, Stephanie H.; Leif, Suzanne B.

    2003-06-01

    Cytometry Markup Language, CytometryML, is a proposed new analytical cytology data standard. CytometryML is a set of XML schemas for encoding both flow cytometry and digital microscopy text based data types. CytometryML schemas reference both DICOM (Digital Imaging and Communications in Medicine) codes and FCS keywords. These schemas provide representations for the keywords in FCS 3.0 and will soon include DICOM microscopic image data. Flow Cytometry Standard (FCS) list-mode has been mapped to the DICOM Waveform Information Object. A preliminary version of a list mode binary data type, which does not presently exist in DICOM, has been designed. This binary type is required to enhance the storage and transmission of flow cytometry and digital microscopy data. Index files based on Waveform indices will be used to rapidly locate the cells present in individual subsets. DICOM has the advantage of employing standard file types, TIF and JPEG, for Digital Microscopy. Using an XML schema based representation means that standard commercial software packages such as Excel and MathCad can be used to analyze, display, and store analytical cytometry data. Furthermore, by providing one standard for both DICOM data and analytical cytology data, it eliminates the need to create and maintain special purpose interfaces for analytical cytology data thereby integrating the data into the larger DICOM and other clinical communities. A draft version of CytometryML is available at www.newportinstruments.com.

  3. Introducing the Collaborative Learning Modeling Language (ColeML)

    DEFF Research Database (Denmark)

    Bundsgaard, Jeppe

    2014-01-01

    in this area, represented by, for example, the Workflow Management Coalition (Hollingsworth, 1995) and the very widespread standard Business Process Modeling and Notation (BPMN), has been criticized on the basis of research in knowledge work processes. Inspiration for ColeML is found in this research area...

  4. Single snapshot DOA estimation

    Science.gov (United States)

    Häcker, P.; Yang, B.

    2010-10-01

    In array signal processing, direction of arrival (DOA) estimation has been studied for decades. Many algorithms have been proposed and their performance has been studied thoroughly. Yet, most of these works are focused on the asymptotic case of a large number of snapshots. In automotive radar applications like driver assistance systems, however, only a small number of snapshots of the radar sensor array or, in the worst case, a single snapshot is available for DOA estimation. In this paper, we investigate and compare different DOA estimators with respect to their single snapshot performance. The main focus is on the estimation accuracy and the angular resolution in multi-target scenarios including difficult situations like correlated targets and large target power differences. We will show that some algorithms lose their ability to resolve targets or do not work properly at all. Other sophisticated algorithms do not show a superior performance as expected. It turns out that the deterministic maximum likelihood estimator is a good choice under these hard conditions.

  5. Malignant lymphomas (ML and HIV infection in Tanzania

    Directory of Open Access Journals (Sweden)

    Mwakigonja Amos R

    2008-06-01

    Full Text Available Abstract Background HIV infection is reported to be associated with some malignant lymphomas (ML so called AIDS-related lymphomas (ARL, with an aggressive behavior and poor prognosis. The ML frequency, pathogenicity, clinical patterns and possible association with AIDS in Tanzania, are not well documented impeding the development of preventive and therapeutic strategies. Methods Sections of 176 archival formalin-fixed paraffin-embedded biopsies of ML patients at Muhimbili National Hospital (MNH/Muhimbili University of Health and Allied Sciences (MUHAS, Tanzania from 1996–2001 were stained for hematoxylin and eosin and selected (70 cases for expression of pan-leucocytic (CD45, B-cell (CD20, T-cell (CD3, Hodgkin/RS cell (CD30, histiocyte (CD68 and proliferation (Ki-67 antigen markers. Corresponding clinical records were also evaluated. Available sera from 38 ML patients were screened (ELISA for HIV antibodies. Results The proportion of ML out of all diagnosed tumors at MNH during the 6 year period was 4.2% (176/4200 comprising 77.84% non-Hodgkin (NHL including 19.32% Burkitt's (BL and 22.16% Hodgkin's disease (HD. The ML tumors frequency increased from 0.42% (1997 to 0.70% (2001 and 23.7% of tested sera from these patients were HIV positive. The mean age for all ML was 30, age-range 3–91 and peak age was 1–20 years. The male:female ratio was 1.8:1. Supra-diaphragmatic presentation was commonest and histological sub-types were mostly aggressive B-cell lymphomas however, no clear cases of primary effusion lymphoma (PEL and primary central nervous system lymphoma (PCNSL were diagnosed. Conclusion Malignant lymphomas apparently, increased significantly among diagnosed tumors at MNH between 1996 and 2001, predominantly among the young, HIV infected and AIDS patients. The frequent aggressive clinical and histological presentation as well as the dominant B-immunophenotype and the HIV serology indicate a pathogenic association with AIDS. Therefore

  6. Malignant lymphomas (ML) and HIV infection in Tanzania.

    Science.gov (United States)

    Mwakigonja, Amos R; Kaaya, Ephata E; Mgaya, Edward M

    2008-06-10

    HIV infection is reported to be associated with some malignant lymphomas (ML) so called AIDS-related lymphomas (ARL), with an aggressive behavior and poor prognosis. The ML frequency, pathogenicity, clinical patterns and possible association with AIDS in Tanzania, are not well documented impeding the development of preventive and therapeutic strategies. Sections of 176 archival formalin-fixed paraffin-embedded biopsies of ML patients at Muhimbili National Hospital (MNH)/Muhimbili University of Health and Allied Sciences (MUHAS), Tanzania from 1996-2001 were stained for hematoxylin and eosin and selected (70) cases for expression of pan-leucocytic (CD45), B-cell (CD20), T-cell (CD3), Hodgkin/RS cell (CD30), histiocyte (CD68) and proliferation (Ki-67) antigen markers. Corresponding clinical records were also evaluated. Available sera from 38 ML patients were screened (ELISA) for HIV antibodies. The proportion of ML out of all diagnosed tumors at MNH during the 6 year period was 4.2% (176/4200) comprising 77.84% non-Hodgkin (NHL) including 19.32% Burkitt's (BL) and 22.16% Hodgkin's disease (HD). The ML tumors frequency increased from 0.42% (1997) to 0.70% (2001) and 23.7% of tested sera from these patients were HIV positive. The mean age for all ML was 30, age-range 3-91 and peak age was 1-20 years. The male:female ratio was 1.8:1. Supra-diaphragmatic presentation was commonest and histological sub-types were mostly aggressive B-cell lymphomas however, no clear cases of primary effusion lymphoma (PEL) and primary central nervous system lymphoma (PCNSL) were diagnosed. Malignant lymphomas apparently, increased significantly among diagnosed tumors at MNH between 1996 and 2001, predominantly among the young, HIV infected and AIDS patients. The frequent aggressive clinical and histological presentation as well as the dominant B-immunophenotype and the HIV serology indicate a pathogenic association with AIDS. Therefore, routine HIV screening of all malignant lymphoma

  7. Estimation After a Group Sequential Trial.

    Science.gov (United States)

    Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert

    2015-10-01

    Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why

  8. Comparison of conventional, model-based quantitative planar, and quantitative SPECT image processing methods for organ activity estimation using In-111 agents

    International Nuclear Information System (INIS)

    He, Bin; Frey, Eric C

    2006-01-01

    Accurate quantification of organ radionuclide uptake is important for patient-specific dosimetry. The quantitative accuracy from conventional conjugate view methods is limited by overlap of projections from different organs and background activity, and attenuation and scatter. In this work, we propose and validate a quantitative planar (QPlanar) processing method based on maximum likelihood (ML) estimation of organ activities using 3D organ VOIs and a projector that models the image degrading effects. Both a physical phantom experiment and Monte Carlo simulation (MCS) studies were used to evaluate the new method. In these studies, the accuracies and precisions of organ activity estimates for the QPlanar method were compared with those from conventional planar (CPlanar) processing methods with various corrections for scatter, attenuation and organ overlap, and a quantitative SPECT (QSPECT) processing method. Experimental planar and SPECT projections and registered CT data from an RSD Torso phantom were obtained using a GE Millenium VH/Hawkeye system. The MCS data were obtained from the 3D NCAT phantom with organ activity distributions that modelled the uptake of 111 In ibritumomab tiuxetan. The simulations were performed using parameters appropriate for the same system used in the RSD torso phantom experiment. The organ activity estimates obtained from the CPlanar, QPlanar and QSPECT methods from both experiments were compared. From the results of the MCS experiment, even with ideal organ overlap correction and background subtraction, CPlanar methods provided limited quantitative accuracy. The QPlanar method with accurate modelling of the physical factors increased the quantitative accuracy at the cost of requiring estimates of the organ VOIs in 3D. The accuracy of QPlanar approached that of QSPECT, but required much less acquisition and computation time. Similar results were obtained from the physical phantom experiment. We conclude that the QPlanar method, based

  9. Bayesian Estimation of the Scale Parameter of Inverse Weibull Distribution under the Asymmetric Loss Functions

    Directory of Open Access Journals (Sweden)

    Farhad Yahgmaei

    2013-01-01

    Full Text Available This paper proposes different methods of estimating the scale parameter in the inverse Weibull distribution (IWD. Specifically, the maximum likelihood estimator of the scale parameter in IWD is introduced. We then derived the Bayes estimators for the scale parameter in IWD by considering quasi, gamma, and uniform priors distributions under the square error, entropy, and precautionary loss functions. Finally, the different proposed estimators have been compared by the extensive simulation studies in corresponding the mean square errors and the evolution of risk functions.

  10. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

    DEFF Research Database (Denmark)

    Proietti, Tommaso; Marczak, Martyna; Mazzi, Gianluigi

    EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom–up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model...... of a set of coincident time series handling mixed frequencies of observation and ragged–edged data structures. They reflect both parameter and filtering uncertainty and are obtained by implementing a bootstrap algorithm for simulating from the distribution of the maximum likelihood estimators of the model...

  11. Estimation from incomplete multinomial data. Ph.D. Thesis - Harvard Univ.

    Science.gov (United States)

    Credeur, K. R.

    1978-01-01

    The vector of multinomial cell probabilities was estimated from incomplete data, incomplete in that it contains partially classified observations. Each such partially classified observation was observed to fall in one of two or more selected categories but was not classified further into a single category. The data were assumed to be incomplete at random. The estimation criterion was minimization of risk for quadratic loss. The estimators were the classical maximum likelihood estimate, the Bayesian posterior mode, and the posterior mean. An approximation was developed for the posterior mean. The Dirichlet, the conjugate prior for the multinomial distribution, was assumed for the prior distribution.

  12. Targeting estimation of CCC-GARCH models with infinite fourth moments

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard

    . In this paper we consider the large-sample properties of the variance targeting estimator for the multivariate extended constant conditional correlation GARCH model when the distribution of the data generating process has infinite fourth moments. Using non-standard limit theory we derive new results...... for the estimator stating that its limiting distribution is multivariate stable. The rate of consistency of the estimator is slower than √Τ (as obtained by the quasi-maximum likelihood estimator) and depends on the tails of the data generating process....

  13. Bayesian centroid estimation for motif discovery.

    Science.gov (United States)

    Carvalho, Luis

    2013-01-01

    Biological sequences may contain patterns that signal important biomolecular functions; a classical example is regulation of gene expression by transcription factors that bind to specific patterns in genomic promoter regions. In motif discovery we are given a set of sequences that share a common motif and aim to identify not only the motif composition, but also the binding sites in each sequence of the set. We propose a new centroid estimator that arises from a refined and meaningful loss function for binding site inference. We discuss the main advantages of centroid estimation for motif discovery, including computational convenience, and how its principled derivation offers further insights about the posterior distribution of binding site configurations. We also illustrate, using simulated and real datasets, that the centroid estimator can differ from the traditional maximum a posteriori or maximum likelihood estimators.

  14. Bayesian centroid estimation for motif discovery.

    Directory of Open Access Journals (Sweden)

    Luis Carvalho

    Full Text Available Biological sequences may contain patterns that signal important biomolecular functions; a classical example is regulation of gene expression by transcription factors that bind to specific patterns in genomic promoter regions. In motif discovery we are given a set of sequences that share a common motif and aim to identify not only the motif composition, but also the binding sites in each sequence of the set. We propose a new centroid estimator that arises from a refined and meaningful loss function for binding site inference. We discuss the main advantages of centroid estimation for motif discovery, including computational convenience, and how its principled derivation offers further insights about the posterior distribution of binding site configurations. We also illustrate, using simulated and real datasets, that the centroid estimator can differ from the traditional maximum a posteriori or maximum likelihood estimators.

  15. Interoperability between OPC UA and AutomationML

    OpenAIRE

    Henßen, Robert; Schleipen, Miriam

    2014-01-01

    OPC UA (OPC Unified Architecture) is a platform-independent standard series (IEC 62541) [1], [2] for communication of industrial automation devices and systems. The OPC Unified Architecture is an advanced communication technology for process control. Certainly the launching costs for the initial information model are quite high. AutomationML (Automation Markup Language) is an upcoming open standard series (IEC 62714) [3], [4] for describing production plants or plant components. The goal of t...

  16. Measurement processing for state estimation and fault identification in batch fermentations

    Directory of Open Access Journals (Sweden)

    R. Dondo

    2004-09-01

    Full Text Available This work describes an application of maximum likelihood identification and statistical detection techniques for determining the presence and nature of abnormal behaviors in batch fermentations. By appropriately organizing these established techniques, a novel algorithm that is able to detect and isolate faults in nonlinear and uncertain processes was developed. The technique processes residuals from a nonlinear filter based on the assumed model of fermentation. This information is combined with mass balances to conduct statistical tests that are used as the core of the detection procedure. The approach uses a sliding window to capture the present statistical properties of filtering and mass-balance residuals. In order to avoid divergence of the nonlinear monitor filter, the maximum likelihood states and parameters are periodically estimated. The maximum likelihood parameters are used to update the kinetic parameter values of the monitor filter. If the occurrence of a fault is detected, alternative faulty model structures are evaluated statistically through the use of log-likelihood function values and chi2 detection tests. Simulation obtained for xanthan gum batch fermentations are encouraging.

  17. PERFORMANCE ANALYSIS OF METHODS FOR ESTIMATING WEIBULL PARAMETERS FOR WIND SPEED DISTRIBUTION IN THE DISTRICT OF MAROUA

    Directory of Open Access Journals (Sweden)

    D. Kidmo Kaoga

    2015-07-01

    Full Text Available In this study, five numerical Weibull distribution methods, namely, the maximum likelihood method, the modified maximum likelihood method (MLM, the energy pattern factor method (EPF, the graphical method (GM, and the empirical method (EM were explored using hourly synoptic data collected from 1985 to 2013 in the district of Maroua in Cameroon. The performance analysis revealed that the MLM was the most accurate model followed by the EPF and the GM. Furthermore, the comparison between the wind speed standard deviation predicted by the proposed models and the measured data showed that the MLM has a smaller relative error of -3.33% on average compared to -11.67% on average for the EPF and -8.86% on average for the GM. As a result, the MLM was precisely recommended to estimate the scale and shape parameters for an accurate and efficient wind energy potential evaluation.

  18. PERFORMANCE ANALYSIS OF METHODS FOR ESTIMATING WEIBULL PARAMETERS FOR WIND SPEED DISTRIBUTION IN THE DISTRICT OF MAROUA

    Directory of Open Access Journals (Sweden)

    D. Kidmo Kaoga

    2014-12-01

    Full Text Available In this study, five numerical Weibull distribution methods, namely, the maximum likelihood method, the modified maximum likelihood method (MLM, the energy pattern factor method (EPF, the graphical method (GM, and the empirical method (EM were explored using hourly synoptic data collected from 1985 to 2013 in the district of Maroua in Cameroon. The performance analysis revealed that the MLM was the most accurate model followed by the EPF and the GM. Furthermore, the comparison between the wind speed standard deviation predicted by the proposed models and the measured data showed that the MLM has a smaller relative error of -3.33% on average compared to -11.67% on average for the EPF and -8.86% on average for the GM. As a result, the MLM was precisely recommended to estimate the scale and shape parameters for an accurate and efficient wind energy potential evaluation.

  19. Regression estimators for generic health-related quality of life and quality-adjusted life years.

    Science.gov (United States)

    Basu, Anirban; Manca, Andrea

    2012-01-01

    To develop regression models for outcomes with truncated supports, such as health-related quality of life (HRQoL) data, and account for features typical of such data such as a skewed distribution, spikes at 1 or 0, and heteroskedasticity. Regression estimators based on features of the Beta distribution. First, both a single equation and a 2-part model are presented, along with estimation algorithms based on maximum-likelihood, quasi-likelihood, and Bayesian Markov-chain Monte Carlo methods. A novel Bayesian quasi-likelihood estimator is proposed. Second, a simulation exercise is presented to assess the performance of the proposed estimators against ordinary least squares (OLS) regression for a variety of HRQoL distributions that are encountered in practice. Finally, the performance of the proposed estimators is assessed by using them to quantify the treatment effect on QALYs in the EVALUATE hysterectomy trial. Overall model fit is studied using several goodness-of-fit tests such as Pearson's correlation test, link and reset tests, and a modified Hosmer-Lemeshow test. The simulation results indicate that the proposed methods are more robust in estimating covariate effects than OLS, especially when the effects are large or the HRQoL distribution has a large spike at 1. Quasi-likelihood techniques are more robust than maximum likelihood estimators. When applied to the EVALUATE trial, all but the maximum likelihood estimators produce unbiased estimates of the treatment effect. One and 2-part Beta regression models provide flexible approaches to regress the outcomes with truncated supports, such as HRQoL, on covariates, after accounting for many idiosyncratic features of the outcomes distribution. This work will provide applied researchers with a practical set of tools to model outcomes in cost-effectiveness analysis.

  20. Revisiting Boltzmann learning: parameter estimation in Markov random fields

    DEFF Research Database (Denmark)

    Hansen, Lars Kai; Andersen, Lars Nonboe; Kjems, Ulrik

    1996-01-01

    This article presents a generalization of the Boltzmann machine that allows us to use the learning rule for a much wider class of maximum likelihood and maximum a posteriori problems, including both supervised and unsupervised learning. Furthermore, the approach allows us to discuss regularization...... and generalization in the context of Boltzmann machines. We provide an illustrative example concerning parameter estimation in an inhomogeneous Markov field. The regularized adaptation produces a parameter set that closely resembles the “teacher” parameters, hence, will produce segmentations that closely reproduce...