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.

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.

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

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.

Classification rates: non‐parametric verses parametric models using ...

African Journals Online (AJOL)

This research sought to establish if non parametric modeling achieves a higher correct classification ratio than a parametric model. The local likelihood technique was used to model fit the data sets. The same sets of data were modeled using parametric logit and the abilities of the two models to correctly predict the binary ...

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

Parametric and Non-Parametric System Modelling

DEFF Research Database (Denmark)

Nielsen, Henrik Aalborg

1999-01-01

the focus is on combinations of parametric and non-parametric methods of regression. This combination can be in terms of additive models where e.g. one or more non-parametric term is added to a linear regression model. It can also be in terms of conditional parametric models where the coefficients...... considered. It is shown that adaptive estimation in conditional parametric models can be performed by combining the well known methods of local polynomial regression and recursive least squares with exponential forgetting. The approach used for estimation in conditional parametric models also highlights how...... networks is included. In this paper, neural networks are used for predicting the electricity production of a wind farm. The results are compared with results obtained using an adaptively estimated ARX-model. Finally, two papers on stochastic differential equations are included. In the first paper, among...

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.

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.

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

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.

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.

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.

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)

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

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.

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

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.

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)

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

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...

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.

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)

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...

Parametric Roll Resonance Detection using Phase Correlation and Log-likelihood Testing Techniques

DEFF Research Database (Denmark)

Galeazzi, Roberto; Blanke, Mogens; Poulsen, Niels Kjølstad

2009-01-01

generation warning system the purpose of which is to provide the master with an onboard system able to trigger an alarm when parametric roll is likely to happen within the immediate future. A detection scheme is introduced, which is able to issue a warning within five roll periods after a resonant motion......Real-time detection of parametric roll is still an open issue that is gathering an increasing attention. A first generation warning systems, based on guidelines and polar diagrams, showed their potential to face issues like long-term prediction and risk assessment. This paper presents a second...... started. After having determined statistical properties of the signals at hand, a detector based on the generalised log-likelihood ratio test (GLRT) is designed to look for variation in signal power. The ability of the detector to trigger alarms when parametric roll is going to onset is evaluated on two...

On Parametric (and Non-Parametric Variation

Directory of Open Access Journals (Sweden)

Neil Smith

2009-11-01

Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.

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.

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.

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.

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.

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...

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.

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.

A maximum pseudo-likelihood approach for estimating species trees under the coalescent model

Directory of Open Access Journals (Sweden)

Edwards Scott V

2010-10-01

Full Text Available Abstract Background Several phylogenetic approaches have been developed to estimate species trees from collections of gene trees. However, maximum likelihood approaches for estimating species trees under the coalescent model are limited. Although the likelihood of a species tree under the multispecies coalescent model has already been derived by Rannala and Yang, it can be shown that the maximum likelihood estimate (MLE of the species tree (topology, branch lengths, and population sizes from gene trees under this formula does not exist. In this paper, we develop a pseudo-likelihood function of the species tree to obtain maximum pseudo-likelihood estimates (MPE of species trees, with branch lengths of the species tree in coalescent units. Results We show that the MPE of the species tree is statistically consistent as the number M of genes goes to infinity. In addition, the probability that the MPE of the species tree matches the true species tree converges to 1 at rate O(M -1. The simulation results confirm that the maximum pseudo-likelihood approach is statistically consistent even when the species tree is in the anomaly zone. We applied our method, Maximum Pseudo-likelihood for Estimating Species Trees (MP-EST to a mammal dataset. The four major clades found in the MP-EST tree are consistent with those in the Bayesian concatenation tree. The bootstrap supports for the species tree estimated by the MP-EST method are more reasonable than the posterior probability supports given by the Bayesian concatenation method in reflecting the level of uncertainty in gene trees and controversies over the relationship of four major groups of placental mammals. Conclusions MP-EST can consistently estimate the topology and branch lengths (in coalescent units of the species tree. Although the pseudo-likelihood is derived from coalescent theory, and assumes no gene flow or horizontal gene transfer (HGT, the MP-EST method is robust to a small amount of HGT in the

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

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)

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

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

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 ...

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.

Empirical likelihood

CERN Document Server

Owen, Art B

2001-01-01

Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies empirical likelihood to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Abundant figures offer vi...

GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS

Directory of Open Access Journals (Sweden)

S. Sridevi

2013-02-01

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

Maximum likelihood 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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2009-06-01

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

Maximum likelihood 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...

A Parametric k-Means Algorithm

Science.gov (United States)

Tarpey, Thaddeus

2007-01-01

Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692

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...

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

International Nuclear Information System (INIS)

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

1996-06-01

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

Maximum likelihood 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...

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

Parametric inference for discretely sampled stochastic differential equations

DEFF Research Database (Denmark)

Sørensen, Michael

A review is given of parametric estimation methods for discretely sampled mul- tivariate diffusion processes. The main focus is on estimating functions and asymp- totic results. Maximum likelihood estimation is briefly considered, but the emphasis is on computationally less demanding martingale...

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

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.

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...

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...

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

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

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

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.

Likelihood inference for unions of interacting discs

DEFF Research Database (Denmark)

Møller, Jesper; Helisova, K.

2010-01-01

This is probably the first paper which discusses likelihood inference for a random set using a germ-grain model, where the individual grains are unobservable, edge effects occur and other complications appear. We consider the case where the grains form a disc process modelled by a marked point...... process, where the germs are the centres and the marks are the associated radii of the discs. We propose to use a recent parametric class of interacting disc process models, where the minimal sufficient statistic depends on various geometric properties of the random set, and the density is specified......-based maximum likelihood inference and the effect of specifying different reference Poisson models....

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...

Parametric optimization of thermoelectric elements footprint for maximum power generation

DEFF Research Database (Denmark)

Rezania, A.; Rosendahl, Lasse; Yin, Hao

2014-01-01

The development studies in thermoelectric generator (TEG) systems are mostly disconnected to parametric optimization of the module components. In this study, optimum footprint ratio of n- and p-type thermoelectric (TE) elements is explored to achieve maximum power generation, maximum cost......-performance, and variation of efficiency in the uni-couple over a wide range of the heat transfer coefficient on the cold junction. The three-dimensional (3D) governing equations of the thermoelectricity and the heat transfer are solved using the finite element method (FEM) for temperature dependent properties of TE...... materials. The results, which are in good agreement with the previous computational studies, show that the maximum power generation and the maximum cost-performance in the module occur at An/Ap

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.

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

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...

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.

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

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

Assessing pupil and school performance by non-parametric and parametric techniques

NARCIS (Netherlands)

de Witte, K.; Thanassoulis, E.; Simpson, G.; Battisti, G.; Charlesworth-May, A.

2010-01-01

This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall

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

International Nuclear Information System (INIS)

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

2007-01-01

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

Maximum Likelihood, 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...

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.

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.

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.

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...

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.

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…

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.

STATIONARITY OF ANNUAL MAXIMUM DAILY STREAMFLOW TIME SERIES IN SOUTH-EAST BRAZILIAN RIVERS

Directory of Open Access Journals (Sweden)

Jorge Machado Damázio

2015-08-01

Full Text Available DOI: 10.12957/cadest.2014.18302The paper presents a statistical analysis of annual maxima daily streamflow between 1931 and 2013 in South-East Brazil focused in detecting and modelling non-stationarity aspects. Flood protection for the large valleys in South-East Brazil is provided by multiple purpose reservoir systems built during 20th century, which design and operation plans has been done assuming stationarity of historical flood time series. Land cover changes and rapidly-increasing level of atmosphere greenhouse gases of the last century may be affecting flood regimes in these valleys so that it can be that nonstationary modelling should be applied to re-asses dam safety and flood control operation rules at the existent reservoir system. Six annual maximum daily streamflow time series are analysed. The time series were plotted together with fitted smooth loess functions and non-parametric statistical tests are performed to check the significance of apparent trends shown by the plots. Non-stationarity is modelled by fitting univariate extreme value distribution functions which location varies linearly with time. Stationarity and non-stationarity modelling are compared with the likelihood ratio statistic. In four of the six analyzed time series non-stationarity modelling outperformed stationarity modelling.Keywords: Stationarity; Extreme Value Distributions; Flood Frequency Analysis; Maximum Likelihood Method.

STATCAT, Statistical Analysis of Parametric and Non-Parametric Data

International Nuclear Information System (INIS)

David, Hugh

1990-01-01

1 - Description of program or function: A suite of 26 programs designed to facilitate the appropriate statistical analysis and data handling of parametric and non-parametric data, using classical and modern univariate and multivariate methods. 2 - Method of solution: Data is read entry by entry, using a choice of input formats, and the resultant data bank is checked for out-of- range, rare, extreme or missing data. The completed STATCAT data bank can be treated by a variety of descriptive and inferential statistical methods, and modified, using other standard programs as required

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.

Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests

OpenAIRE

von Hirschhausen, Christian R.; Cullmann, Astrid

2005-01-01

Abstract This paper applies parametric and non-parametric and parametric tests to assess the efficiency of electricity distribution companies in Germany. We address traditional issues in electricity sector benchmarking, such as the role of scale effects and optimal utility size, as well as new evidence specific to the situation in Germany. We use labour, capital, and peak load capacity as inputs, and units sold and the number of customers as output. The data cover 307 (out of 553) ...

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.

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...

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 (...

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…

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.

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.

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/

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.

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

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.

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…

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…

A maximum likelihood framework for protein design

Directory of Open Access Journals (Sweden)

Philippe Hervé

2006-06-01

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

Maximum likelihood-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.

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.

Elemental composition of cosmic rays using a maximum likelihood method

International Nuclear Information System (INIS)

Ruddick, K.

1996-01-01

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

Maximum likelihood 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...

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.

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.

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

On the quirks of maximum parsimony and likelihood on phylogenetic networks.

Science.gov (United States)

Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles

2017-03-21

Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogenetic networks, which can display such events, are becoming of more and more interest in phylogenetic research. It is therefore necessary to extend concepts like maximum parsimony from phylogenetic trees to networks. Several suggestions for possible extensions can be found in recent literature, for instance the softwired and the hardwired parsimony concepts. In this paper, we analyze the so-called big parsimony problem under these two concepts, i.e. we investigate maximum parsimonious networks and analyze their properties. In particular, we show that finding a softwired maximum parsimony network is possible in polynomial time. We also show that the set of maximum parsimony networks for the hardwired definition always contains at least one phylogenetic tree. Lastly, we investigate some parallels of parsimony to different likelihood concepts on phylogenetic networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

Modeling gene expression measurement error: a quasi-likelihood approach

Directory of Open Access Journals (Sweden)

Strimmer Korbinian

2003-03-01

Full Text Available Abstract Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale. Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood. Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic variance structure of the data. As the quasi-likelihood behaves (almost like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also

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

Using non-parametric methods in econometric production analysis

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

2012-01-01

by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...

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.

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.

The equivalence of information-theoretic and likelihood-based methods for neural dimensionality reduction.

Directory of Open Access Journals (Sweden)

Ross S Williamson

2015-04-01

Full Text Available Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron's probability of spiking. One popular method, known as maximally informative dimensions (MID, uses an information-theoretic quantity known as "single-spike information" to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex.

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.

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)

Parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method of ledre profile attributes

Science.gov (United States)

Hastuti, S.; Harijono; Murtini, E. S.; Fibrianto, K.

2018-03-01

This current study is aimed to investigate the use of parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method. Ledre as Bojonegoro unique local food product was used as point of interest, in which 319 panelists were involved in the study. The result showed that ledre is characterized as easy-crushed texture, sticky in mouth, stingy sensation and easy to swallow. It has also strong banana flavour with brown in colour. Compared to eggroll and semprong, ledre has more variances in terms of taste as well the roll length. As RATA questionnaire is designed to collect categorical data, non-parametric approach is the common statistical procedure. However, similar results were also obtained as parametric approach, regardless the fact of non-normal distributed data. Thus, it suggests that parametric approach can be applicable for consumer study with large number of respondents, even though it may not satisfy the assumption of ANOVA (Analysis of Variances).

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...

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...

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...

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.

Using multinomial and imprecise probability for non-parametric modelling of rainfall in Manizales (Colombia

Directory of Open Access Journals (Sweden)

Ibsen Chivatá Cárdenas

2008-05-01

Full Text Available This article presents a rainfall model constructed by applying non-parametric modelling and imprecise probabilities; these tools were used because there was not enough homogeneous information in the study area. The area’s hydro-logical information regarding rainfall was scarce and existing hydrological time series were not uniform. A distributed extended rainfall model was constructed from so-called probability boxes (p-boxes, multinomial probability distribu-tion and confidence intervals (a friendly algorithm was constructed for non-parametric modelling by combining the last two tools. This model confirmed the high level of uncertainty involved in local rainfall modelling. Uncertainty en-compassed the whole range (domain of probability values thereby showing the severe limitations on information, leading to the conclusion that a detailed estimation of probability would lead to significant error. Nevertheless, rele-vant information was extracted; it was estimated that maximum daily rainfall threshold (70 mm would be surpassed at least once every three years and the magnitude of uncertainty affecting hydrological parameter estimation. This paper’s conclusions may be of interest to non-parametric modellers and decisions-makers as such modelling and imprecise probability represents an alternative for hydrological variable assessment and maybe an obligatory proce-dure in the future. Its potential lies in treating scarce information and represents a robust modelling strategy for non-seasonal stochastic modelling conditions

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

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.

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…

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.

Experimental Sentinel-2 LAI estimation using parametric, non-parametric and physical retrieval methods - A comparison

NARCIS (Netherlands)

Verrelst, Jochem; Rivera, Juan Pablo; Veroustraete, Frank; Muñoz-Marí, Jordi; Clevers, J.G.P.W.; Camps-Valls, Gustau; Moreno, José

2015-01-01

Given the forthcoming availability of Sentinel-2 (S2) images, this paper provides a systematic comparison of retrieval accuracy and processing speed of a multitude of parametric, non-parametric and physically-based retrieval methods using simulated S2 data. An experimental field dataset (SPARC),

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.

Performances of non-parametric statistics in sensitivity analysis and parameter ranking

International Nuclear Information System (INIS)

Saltelli, A.

1987-01-01

Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis

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

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

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.

Preliminary attempt on maximum likelihood tomosynthesis reconstruction of DEI data

International Nuclear Information System (INIS)

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

2009-01-01

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

Marginal Maximum Likelihood Estimation of Item Response Models in R

Directory of Open Access Journals (Sweden)

Matthew S. Johnson

2007-02-01

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

Synchronization of chaos in non-identical parametrically excited systems

International Nuclear Information System (INIS)

Idowu, B.A.; Vincent, U.E.; Njah, A.N.

2009-01-01

In this paper, we investigate the synchronization of chaotic systems consisting of non-identical parametrically excited oscillators. The active control technique is employed to design control functions based on Lyapunov stability theory and Routh-Hurwitz criteria so as to achieve global chaos synchronization between a parametrically excited gyroscope and each of the parametrically excited pendulum and Duffing oscillator. Numerical simulations are implemented to verify the results.

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.

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)

Estimating technical efficiency in the hospital sector with panel data: a comparison of parametric and non-parametric techniques.

Science.gov (United States)

Siciliani, Luigi

2006-01-01

Policy makers are increasingly interested in developing performance indicators that measure hospital efficiency. These indicators may give the purchasers of health services an additional regulatory tool to contain health expenditure. Using panel data, this study compares different parametric (econometric) and non-parametric (linear programming) techniques for the measurement of a hospital's technical efficiency. This comparison was made using a sample of 17 Italian hospitals in the years 1996-9. Highest correlations are found in the efficiency scores between the non-parametric data envelopment analysis under the constant returns to scale assumption (DEA-CRS) and several parametric models. Correlation reduces markedly when using more flexible non-parametric specifications such as data envelopment analysis under the variable returns to scale assumption (DEA-VRS) and the free disposal hull (FDH) model. Correlation also generally reduces when moving from one output to two-output specifications. This analysis suggests that there is scope for developing performance indicators at hospital level using panel data, but it is important that extensive sensitivity analysis is carried out if purchasers wish to make use of these indicators in practice.

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.

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

Zero- vs. one-dimensional, parametric vs. non-parametric, and confidence interval vs. hypothesis testing procedures in one-dimensional biomechanical trajectory analysis.

Science.gov (United States)

Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A

2015-05-01

Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

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.

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

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.

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

Estimating genetic covariance functions assuming a parametric correlation structure for environmental effects

Directory of Open Access Journals (Sweden)

Meyer Karin

2001-11-01

Full Text Available Abstract A random regression model for the analysis of "repeated" records in animal breeding is described which combines a random regression approach for additive genetic and other random effects with the assumption of a parametric correlation structure for within animal covariances. Both stationary and non-stationary correlation models involving a small number of parameters are considered. Heterogeneity in within animal variances is modelled through polynomial variance functions. Estimation of parameters describing the dispersion structure of such model by restricted maximum likelihood via an "average information" algorithm is outlined. An application to mature weight records of beef cow is given, and results are contrasted to those from analyses fitting sets of random regression coefficients for permanent environmental effects.

Maximum likelihood estimation for cytogenetic dose-response curves

International Nuclear Information System (INIS)

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

1983-10-01

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

Maximum likelihood estimation for cytogenetic dose-response curves

Energy Technology Data Exchange (ETDEWEB)

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

1983-10-01

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

Non-Parametric Estimation of Correlation Functions

DEFF Research Database (Denmark)

Brincker, Rune; Rytter, Anders; Krenk, Steen

In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are point...

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.

Comparative Study of Parametric and Non-parametric Approaches in Fault Detection and Isolation

DEFF Research Database (Denmark)

Katebi, S.D.; Blanke, M.; Katebi, M.R.

This report describes a comparative study between two approaches to fault detection and isolation in dynamic systems. The first approach uses a parametric model of the system. The main components of such techniques are residual and signature generation for processing and analyzing. The second...... approach is non-parametric in the sense that the signature analysis is only dependent on the frequency or time domain information extracted directly from the input-output signals. Based on these approaches, two different fault monitoring schemes are developed where the feature extraction and fault decision...

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.

Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

Science.gov (United States)

Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

2016-01-01

In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration

Study of forecasting maximum demand of electric power

Energy Technology Data Exchange (ETDEWEB)

Yoo, B.C.; Hwang, Y.J. [Korea Energy Economics Institute, Euiwang (Korea, Republic of)

1997-08-01

As far as the past performances of power supply and demand in Korea is concerned, one of the striking phenomena is that there have been repeated periodic surpluses and shortages of power generation facilities. Precise assumption and prediction of power demands is the basic work in establishing a supply plan and carrying out the right policy since facilities investment of the power generation industry requires a tremendous amount of capital and a long construction period. The purpose of this study is to study a model for the inference and prediction of a more precise maximum demand under these backgrounds. The non-parametric model considered in this study, paying attention to meteorological factors such as temperature and humidity, does not have a simple proportionate relationship with the maximum power demand, but affects it through mutual complicated nonlinear interaction. I used the non-parametric inference technique by introducing meteorological effects without importing any literal assumption on the interaction of temperature and humidity preliminarily. According to the analysis result, it is found that the non-parametric model that introduces the number of tropical nights which shows the continuity of the meteorological effect has better prediction power than the linear model. The non- parametric model that considers both the number of tropical nights and the number of cooling days at the same time is a model for predicting maximum demand. 7 refs., 6 figs., 9 tabs.

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.

Likelihood updating of random process load and resistance parameters by monitoring

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2003-01-01

that maximum likelihood estimation is a rational alternative to an arbitrary weighting for least square fitting. The derived likelihood function gets singularities if the spectrum is prescribed with zero values at some frequencies. This is often the case for models of technically relevant processes......, even though it is of complicated mathematical form, allows an approximate Bayesian updating and control of the time development of the parameters. Some of these parameters can be structural parameters that by too much change reveal progressing damage or other malfunctioning. Thus current process......Spectral parameters for a stationary Gaussian process are most often estimated by Fourier transformation of a realization followed by some smoothing procedure. This smoothing is often a weighted least square fitting of some prespecified parametric form of the spectrum. In this paper it is shown...

Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration

DEFF Research Database (Denmark)

Nielsen, Morten Ø.; Frederiksen, Per Houmann

2005-01-01

In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods. The es...... the time domain parametric methods, and (4) without sufficient trimming of scales the wavelet-based estimators are heavily biased.......In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods....... The estimators are briefly introduced and compared, and the criteria adopted for measuring finite sample performance are bias and root mean squared error. Most importantly, the simulations reveal that (1) the frequency domain maximum likelihood procedure is superior to the time domain parametric methods, (2) all...

Digital spectral analysis parametric, non-parametric and advanced methods

CERN Document Server

Castanié, Francis

2013-01-01

Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature.The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models.An entire chapter is devoted to the non-parametric methods most widely used in industry.High resolution methods a

The Semiparametric Normal Variance-Mean Mixture Model

DEFF Research Database (Denmark)

Korsholm, Lars

1997-01-01

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....

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.

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.

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-09-01

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

A 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)

Non-parametric Tuning of PID Controllers A Modified Relay-Feedback-Test Approach

CERN Document Server

Boiko, Igor

2013-01-01

The relay feedback test (RFT) has become a popular and efficient  tool used in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text.   Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) meth...

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

Revisiting non-degenerate parametric down-conversion

Indian Academy of Sciences (India)

conversion process is studied by recasting the time evolution equations for the basic op- erators in an equivalent ... We consider a model of non-degenerate parametric down-conversion process com- posed of two coupled ..... e−iωat and eiωbt have been left out in writing down the final results in ref. [4], even though these ...

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

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...

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.

Bayesian non- and semi-parametric methods and applications

CERN Document Server

Rossi, Peter

2014-01-01

This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number

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...

Composite likelihood and two-stage estimation in family studies

DEFF Research Database (Denmark)

Andersen, Elisabeth Anne Wreford

2004-01-01

In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...

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

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).

Maximum a posteriori reconstruction of the Patlak parametric image from sinograms in dynamic PET

International Nuclear Information System (INIS)

Wang Guobao; Fu Lin; Qi Jinyi

2008-01-01

Parametric imaging using the Patlak graphical method has been widely used to analyze dynamic PET data. Conventionally a Patlak parametric image is generated by reconstructing a sequence of dynamic images first and then performing Patlak graphical analysis on the time-activity curves pixel-by-pixel. However, because it is rather difficult to model the noise distribution in reconstructed images, the spatially variant noise correlation is simply ignored in the Patlak analysis, which leads to sub-optimal results. In this paper we present a Bayesian method for reconstructing Patlak parametric images directly from raw sinogram data by incorporating the Patlak plot model into the image reconstruction procedure. A preconditioned conjugate gradient algorithm is used to find the maximum a posteriori solution. The proposed direct method is statistically more efficient than the conventional indirect approach because the Poisson noise distribution in PET data can be accurately modeled in the direct reconstruction. The computation cost of the direct method is similar to reconstruction time of two dynamic frames. Therefore, when more than two dynamic frames are used in the Patlak analysis, the direct method is faster than the conventional indirect approach. We conduct computer simulations to validate the proposed direct method. Comparisons with the conventional indirect approach show that the proposed method results in a more accurate estimate of the parametric image. The proposed method has been applied to dynamic fully 3D PET data from a microPET scanner

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)

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...

Non-parametric system identification from non-linear stochastic response

DEFF Research Database (Denmark)

Rüdinger, Finn; Krenk, Steen

2001-01-01

An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

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

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

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/.

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...

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

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.

Non-parametric smoothing of experimental data

International Nuclear Information System (INIS)

Kuketayev, A.T.; Pen'kov, F.M.

2007-01-01

Full text: Rapid processing of experimental data samples in nuclear physics often requires differentiation in order to find extrema. Therefore, even at the preliminary stage of data analysis, a range of noise reduction methods are used to smooth experimental data. There are many non-parametric smoothing techniques: interval averages, moving averages, exponential smoothing, etc. Nevertheless, it is more common to use a priori information about the behavior of the experimental curve in order to construct smoothing schemes based on the least squares techniques. The latter methodology's advantage is that the area under the curve can be preserved, which is equivalent to conservation of total speed of counting. The disadvantages of this approach include the lack of a priori information. For example, very often the sums of undifferentiated (by a detector) peaks are replaced with one peak during the processing of data, introducing uncontrolled errors in the determination of the physical quantities. The problem is solvable only by having experienced personnel, whose skills are much greater than the challenge. We propose a set of non-parametric techniques, which allows the use of any additional information on the nature of experimental dependence. The method is based on a construction of a functional, which includes both experimental data and a priori information. Minimum of this functional is reached on a non-parametric smoothed curve. Euler (Lagrange) differential equations are constructed for these curves; then their solutions are obtained analytically or numerically. The proposed approach allows for automated processing of nuclear physics data, eliminating the need for highly skilled laboratory personnel. Pursuant to the proposed approach is the possibility to obtain smoothing curves in a given confidence interval, e.g. according to the χ 2 distribution. This approach is applicable when constructing smooth solutions of ill-posed problems, in particular when solving

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

Likelihood devices in spatial statistics

NARCIS (Netherlands)

Zwet, E.W. van

1999-01-01

One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments

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.

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...

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

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.

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.

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.

Parametric and Non-Parametric Vibration-Based Structural Identification Under Earthquake Excitation

Science.gov (United States)

Pentaris, Fragkiskos P.; Fouskitakis, George N.

2014-05-01

The problem of modal identification in civil structures is of crucial importance, and thus has been receiving increasing attention in recent years. Vibration-based methods are quite promising as they are capable of identifying the structure's global characteristics, they are relatively easy to implement and they tend to be time effective and less expensive than most alternatives [1]. This paper focuses on the off-line structural/modal identification of civil (concrete) structures subjected to low-level earthquake excitations, under which, they remain within their linear operating regime. Earthquakes and their details are recorded and provided by the seismological network of Crete [2], which 'monitors' the broad region of south Hellenic arc, an active seismic region which functions as a natural laboratory for earthquake engineering of this kind. A sufficient number of seismic events are analyzed in order to reveal the modal characteristics of the structures under study, that consist of the two concrete buildings of the School of Applied Sciences, Technological Education Institute of Crete, located in Chania, Crete, Hellas. Both buildings are equipped with high-sensitivity and accuracy seismographs - providing acceleration measurements - established at the basement (structure's foundation) presently considered as the ground's acceleration (excitation) and at all levels (ground floor, 1st floor, 2nd floor and terrace). Further details regarding the instrumentation setup and data acquisition may be found in [3]. The present study invokes stochastic, both non-parametric (frequency-based) and parametric methods for structural/modal identification (natural frequencies and/or damping ratios). Non-parametric methods include Welch-based spectrum and Frequency response Function (FrF) estimation, while parametric methods, include AutoRegressive (AR), AutoRegressive with eXogeneous input (ARX) and Autoregressive Moving-Average with eXogeneous input (ARMAX) models[4, 5

Semi-parametric estimation for ARCH models

Directory of Open Access Journals (Sweden)

Raed Alzghool

2018-03-01

Full Text Available In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH model with Quasi likelihood (QL and Asymptotic Quasi-likelihood (AQL estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL, Asymptotic Quasi-likelihood (AQL, Martingale difference, Kernel estimator

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…

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan

2017-07-13

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Parametric methods for spatial point processes

DEFF Research Database (Denmark)

Møller, Jesper

is studied in Section 4, and Bayesian inference in Section 5. On one hand, as the development in computer technology and computational statistics continues,computationally-intensive simulation-based methods for likelihood inference probably will play a increasing role for statistical analysis of spatial...... inference procedures for parametric spatial point process models. The widespread use of sensible but ad hoc methods based on summary statistics of the kind studied in Chapter 4.3 have through the last two decades been supplied by likelihood based methods for parametric spatial point process models......(This text is submitted for the volume ‘A Handbook of Spatial Statistics' edited by A.E. Gelfand, P. Diggle, M. Fuentes, and P. Guttorp, to be published by Chapmand and Hall/CRC Press, and planned to appear as Chapter 4.4 with the title ‘Parametric methods'.) 1 Introduction This chapter considers...

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

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.

Sensitivity of Technical Efficiency Estimates to Estimation Methods: An Empirical Comparison of Parametric and Non-Parametric Approaches

OpenAIRE

de-Graft Acquah, Henry

2014-01-01

This paper highlights the sensitivity of technical efficiency estimates to estimation approaches using empirical data. Firm specific technical efficiency and mean technical efficiency are estimated using the non parametric Data Envelope Analysis (DEA) and the parametric Corrected Ordinary Least Squares (COLS) and Stochastic Frontier Analysis (SFA) approaches. Mean technical efficiency is found to be sensitive to the choice of estimation technique. Analysis of variance and Tukey’s test sugge...

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...

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

Directory of Open Access Journals (Sweden)

Manuel Gil

2014-09-01

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

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

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.

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.

Bayesian non parametric modelling of Higgs pair production

Directory of Open Access Journals (Sweden)

Scarpa Bruno

2017-01-01

Full Text Available Statistical classification models are commonly used to separate a signal from a background. In this talk we face the problem of isolating the signal of Higgs pair production using the decay channel in which each boson decays into a pair of b-quarks. Typically in this context non parametric methods are used, such as Random Forests or different types of boosting tools. We remain in the same non-parametric framework, but we propose to face the problem following a Bayesian approach. A Dirichlet process is used as prior for the random effects in a logit model which is fitted by leveraging the Polya-Gamma data augmentation. Refinements of the model include the insertion in the simple model of P-splines to relate explanatory variables with the response and the use of Bayesian trees (BART to describe the atoms in the Dirichlet process.

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…

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...

Low default credit scoring using two-class non-parametric kernel density estimation

CSIR Research Space (South Africa)

Rademeyer, E

2016-12-01

Full Text Available This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include either...

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.

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)

kruX: matrix-based non-parametric eQTL discovery.

Science.gov (United States)

Qi, Jianlong; Asl, Hassan Foroughi; Björkegren, Johan; Michoel, Tom

2014-01-14

The Kruskal-Wallis test is a popular non-parametric statistical test for identifying expression quantitative trait loci (eQTLs) from genome-wide data due to its robustness against variations in the underlying genetic model and expression trait distribution, but testing billions of marker-trait combinations one-by-one can become computationally prohibitive. We developed kruX, an algorithm implemented in Matlab, Python and R that uses matrix multiplications to simultaneously calculate the Kruskal-Wallis test statistic for several millions of marker-trait combinations at once. KruX is more than ten thousand times faster than computing associations one-by-one on a typical human dataset. We used kruX and a dataset of more than 500k SNPs and 20k expression traits measured in 102 human blood samples to compare eQTLs detected by the Kruskal-Wallis test to eQTLs detected by the parametric ANOVA and linear model methods. We found that the Kruskal-Wallis test is more robust against data outliers and heterogeneous genotype group sizes and detects a higher proportion of non-linear associations, but is more conservative for calling additive linear associations. kruX enables the use of robust non-parametric methods for massive eQTL mapping without the need for a high-performance computing infrastructure and is freely available from http://krux.googlecode.com.

Non-asymptotic fractional order differentiators via an algebraic parametric method

KAUST Repository

Liu, Dayan; Gibaru, O.; Perruquetti, Wilfrid

2012-01-01

Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie's modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

Non-asymptotic fractional order differentiators via an algebraic parametric method

KAUST Repository

Liu, Dayan

2012-08-01

Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie\\'s modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

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.

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...

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...

Direct Parametric Reconstruction With Joint Motion Estimation/Correction for Dynamic Brain PET Data.

Science.gov (United States)

Jiao, Jieqing; Bousse, Alexandre; Thielemans, Kris; Burgos, Ninon; Weston, Philip S J; Schott, Jonathan M; Atkinson, David; Arridge, Simon R; Hutton, Brian F; Markiewicz, Pawel; Ourselin, Sebastien

2017-01-01

Direct reconstruction of parametric images from raw photon counts has been shown to improve the quantitative analysis of dynamic positron emission tomography (PET) data. However it suffers from subject motion which is inevitable during the typical acquisition time of 1-2 hours. In this work we propose a framework to jointly estimate subject head motion and reconstruct the motion-corrected parametric images directly from raw PET data, so that the effects of distorted tissue-to-voxel mapping due to subject motion can be reduced in reconstructing the parametric images with motion-compensated attenuation correction and spatially aligned temporal PET data. The proposed approach is formulated within the maximum likelihood framework, and efficient solutions are derived for estimating subject motion and kinetic parameters from raw PET photon count data. Results from evaluations on simulated [ 11 C]raclopride data using the Zubal brain phantom and real clinical [ 18 F]florbetapir data of a patient with Alzheimer's disease show that the proposed joint direct parametric reconstruction motion correction approach can improve the accuracy of quantifying dynamic PET data with large subject motion.

Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

DEFF Research Database (Denmark)

Høg, Esben

In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

DEFF Research Database (Denmark)

Høg, Esben

2003-01-01

In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

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

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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.

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)

Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

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Yunquan Song

2013-01-01

Full Text Available In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

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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.

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

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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.

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

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Adel Ahmadi

2015-01-01

Full Text Available Motivated by the decompositions of sphere and QR-based methods, in this paper we present an extremely fast maximum-likelihood (ML detection approach for quasi-orthogonal space-time block code (QOSTBC. The proposed algorithm with a relatively simple design exploits structure of quadrature amplitude modulation (QAM constellations to achieve its goal and can be extended to any arbitrary constellation. Our decoder utilizes a new decomposition technique for ML metric which divides the metric into independent positive parts and a positive interference part. Search spaces of symbols are substantially reduced by employing the independent parts and statistics of noise. Symbols within the search spaces are successively evaluated until the metric is minimized. Simulation results confirm that the proposed decoder’s performance is superior to many of the recently published state-of-the-art solutions in terms of complexity level. More specifically, it was possible to verify that application of the new algorithms with 1024-QAM would decrease the computational complexity compared to state-of-the-art solution with 16-QAM.

Performance of non-parametric algorithms for spatial mapping of tropical forest structure

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Liang Xu

2016-08-01

Full Text Available Abstract Background Mapping tropical forest structure is a critical requirement for accurate estimation of emissions and removals from land use activities. With the availability of a wide range of remote sensing imagery of vegetation characteristics from space, development of finer resolution and more accurate maps has advanced in recent years. However, the mapping accuracy relies heavily on the quality of input layers, the algorithm chosen, and the size and quality of inventory samples for calibration and validation. Results By using airborne lidar data as the “truth” and focusing on the mean canopy height (MCH as a key structural parameter, we test two commonly-used non-parametric techniques of maximum entropy (ME and random forest (RF for developing maps over a study site in Central Gabon. Results of mapping show that both approaches have improved accuracy with more input layers in mapping canopy height at 100 m (1-ha pixels. The bias-corrected spatial models further improve estimates for small and large trees across the tails of height distributions with a trade-off in increasing overall mean squared error that can be readily compensated by increasing the sample size. Conclusions A significant improvement in tropical forest mapping can be achieved by weighting the number of inventory samples against the choice of image layers and the non-parametric algorithms. Without future satellite observations with better sensitivity to forest biomass, the maps based on existing data will remain slightly biased towards the mean of the distribution and under and over estimating the upper and lower tails of the distribution.

Non-Parametric Analysis of Rating Transition and Default Data

DEFF Research Database (Denmark)

Fledelius, Peter; Lando, David; Perch Nielsen, Jens

2004-01-01

We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move b...

Non-parametric analysis of production efficiency of poultry egg ...

African Journals Online (AJOL)

Non-parametric analysis of production efficiency of poultry egg farmers in Delta ... analysis of factors affecting the output of poultry farmers showed that stock ... should be put in place for farmers to learn the best farm practices carried out on the ...

Efficient simulation and likelihood methods for non-neutral multi-allele models.

Science.gov (United States)

Joyce, Paul; Genz, Alan; Buzbas, Erkan Ozge

2012-06-01

Throughout the 1980s, Simon Tavaré made numerous significant contributions to population genetics theory. As genetic data, in particular DNA sequence, became more readily available, a need to connect population-genetic models to data became the central issue. The seminal work of Griffiths and Tavaré (1994a , 1994b , 1994c) was among the first to develop a likelihood method to estimate the population-genetic parameters using full DNA sequences. Now, we are in the genomics era where methods need to scale-up to handle massive data sets, and Tavaré has led the way to new approaches. However, performing statistical inference under non-neutral models has proved elusive. In tribute to Simon Tavaré, we present an article in spirit of his work that provides a computationally tractable method for simulating and analyzing data under a class of non-neutral population-genetic models. Computational methods for approximating likelihood functions and generating samples under a class of allele-frequency based non-neutral parent-independent mutation models were proposed by Donnelly, Nordborg, and Joyce (DNJ) (Donnelly et al., 2001). DNJ (2001) simulated samples of allele frequencies from non-neutral models using neutral models as auxiliary distribution in a rejection algorithm. However, patterns of allele frequencies produced by neutral models are dissimilar to patterns of allele frequencies produced by non-neutral models, making the rejection method inefficient. For example, in some cases the methods in DNJ (2001) require 10(9) rejections before a sample from the non-neutral model is accepted. Our method simulates samples directly from the distribution of non-neutral models, making simulation methods a practical tool to study the behavior of the likelihood and to perform inference on the strength of selection.

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

Further Empirical Results on Parametric Versus Non-Parametric IRT Modeling of Likert-Type Personality Data

Science.gov (United States)

Maydeu-Olivares, Albert

2005-01-01

Chernyshenko, Stark, Chan, Drasgow, and Williams (2001) investigated the fit of Samejima's logistic graded model and Levine's non-parametric MFS model to the scales of two personality questionnaires and found that the graded model did not fit well. We attribute the poor fit of the graded model to small amounts of multidimensionality present in…

Detuned mechanical parametric amplification as a quantum non-demolition measurement

International Nuclear Information System (INIS)

Szorkovszky, A; Bowen, W P; Clerk, A A; Doherty, A C

2014-01-01

Recently it has been demonstrated that the combination of continuous position detection with detuned parametric driving can lead to significant steady-state mechanical squeezing, far beyond the 3 dB limit normally associated with parametric driving. In this work, we show the close connection between this detuned scheme and quantum non-demolition (QND) measurement of a single mechanical quadrature. In particular, we show that applying an experimentally realistic detuned parametric drive to a cavity optomechanical system allows one to effectively realize a QND measurement despite being in the bad-cavity limit. In the limit of strong squeezing, we show that this scheme offers significant advantages over standard backaction evasion, not only by allowing operation in the weak measurement and low efficiency regimes, but also in terms of the purity of the mechanical state

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)

Change-Point and Trend Analysis on Annual Maximum Discharge in Continental United States

Science.gov (United States)

Serinaldi, F.; Villarini, G.; Smith, J. A.; Krajewski, W. F.

2008-12-01

Annual maximum discharge records from 36 stations representing different hydro-climatic regimes in the continental United States with at least 100 years of records are used to investigate the presence of temporal trends and abrupt changes in mean and variance. Change point analysis is performed by means of two non- parametric (Pettitt and CUSUM), one semi-parametric (Guan), and two parametric (Rodionov and Bayesian Change Point) tests. Two non-parametric (Mann-Kendall and Spearman) and one parametric (Pearson) tests are applied to detect the presence of temporal trends. Generalized Additive Model for Location Scale and Shape (GAMLSS) models are also used to parametrically model the streamflow data exploiting their flexibility to account for changes and temporal trends in the parameters of distribution functions. Additionally, serial correlation is assessed in advance by computing the autocorrelation function (ACF), and the Hurst parameter is estimated using two estimators (aggregated variance and differenced variance methods) to investigate the presence of long range dependence. The results of this study indicate lack of long range dependence in the maximum streamflow series. At some stations the authors found a statistically significant change point in the mean and/or variance, while in general they detected no statistically significant temporal trends.

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

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L. STRAGEVITCH

1997-03-01

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

PET image reconstruction using multi-parametric anato-functional priors

Science.gov (United States)

Mehranian, Abolfazl; Belzunce, Martin A.; Niccolini, Flavia; Politis, Marios; Prieto, Claudia; Turkheimer, Federico; Hammers, Alexander; Reader, Andrew J.

2017-08-01

In this study, we investigate the application of multi-parametric anato-functional (MR-PET) priors for the maximum a posteriori (MAP) reconstruction of brain PET data in order to address the limitations of the conventional anatomical priors in the presence of PET-MR mismatches. In addition to partial volume correction benefits, the suitability of these priors for reconstruction of low-count PET data is also introduced and demonstrated, comparing to standard maximum-likelihood (ML) reconstruction of high-count data. The conventional local Tikhonov and total variation (TV) priors and current state-of-the-art anatomical priors including the Kaipio, non-local Tikhonov prior with Bowsher and Gaussian similarity kernels are investigated and presented in a unified framework. The Gaussian kernels are calculated using both voxel- and patch-based feature vectors. To cope with PET and MR mismatches, the Bowsher and Gaussian priors are extended to multi-parametric priors. In addition, we propose a modified joint Burg entropy prior that by definition exploits all parametric information in the MAP reconstruction of PET data. The performance of the priors was extensively evaluated using 3D simulations and two clinical brain datasets of [18F]florbetaben and [18F]FDG radiotracers. For simulations, several anato-functional mismatches were intentionally introduced between the PET and MR images, and furthermore, for the FDG clinical dataset, two PET-unique active tumours were embedded in the PET data. Our simulation results showed that the joint Burg entropy prior far outperformed the conventional anatomical priors in terms of preserving PET unique lesions, while still reconstructing functional boundaries with corresponding MR boundaries. In addition, the multi-parametric extension of the Gaussian and Bowsher priors led to enhanced preservation of edge and PET unique features and also an improved bias-variance performance. In agreement with the simulation results, the clinical results

Angular spectrum characters of high gain non-critical phase match optical parametric oscillators

International Nuclear Information System (INIS)

Liu Jian-Hui; Liu Qiang; Gong Ma-Li

2011-01-01

The angular spectrum gain characters and the power magnification characters of high gain non-walk-off colinear optical parametric oscillators have been studied using the non-colinear phase match method for the first time. The experimental results of the KTiOAsO 4 and the KTiOPO 4 crystals are discussed in detail. At the high energy single resonant condition, low reflective ratio of the output mirror for the signal and long non-linear crystal are beneficial for small divergence angles. This method can also be used for other high gain non-walk-off phase match optical parametric processes. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

Science.gov (United States)

Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne

2012-12-01

In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.

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

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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.

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

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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.

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

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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.

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

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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.

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.

Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data

DEFF Research Database (Denmark)

Tan, Qihua; Thomassen, Mads; Burton, Mark

2017-01-01

the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray...... time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health....

Optomechanical entanglement via non-degenerate parametric interactions

Science.gov (United States)

Ahmed, Rizwan; Qamar, Shahid

2017-10-01

We present a scheme for the optomechanical entanglement between a micro-mechanical mirror and the field inside a bimodal cavity system using a non-degenerate optical parametric amplifier (NOPA). Our results show that the introduction of NOPA makes the entanglement stronger or more robust against the mean number of average thermal phonons and cavity decay. Interestingly, macroscopic entanglement depends upon the choice of the phase associated with classical field driving NOPA. We also consider the effects of input laser power on optomechanical entanglement.

A Non-standard Empirical Likelihood for Time Series

DEFF Research Database (Denmark)

Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.

Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage accuracy. As an alternative, this paper proposes a new version...... of BEL based on a simple, though non-standard, data-blocking rule which uses a data block of every possible length. Consequently, the method involves no block selection and is also anticipated to exhibit better coverage performance. Its non-standard blocking scheme, however, induces non......-standard asymptotics and requires a significantly different development compared to standard BEL. We establish the large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series. This limit law is not the usual chi...

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

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Zhang Zhang

2009-06-01

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

Maximum likelihood 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

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

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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.

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

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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.

Optomechanical entanglement via non-degenerate parametric interactions

International Nuclear Information System (INIS)

Ahmed, Rizwan; Qamar, Shahid

2017-01-01

We present a scheme for the optomechanical entanglement between a micro-mechanical mirror and the field inside a bimodal cavity system using a non-degenerate optical parametric amplifier (NOPA). Our results show that the introduction of NOPA makes the entanglement stronger or more robust against the mean number of average thermal phonons and cavity decay. Interestingly, macroscopic entanglement depends upon the choice of the phase associated with classical field driving NOPA. We also consider the effects of input laser power on optomechanical entanglement. (paper)

Non-parametric production analysis of pesticides use in the Netherlands

NARCIS (Netherlands)

Oude Lansink, A.G.J.M.; Silva, E.

2004-01-01

Many previous empirical studies on the productivity of pesticides suggest that pesticides are under-utilized in agriculture despite the general held believe that these inputs are substantially over-utilized. This paper uses data envelopment analysis (DEA) to calculate non-parametric measures of the

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.)

Non-parametric PSF estimation from celestial transit solar images using blind deconvolution

Directory of Open Access Journals (Sweden)

González Adriana

2016-01-01

Full Text Available Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF. Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting. The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated, and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.

Non-classical Signature of Parametric Fluorescence and its Application in Metrology

Directory of Open Access Journals (Sweden)

Hamar M.

2014-08-01

Full Text Available The article provides a short theoretical background of what the non-classical light means. We applied the criterion for the existence of non-classical effects derived by C.T. Lee on parametric fluorescence. The criterion was originally derived for the study of two light beams with one mode per beam. We checked if the criterion is still working for two multimode beams of parametric down-conversion through numerical simulations. The theoretical results were tested by measurement of photon number statistics of twin beams emitted by nonlinear BBO crystal pumped by intense femtoseconds UV pulse. We used ICCD camera as the detector of photons in both beams. It appears that the criterion can be used for the measurement of the quantum efficiencies of the ICCD cameras.

Non-parametric estimation of the individual's utility map

OpenAIRE

Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil

2013-01-01

Models of risky choice have attracted much attention in behavioural economics. Previous research has repeatedly demonstrated that individuals' choices are not well explained by expected utility theory, and a number of alternative models have been examined using carefully selected sets of choice alternatives. The model performance however, can depend on which choice alternatives are being tested. Here we develop a non-parametric method for estimating the utility map over the wide range of choi...

Non-parametric tests of productive efficiency with errors-in-variables

NARCIS (Netherlands)

Kuosmanen, T.K.; Post, T.; Scholtes, S.

2007-01-01

We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans

A comparative study of non-parametric models for identification of ...

African Journals Online (AJOL)

However, the frequency response method using random binary signals was good for unpredicted white noise characteristics and considered the best method for non-parametric system identifica-tion. The autoregressive external input (ARX) model was very useful for system identification, but on applicati-on, few input ...

Kernel bandwidth estimation for non-parametric density estimation: a comparative study

CSIR Research Space (South Africa)

Van der Walt, CM

2013-12-01

Full Text Available We investigate the performance of conventional bandwidth estimators for non-parametric kernel density estimation on a number of representative pattern-recognition tasks, to gain a better understanding of the behaviour of these estimators in high...

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.

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.

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

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°.

Continuous/discrete non parametric Bayesian belief nets with UNICORN and UNINET

NARCIS (Netherlands)

Cooke, R.M.; Kurowicka, D.; Hanea, A.M.; Morales Napoles, O.; Ababei, D.A.; Ale, B.J.M.; Roelen, A.

2007-01-01

Hanea et al. (2006) presented a method for quantifying and computing continuous/discrete non parametric Bayesian Belief Nets (BBN). Influences are represented as conditional rank correlations, and the joint normal copula enables rapid sampling and conditionalization. Further mathematical background

A non-parametric method for correction of global radiation observations

DEFF Research Database (Denmark)

Bacher, Peder; Madsen, Henrik; Perers, Bengt

2013-01-01

in the observations are corrected. These are errors such as: tilt in the leveling of the sensor, shadowing from surrounding objects, clipping and saturation in the signal processing, and errors from dirt and wear. The method is based on a statistical non-parametric clear-sky model which is applied to both...

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

Examples in parametric inference with R

CERN Document Server

Dixit, Ulhas Jayram

2016-01-01

This book discusses examples in parametric inference with R. Combining basic theory with modern approaches, it presents the latest developments and trends in statistical inference for students who do not have an advanced mathematical and statistical background. The topics discussed in the book are fundamental and common to many fields of statistical inference and thus serve as a point of departure for in-depth study. The book is divided into eight chapters: Chapter 1 provides an overview of topics on sufficiency and completeness, while Chapter 2 briefly discusses unbiased estimation. Chapter 3 focuses on the study of moments and maximum likelihood estimators, and Chapter 4 presents bounds for the variance. In Chapter 5, topics on consistent estimator are discussed. Chapter 6 discusses Bayes, while Chapter 7 studies some more powerful tests. Lastly, Chapter 8 examines unbiased and other tests. Senior undergraduate and graduate students in statistics and mathematics, and those who have taken an introductory cou...

Profile-likelihood Confidence Intervals in Item Response Theory Models.

Science.gov (United States)

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Numerical investigations of non-collinear optical parametric chirped pulse amplification for Laguerre-Gaussian vortex beam

Science.gov (United States)

Xu, Lu; Yu, Lianghong; Liang, Xiaoyan

2016-04-01

We present for the first time a scheme to amplify a Laguerre-Gaussian vortex beam based on non-collinear optical parametric chirped pulse amplification (OPCPA). In addition, a three-dimensional numerical model of non-collinear optical parametric amplification was deduced in the frequency domain, in which the effects of non-collinear configuration, temporal and spatial walk-off, group-velocity dispersion and diffraction were also taken into account, to trace the dynamics of the Laguerre-Gaussian vortex beam and investigate its critical parameters in the non-collinear OPCPA process. Based on the numerical simulation results, the scheme shows promise for implementation in a relativistic twisted laser pulse system, which will diversify the light-matter interaction field.

Likelihood inference of non-constant diversification rates with incomplete taxon sampling.

Science.gov (United States)

Höhna, Sebastian

2014-01-01

Large-scale phylogenies provide a valuable source to study background diversification rates and investigate if the rates have changed over time. Unfortunately most large-scale, dated phylogenies are sparsely sampled (fewer than 5% of the described species) and taxon sampling is not uniform. Instead, taxa are frequently sampled to obtain at least one representative per subgroup (e.g. family) and thus to maximize diversity (diversified sampling). So far, such complications have been ignored, potentially biasing the conclusions that have been reached. In this study I derive the likelihood of a birth-death process with non-constant (time-dependent) diversification rates and diversified taxon sampling. Using simulations I test if the true parameters and the sampling method can be recovered when the trees are small or medium sized (fewer than 200 taxa). The results show that the diversification rates can be inferred and the estimates are unbiased for large trees but are biased for small trees (fewer than 50 taxa). Furthermore, model selection by means of Akaike's Information Criterion favors the true model if the true rates differ sufficiently from alternative models (e.g. the birth-death model is recovered if the extinction rate is large and compared to a pure-birth model). Finally, I applied six different diversification rate models--ranging from a constant-rate pure birth process to a decreasing speciation rate birth-death process but excluding any rate shift models--on three large-scale empirical phylogenies (ants, mammals and snakes with respectively 149, 164 and 41 sampled species). All three phylogenies were constructed by diversified taxon sampling, as stated by the authors. However only the snake phylogeny supported diversified taxon sampling. Moreover, a parametric bootstrap test revealed that none of the tested models provided a good fit to the observed data. The model assumptions, such as homogeneous rates across species or no rate shifts, appear to be

Monitoring coastal marshes biomass with CASI: a comparison of parametric and non-parametric models

Science.gov (United States)

Mo, Y.; Kearney, M.

2017-12-01

Coastal marshes are important carbon sinks that face multiple natural and anthropogenic stresses. Optical remote sensing is a powerful tool for closely monitoring the biomass of coastal marshes. However, application of hyperspectral sensors on assessing the biomass of diverse coastal marsh ecosystems is limited. This study samples spectral and biophysical data from coastal freshwater, intermediate, brackish, and saline marshes in Louisiana, and develops parametric and non-parametric models for using the Compact Airborne Spectrographic Imager (CASI) to retrieve the marshes' biomass. Linear models and random forest models are developed from simulated CASI data (48 bands, 380-1050 nm, bandwidth 14 nm). Linear models are also developed using narrowband vegetation indices computed from all possible band combinations from the blue, red, and near infrared wavelengths. It is found that the linear models derived from the optimal narrowband vegetation indices provide strong predictions for the marshes' Leaf Area Index (LAI; R2 > 0.74 for ARVI), but not for their Aboveground Green Biomass (AGB; R2 > 0.25). The linear models derived from the simulated CASI data strongly predict the marshes' LAI (R2 = 0.93) and AGB (R2 = 0.71) and have 27 and 30 bands/variables in the final models through stepwise regression, respectively. The random forest models derived from the simulated CASI data also strongly predict the marshes' LAI and AGB (R2 = 0.91 and 0.84, respectively), where the most important variables for predicting LAI are near infrared bands at 784 and 756 nm and for predicting ABG are red bands at 684 and 670 nm. In sum, the random forest model is preferable for assessing coastal marsh biomass using CASI data as it offers high R2 for both LAI and AGB. The superior performance of the random forest model is likely to due to that it fully utilizes the full-spectrum data and makes no assumption of the approximate normality of the sampling population. This study offers solutions

A non-parametric hierarchical model to discover behavior dynamics from tracks

NARCIS (Netherlands)

Kooij, J.F.P.; Englebienne, G.; Gavrila, D.M.

2012-01-01

We present a novel non-parametric Bayesian model to jointly discover the dynamics of low-level actions and high-level behaviors of tracked people in open environments. Our model represents behaviors as Markov chains of actions which capture high-level temporal dynamics. Actions may be shared by

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

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.

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.

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.

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.

Maximum Simulated Likelihood and Expectation-Maximization Methods to Estimate Random Coefficients Logit with Panel Data

DEFF Research Database (Denmark)

Cherchi, Elisabetta; Guevara, Cristian

2012-01-01

with cross-sectional or with panel data, and (d) EM systematically attained more efficient estimators than the MSL method. The results imply that if the purpose of the estimation is only to determine the ratios of the model parameters (e.g., the value of time), the EM method should be preferred. For all......The random coefficients logit model allows a more realistic representation of agents' behavior. However, the estimation of that model may involve simulation, which may become impractical with many random coefficients because of the curse of dimensionality. In this paper, the traditional maximum...... simulated likelihood (MSL) method is compared with the alternative expectation- maximization (EM) method, which does not require simulation. Previous literature had shown that for cross-sectional data, MSL outperforms the EM method in the ability to recover the true parameters and estimation time...

Hadron Energy Reconstruction for ATLAS Barrel Combined Calorimeter Using Non-Parametrical Method

CERN Document Server

Kulchitskii, Yu A

2000-01-01

Hadron energy reconstruction for the ATLAS barrel prototype combined calorimeter in the framework of the non-parametrical method is discussed. The non-parametrical method utilizes only the known e/h ratios and the electron calibration constants and does not require the determination of any parameters by a minimization technique. Thus, this technique lends itself to fast energy reconstruction in a first level trigger. The reconstructed mean values of the hadron energies are within \\pm1% of the true values and the fractional energy resolution is [(58\\pm 3)%{\\sqrt{GeV}}/\\sqrt{E}+(2.5\\pm0.3)%]\\bigoplus(1.7\\pm0.2) GeV/E. The value of the e/h ratio obtained for the electromagnetic compartment of the combined calorimeter is 1.74\\pm0.04. Results of a study of the longitudinal hadronic shower development are also presented.

Speaker Linking and Applications using Non-Parametric Hashing Methods

Science.gov (United States)

2016-09-08

nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965. [9] E. A. Patrick...Speaker Linking and Applications using Non-Parametric Hashing Methods† Douglas Sturim and William M. Campbell MIT Lincoln Laboratory, Lexington, MA...with many approaches [1, 2]. For this paper, we focus on using i-vectors [2], but the methods apply to any embedding. For the task of speaker QBE and

Non-Intrusive Solution of Stochastic and Parametric Equations

KAUST Repository

Matthies, Hermann

2015-01-07

Many problems depend on parameters, which may be a finite set of numerical values, or mathematically more complicated objects like for example processes or fields. We address the situation where we have an equation which depends on parameters; stochastic equations are a special case of such parametric problems where the parameters are elements from a probability space. One common way to represent this dependability on parameters is by evaluating the state (or solution) of the system under investigation for different values of the parameters. But often one wants to evaluate the solution quickly for a new set of parameters where it has not been sampled. In this situation it may be advantageous to express the parameter dependent solution with an approximation which allows for rapid evaluation of the solution. Such approximations are also called proxy or surrogate models, response functions, or emulators. All these methods may be seen as functional approximations—representations of the solution by an “easily computable” function of the parameters, as opposed to pure samples. The most obvious methods of approximation used are based on interpolation, in this context often labelled as collocation. In the frequent situation where one has a “solver” for the equation for a given parameter value, i.e. a software component or a program, it is evident that this can be used to independently—if desired in parallel—solve for all the parameter values which subsequently may be used either for the interpolation or in the quadrature for the projection. Such methods are therefore uncoupled for each parameter value, and they additionally often carry the label “non-intrusive”. Without much argument all other methods— which produce a coupled system of equations–are almost always labelled as “intrusive”, meaning that one cannot use the original solver. We want to show here that this not necessarily the case. Another approach is to choose some other projection onto

Non-Intrusive Solution of Stochastic and Parametric Equations

KAUST Repository

Matthies, Hermann

2015-01-01

Many problems depend on parameters, which may be a finite set of numerical values, or mathematically more complicated objects like for example processes or fields. We address the situation where we have an equation which depends on parameters; stochastic equations are a special case of such parametric problems where the parameters are elements from a probability space. One common way to represent this dependability on parameters is by evaluating the state (or solution) of the system under investigation for different values of the parameters. But often one wants to evaluate the solution quickly for a new set of parameters where it has not been sampled. In this situation it may be advantageous to express the parameter dependent solution with an approximation which allows for rapid evaluation of the solution. Such approximations are also called proxy or surrogate models, response functions, or emulators. All these methods may be seen as functional approximations—representations of the solution by an “easily computable” function of the parameters, as opposed to pure samples. The most obvious methods of approximation used are based on interpolation, in this context often labelled as collocation. In the frequent situation where one has a “solver” for the equation for a given parameter value, i.e. a software component or a program, it is evident that this can be used to independently—if desired in parallel—solve for all the parameter values which subsequently may be used either for the interpolation or in the quadrature for the projection. Such methods are therefore uncoupled for each parameter value, and they additionally often carry the label “non-intrusive”. Without much argument all other methods— which produce a coupled system of equations–are almost always labelled as “intrusive”, meaning that one cannot use the original solver. We want to show here that this not necessarily the case. Another approach is to choose some other projection onto

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

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.

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.

Autonomous Supervision and Control of Parametric Roll Resonance

DEFF Research Database (Denmark)

Galeazzi, Roberto

therefore two objectives. The first is to develop methods for detection of the inception of parametric roll resonance. The second is to develop control strategies to stabilize the motion after parametric roll has started. Stabilisation of parametric roll resonance points to two possible courses of action...... strategies are then combined to stabilise parametric roll resonance within few roll cycles. Limitations on the maximum stabilisable roll angle are analysed and linked to the ii slew rate saturation and hydrodynamic stall characteristics of the fin stabilisers. The study on maximum stabilisable roll angle...... leads to the requirements for early detection. Two novel detectors are proposed, which work within a shorttime prediction horizon, and issue early warnings of parametric roll inception within few roll cycles from its onset. The main idea behind these detection schemes is that of exploiting the link...

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.

Modelling of extreme rainfall events in Peninsular Malaysia based on annual maximum and partial duration series

Science.gov (United States)

Zin, Wan Zawiah Wan; Shinyie, Wendy Ling; Jemain, Abdul Aziz

2015-02-01

In this study, two series of data for extreme rainfall events are generated based on Annual Maximum and Partial Duration Methods, derived from 102 rain-gauge stations in Peninsular from 1982-2012. To determine the optimal threshold for each station, several requirements must be satisfied and Adapted Hill estimator is employed for this purpose. A semi-parametric bootstrap is then used to estimate the mean square error (MSE) of the estimator at each threshold and the optimal threshold is selected based on the smallest MSE. The mean annual frequency is also checked to ensure that it lies in the range of one to five and the resulting data is also de-clustered to ensure independence. The two data series are then fitted to Generalized Extreme Value and Generalized Pareto distributions for annual maximum and partial duration series, respectively. The parameter estimation methods used are the Maximum Likelihood and the L-moment methods. Two goodness of fit tests are then used to evaluate the best-fitted distribution. The results showed that the Partial Duration series with Generalized Pareto distribution and Maximum Likelihood parameter estimation provides the best representation for extreme rainfall events in Peninsular Malaysia for majority of the stations studied. Based on these findings, several return values are also derived and spatial mapping are constructed to identify the distribution characteristic of extreme rainfall in Peninsular Malaysia.

A simulation study of likelihood inference procedures in rayleigh distribution with censored data

International Nuclear Information System (INIS)

Baklizi, S. A.; Baker, H. M.

2001-01-01

Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs

A non-parametric Bayesian approach to decompounding from high frequency data

NARCIS (Netherlands)

Gugushvili, Shota; van der Meulen, F.H.; Spreij, Peter

2016-01-01

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density f0 of its jump sizes, as well as of its intensity λ0. We take a Bayesian approach to the problem and specify the prior on f0 as the Dirichlet location mixture of normal densities.

Neural networks applied to the classification of remotely sensed data

NARCIS (Netherlands)

Mulder, Nanno; Spreeuwers, Lieuwe Jan

1991-01-01

A neural network with topology 2-8-8 is evaluated against the standard of supervised non-parametric maximum likelihood classification. The purpose of the evaluation is to compare the performance in terms of training speed and quality of classification. Classification is done on multispectral data

Parametric Imaging Of Digital Subtraction Angiography Studies For Renal Transplant Evaluation

Science.gov (United States)

Gallagher, Joe H.; Meaney, Thomas F.; Flechner, Stuart M.; Novick, Andrew C.; Buonocore, Edward

1981-11-01

A noninvasive method for diagnosing acute tubular necrosis and rejection would be an important tool for the management of renal transplant patients. From a sequence of digital subtraction angiographic images acquired after an intravenous injection of radiographic contrast material, the parametric images of the maximum contrast, the time when the maximum contrast is reached, and two times the time at which one half of the maximum contrast is reached are computed. The parametric images of the time when the maximum is reached clearly distinguish normal from abnormal renal function. However, it is the parametric image of two times the time when one half of the maximum is reached which provides some assistance in differentiating acute tubular necrosis from rejection.

Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data.

Science.gov (United States)

Tan, Qihua; Thomassen, Mads; Burton, Mark; Mose, Kristian Fredløv; Andersen, Klaus Ejner; Hjelmborg, Jacob; Kruse, Torben

2017-06-06

Modeling complex time-course patterns is a challenging issue in microarray study due to complex gene expression patterns in response to the time-course experiment. We introduce the generalized correlation coefficient and propose a combinatory approach for detecting, testing and clustering the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health.

Estimating the returns to education from a non-stationary dynamic programming model

DEFF Research Database (Denmark)

Belzil, Christian; Hansen, Jörgen

1997-01-01

ability at school and in the labor market which can be estimated non-parametrically. The construction of the likelihood based on eduction choices and wage data enables us to estimate the wage returns to education as well as the effect of education on non-wage benefits and/or job quality...

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

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.

2015-01-01

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaël

2015-11-17

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

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.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

Science.gov (United States)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

Directory of Open Access Journals (Sweden)

Jinchao Feng

2018-03-01

Full Text Available We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data. The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

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.

Notes on the Implementation of Non-Parametric Statistics within the Westinghouse Realistic Large Break LOCA Evaluation Model (ASTRUM)

International Nuclear Information System (INIS)

Frepoli, Cesare; Oriani, Luca

2006-01-01

In recent years, non-parametric or order statistics methods have been widely used to assess the impact of the uncertainties within Best-Estimate LOCA evaluation models. The bounding of the uncertainties is achieved with a direct Monte Carlo sampling of the uncertainty attributes, with the minimum trial number selected to 'stabilize' the estimation of the critical output values (peak cladding temperature (PCT), local maximum oxidation (LMO), and core-wide oxidation (CWO A non-parametric order statistics uncertainty analysis was recently implemented within the Westinghouse Realistic Large Break LOCA evaluation model, also referred to as 'Automated Statistical Treatment of Uncertainty Method' (ASTRUM). The implementation or interpretation of order statistics in safety analysis is not fully consistent within the industry. This has led to an extensive public debate among regulators and researchers which can be found in the open literature. The USNRC-approved Westinghouse method follows a rigorous implementation of the order statistics theory, which leads to the execution of 124 simulations within a Large Break LOCA analysis. This is a solid approach which guarantees that a bounding value (at 95% probability) of the 95 th percentile for each of the three 10 CFR 50.46 ECCS design acceptance criteria (PCT, LMO and CWO) is obtained. The objective of this paper is to provide additional insights on the ASTRUM statistical approach, with a more in-depth analysis of pros and cons of the order statistics and of the Westinghouse approach in the implementation of this statistical methodology. (authors)

A multi-instrument non-parametric reconstruction of the electron pressure profile in the galaxy cluster CLJ1226.9+3332

Science.gov (United States)

Romero, C.; McWilliam, M.; Macías-Pérez, J.-F.; Adam, R.; Ade, P.; André, P.; Aussel, H.; Beelen, A.; Benoît, A.; Bideaud, A.; Billot, N.; Bourrion, O.; Calvo, M.; Catalano, A.; Coiffard, G.; Comis, B.; de Petris, M.; Désert, F.-X.; Doyle, S.; Goupy, J.; Kramer, C.; Lagache, G.; Leclercq, S.; Lestrade, J.-F.; Mauskopf, P.; Mayet, F.; Monfardini, A.; Pascale, E.; Perotto, L.; Pisano, G.; Ponthieu, N.; Revéret, V.; Ritacco, A.; Roussel, H.; Ruppin, F.; Schuster, K.; Sievers, A.; Triqueneaux, S.; Tucker, C.; Zylka, R.

2018-04-01

Context. In the past decade, sensitive, resolved Sunyaev-Zel'dovich (SZ) studies of galaxy clusters have become common. Whereas many previous SZ studies have parameterized the pressure profiles of galaxy clusters, non-parametric reconstructions will provide insights into the thermodynamic state of the intracluster medium. Aim. We seek to recover the non-parametric pressure profiles of the high redshift (z = 0.89) galaxy cluster CLJ 1226.9+3332 as inferred from SZ data from the MUSTANG, NIKA, Bolocam, and Planck instruments, which all probe different angular scales. Methods: Our non-parametric algorithm makes use of logarithmic interpolation, which under the assumption of ellipsoidal symmetry is analytically integrable. For MUSTANG, NIKA, and Bolocam we derive a non-parametric pressure profile independently and find good agreement among the instruments. In particular, we find that the non-parametric profiles are consistent with a fitted generalized Navaro-Frenk-White (gNFW) profile. Given the ability of Planck to constrain the total signal, we include a prior on the integrated Compton Y parameter as determined by Planck. Results: For a given instrument, constraints on the pressure profile diminish rapidly beyond the field of view. The overlap in spatial scales probed by these four datasets is therefore critical in checking for consistency between instruments. By using multiple instruments, our analysis of CLJ 1226.9+3332 covers a large radial range, from the central regions to the cluster outskirts: 0.05 R500 generation of SZ instruments such as NIKA2 and MUSTANG2.

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

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

Likelihood inference of non-constant diversification rates with incomplete taxon sampling.

Directory of Open Access Journals (Sweden)

Sebastian Höhna

Full Text Available Large-scale phylogenies provide a valuable source to study background diversification rates and investigate if the rates have changed over time. Unfortunately most large-scale, dated phylogenies are sparsely sampled (fewer than 5% of the described species and taxon sampling is not uniform. Instead, taxa are frequently sampled to obtain at least one representative per subgroup (e.g. family and thus to maximize diversity (diversified sampling. So far, such complications have been ignored, potentially biasing the conclusions that have been reached. In this study I derive the likelihood of a birth-death process with non-constant (time-dependent diversification rates and diversified taxon sampling. Using simulations I test if the true parameters and the sampling method can be recovered when the trees are small or medium sized (fewer than 200 taxa. The results show that the diversification rates can be inferred and the estimates are unbiased for large trees but are biased for small trees (fewer than 50 taxa. Furthermore, model selection by means of Akaike's Information Criterion favors the true model if the true rates differ sufficiently from alternative models (e.g. the birth-death model is recovered if the extinction rate is large and compared to a pure-birth model. Finally, I applied six different diversification rate models--ranging from a constant-rate pure birth process to a decreasing speciation rate birth-death process but excluding any rate shift models--on three large-scale empirical phylogenies (ants, mammals and snakes with respectively 149, 164 and 41 sampled species. All three phylogenies were constructed by diversified taxon sampling, as stated by the authors. However only the snake phylogeny supported diversified taxon sampling. Moreover, a parametric bootstrap test revealed that none of the tested models provided a good fit to the observed data. The model assumptions, such as homogeneous rates across species or no rate shifts, appear

Analyzing multivariate survival data using composite likelihood and flexible parametric modeling of the hazard functions

DEFF Research Database (Denmark)

Nielsen, Jan; Parner, Erik

2010-01-01

In this paper, we model multivariate time-to-event data by composite likelihood of pairwise frailty likelihoods and marginal hazards using natural cubic splines. Both right- and interval-censored data are considered. The suggested approach is applied on two types of family studies using the gamma...

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.].

Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

OpenAIRE

Chan, Kin Wai; Meng, Xiao-Li

2017-01-01

Multiple imputation (MI) inference handles missing data by first properly imputing the missing values $m$ times, and then combining the $m$ analysis results from applying a complete-data procedure to each of the completed datasets. However, the existing method for combining likelihood ratio tests has multiple defects: (i) the combined test statistic can be negative in practice when the reference null distribution is a standard $F$ distribution; (ii) it is not invariant to re-parametrization; ...

A simple non-parametric goodness-of-fit test for elliptical copulas

Directory of Open Access Journals (Sweden)

Jaser Miriam

2017-12-01

Full Text Available In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins. Nominal level and power of the proposed test are investigated in a Monte Carlo study. An empirical application illustrates our goodness-of-fit test at work.

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

On the insufficiency of arbitrarily precise covariance matrices: non-Gaussian weak-lensing likelihoods

Science.gov (United States)

Sellentin, Elena; Heavens, Alan F.

2018-01-01

We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a data set, and then measures the non-Gaussian correlations that remain. This procedure flags pairs of data points that depend on each other in a non-Gaussian fashion, and thereby identifies where the assumption of a Gaussian likelihood breaks down. Using this diagnosis, we find that non-Gaussian correlations in the CFHTLenS cosmic shear correlation functions are significant. With a simple exclusion of the most contaminated data points, the posterior for s8 is shifted without broadening, but we find no significant reduction in the tension with s8 derived from Planck cosmic microwave background data. However, we also show that the one-point distributions of the correlation statistics are noticeably skewed, such that sound weak-lensing data sets are intrinsically likely to lead to a systematically low lensing amplitude being inferred. The detected non-Gaussianities get larger with increasing angular scale such that for future wide-angle surveys such as Euclid or LSST, with their very small statistical errors, the large-scale modes are expected to be increasingly affected. The shifts in posteriors may then not be negligible and we recommend that these diagnostic tests be run as part of future analyses.

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

A multitemporal and non-parametric approach for assessing the impacts of drought on vegetation greenness

DEFF Research Database (Denmark)

Carrao, Hugo; Sepulcre, Guadalupe; Horion, Stéphanie Marie Anne F

2013-01-01

This study evaluates the relationship between the frequency and duration of meteorological droughts and the subsequent temporal changes on the quantity of actively photosynthesizing biomass (greenness) estimated from satellite imagery on rainfed croplands in Latin America. An innovative non-parametric...... and non-supervised approach, based on the Fisher-Jenks optimal classification algorithm, is used to identify multi-scale meteorological droughts on the basis of empirical cumulative distributions of 1, 3, 6, and 12-monthly precipitation totals. As input data for the classifier, we use the gridded GPCC...... for the period between 1998 and 2010. The time-series analysis of vegetation greenness is performed during the growing season with a non-parametric method, namely the seasonal Relative Greenness (RG) of spatially accumulated fAPAR. The Global Land Cover map of 2000 and the GlobCover maps of 2005/2006 and 2009...

Piezoelectric energy harvesting with parametric uncertainty

International Nuclear Information System (INIS)

Ali, S F; Friswell, M I; Adhikari, S

2010-01-01

The design and analysis of energy harvesting devices is becoming increasing important in recent years. Most of the literature has focused on the deterministic analysis of these systems and the problem of uncertain parameters has received less attention. Energy harvesting devices exhibit parametric uncertainty due to errors in measurement, errors in modelling and variability in the parameters during manufacture. This paper investigates the effect of parametric uncertainty in the mechanical system on the harvested power, and derives approximate explicit formulae for the optimal electrical parameters that maximize the mean harvested power. The maximum of the mean harvested power decreases with increasing uncertainty, and the optimal frequency at which the maximum mean power occurs shifts. The effect of the parameter variance on the optimal electrical time constant and optimal coupling coefficient are reported. Monte Carlo based simulation results are used to further analyse the system under parametric uncertainty

A non-parametric framework for estimating threshold limit values

Directory of Open Access Journals (Sweden)

Ulm Kurt

2005-11-01

Full Text Available Abstract Background To estimate a threshold limit value for a compound known to have harmful health effects, an 'elbow' threshold model is usually applied. We are interested on non-parametric flexible alternatives. Methods We describe how a step function model fitted by isotonic regression can be used to estimate threshold limit values. This method returns a set of candidate locations, and we discuss two algorithms to select the threshold among them: the reduced isotonic regression and an algorithm considering the closed family of hypotheses. We assess the performance of these two alternative approaches under different scenarios in a simulation study. We illustrate the framework by analysing the data from a study conducted by the German Research Foundation aiming to set a threshold limit value in the exposure to total dust at workplace, as a causal agent for developing chronic bronchitis. Results In the paper we demonstrate the use and the properties of the proposed methodology along with the results from an application. The method appears to detect the threshold with satisfactory success. However, its performance can be compromised by the low power to reject the constant risk assumption when the true dose-response relationship is weak. Conclusion The estimation of thresholds based on isotonic framework is conceptually simple and sufficiently powerful. Given that in threshold value estimation context there is not a gold standard method, the proposed model provides a useful non-parametric alternative to the standard approaches and can corroborate or challenge their findings.

Estimation of the limit of detection with a bootstrap-derived standard error by a partly non-parametric approach. Application to HPLC drug assays

DEFF Research Database (Denmark)

Linnet, Kristian

2005-01-01

Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...

Robust non-parametric one-sample tests for the analysis of recurrent events.

Science.gov (United States)

Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia

2010-12-30

One-sample non-parametric tests are proposed here for inference on recurring events. The focus is on the marginal mean function of events and the basis for inference is the standardized distance between the observed and the expected number of events under a specified reference rate. Different weights are considered in order to account for various types of alternative hypotheses on the mean function of the recurrent events process. A robust version and a stratified version of the test are also proposed. The performance of these tests was investigated through simulation studies under various underlying event generation processes, such as homogeneous and nonhomogeneous Poisson processes, autoregressive and renewal processes, with and without frailty effects. The robust versions of the test have been shown to be suitable in a wide variety of event generating processes. The motivating context is a study on gene therapy in a very rare immunodeficiency in children, where a major end-point is the recurrence of severe infections. Robust non-parametric one-sample tests for recurrent events can be useful to assess efficacy and especially safety in non-randomized studies or in epidemiological studies for comparison with a standard population. Copyright © 2010 John Wiley & Sons, Ltd.

Hyperbolic Cosine–Exponentiated Exponential Lifetime Distribution and its Application in Reliability

Directory of Open Access Journals (Sweden)

Omid Kharazmi

2017-02-01

Full Text Available Recently, Kharazmi and Saadatinik (2016 introduced a new family of lifetime distributions called hyperbolic cosine – F (HCF distribution. In the present paper, it is focused on a special case of HCF family with exponentiated exponential distribution as a baseline distribution (HCEE. Various properties of the proposed distribution including explicit expressions for the moments, quantiles, mode, moment generating function, failure rate function, mean residual lifetime, order statistics and expression of the entropy are derived. Estimating parameters of HCEE distribution are obtained by eight estimation methods: maximum likelihood, Bayesian, maximum product of spacings, parametric bootstrap, non-parametric bootstrap, percentile, least-squares and weighted least-squares. A simulation study is conducted to examine the bias, mean square error of the maximum likelihood estimators. Finally, one real data set has been analyzed for illustrative purposes and it is observed that the proposed model fits better than Weibull, gamma and generalized exponential distributions.

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.

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)

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.

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.

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

Latest astronomical constraints on some non-linear parametric dark energy models

Science.gov (United States)

Yang, Weiqiang; Pan, Supriya; Paliathanasis, Andronikos

2018-04-01

We consider non-linear redshift-dependent equation of state parameters as dark energy models in a spatially flat Friedmann-Lemaître-Robertson-Walker universe. To depict the expansion history of the universe in such cosmological scenarios, we take into account the large-scale behaviour of such parametric models and fit them using a set of latest observational data with distinct origin that includes cosmic microwave background radiation, Supernove Type Ia, baryon acoustic oscillations, redshift space distortion, weak gravitational lensing, Hubble parameter measurements from cosmic chronometers, and finally the local Hubble constant from Hubble space telescope. The fitting technique avails the publicly available code Cosmological Monte Carlo (COSMOMC), to extract the cosmological information out of these parametric dark energy models. From our analysis, it follows that those models could describe the late time accelerating phase of the universe, while they are distinguished from the Λ-cosmology.

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

The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models

OpenAIRE

GROENEBOOM, PIET; JONGBLOED, GEURT; WELLNER, JON A.

2008-01-01

In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the ‘Aspect problem’ in quantum physics.

Measuring energy performance with sectoral heterogeneity: A non-parametric frontier approach

International Nuclear Information System (INIS)

Wang, H.; Ang, B.W.; Wang, Q.W.; Zhou, P.

2017-01-01

Evaluating economy-wide energy performance is an integral part of assessing the effectiveness of a country's energy efficiency policy. Non-parametric frontier approach has been widely used by researchers for such a purpose. This paper proposes an extended non-parametric frontier approach to studying economy-wide energy efficiency and productivity performances by accounting for sectoral heterogeneity. Relevant techniques in index number theory are incorporated to quantify the driving forces behind changes in the economy-wide energy productivity index. The proposed approach facilitates flexible modelling of different sectors' production processes, and helps to examine sectors' impact on the aggregate energy performance. A case study of China's economy-wide energy efficiency and productivity performances in its 11th five-year plan period (2006–2010) is presented. It is found that sectoral heterogeneities in terms of energy performance are significant in China. Meanwhile, China's economy-wide energy productivity increased slightly during the study period, mainly driven by the technical efficiency improvement. A number of other findings have also been reported. - Highlights: • We model economy-wide energy performance by considering sectoral heterogeneity. • The proposed approach can identify sectors' impact on the aggregate energy performance. • Obvious sectoral heterogeneities are identified in evaluating China's energy performance.

Multi-Directional Non-Parametric Analysis of Agricultural Efficiency

DEFF Research Database (Denmark)

Balezentis, Tomas

This thesis seeks to develop methodologies for assessment of agricultural efficiency and employ them to Lithuanian family farms. In particular, we focus on three particular objectives throughout the research: (i) to perform a fully non-parametric analysis of efficiency effects, (ii) to extend...... to the Multi-Directional Efficiency Analysis approach when the proposed models were employed to analyse empirical data of Lithuanian family farm performance, we saw substantial differences in efficiencies associated with different inputs. In particular, assets appeared to be the least efficiently used input...... relative to labour, intermediate consumption and land (in some cases land was not treated as a discretionary input). These findings call for further research on relationships among financial structure, investment decisions, and efficiency in Lithuanian family farms. Application of different techniques...

Evaluation of model-based versus non-parametric monaural noise-reduction approaches for hearing aids.

Science.gov (United States)

Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker

2012-08-01

Single channel noise reduction has been well investigated and seems to have reached its limits in terms of speech intelligibility improvement, however, the quality of such schemes can still be advanced. This study tests to what extent novel model-based processing schemes might improve performance in particular for non-stationary noise conditions. Two prototype model-based algorithms, a speech-model-based, and a auditory-model-based algorithm were compared to a state-of-the-art non-parametric minimum statistics algorithm. A speech intelligibility test, preference rating, and listening effort scaling were performed. Additionally, three objective quality measures for the signal, background, and overall distortions were applied. For a better comparison of all algorithms, particular attention was given to the usage of the similar Wiener-based gain rule. The perceptual investigation was performed with fourteen hearing-impaired subjects. The results revealed that the non-parametric algorithm and the auditory model-based algorithm did not affect speech intelligibility, whereas the speech-model-based algorithm slightly decreased intelligibility. In terms of subjective quality, both model-based algorithms perform better than the unprocessed condition and the reference in particular for highly non-stationary noise environments. Data support the hypothesis that model-based algorithms are promising for improving performance in non-stationary noise conditions.

Debt and growth: A non-parametric approach

Science.gov (United States)

Brida, Juan Gabriel; Gómez, David Matesanz; Seijas, Maria Nela

2017-11-01

In this study, we explore the dynamic relationship between public debt and economic growth by using a non-parametric approach based on data symbolization and clustering methods. The study uses annual data of general government consolidated gross debt-to-GDP ratio and gross domestic product for sixteen countries between 1977 and 2015. Using symbolic sequences, we introduce a notion of distance between the dynamical paths of different countries. Then, a Minimal Spanning Tree and a Hierarchical Tree are constructed from time series to help detecting the existence of groups of countries sharing similar economic performance. The main finding of the study appears for the period 2008-2016 when several countries surpassed the 90% debt-to-GDP threshold. During this period, three groups (clubs) of countries are obtained: high, mid and low indebted countries, suggesting that the employed debt-to-GDP threshold drives economic dynamics for the selected countries.

Non-parametric transformation for data correlation and integration: From theory to practice

Energy Technology Data Exchange (ETDEWEB)

Datta-Gupta, A.; Xue, Guoping; Lee, Sang Heon [Texas A& M Univ., College Station, TX (United States)

1997-08-01

The purpose of this paper is two-fold. First, we introduce the use of non-parametric transformations for correlating petrophysical data during reservoir characterization. Such transformations are completely data driven and do not require a priori functional relationship between response and predictor variables which is the case with traditional multiple regression. The transformations are very general, computationally efficient and can easily handle mixed data types for example, continuous variables such as porosity, permeability and categorical variables such as rock type, lithofacies. The power of the non-parametric transformation techniques for data correlation has been illustrated through synthetic and field examples. Second, we utilize these transformations to propose a two-stage approach for data integration during heterogeneity characterization. The principal advantages of our approach over traditional cokriging or cosimulation methods are: (1) it does not require a linear relationship between primary and secondary data, (2) it exploits the secondary information to its fullest potential by maximizing the correlation between the primary and secondary data, (3) it can be easily applied to cases where several types of secondary or soft data are involved, and (4) it significantly reduces variance function calculations and thus, greatly facilitates non-Gaussian cosimulation. We demonstrate the data integration procedure using synthetic and field examples. The field example involves estimation of pore-footage distribution using well data and multiple seismic attributes.

MEASURING DARK MATTER PROFILES NON-PARAMETRICALLY IN DWARF SPHEROIDALS: AN APPLICATION TO DRACO

International Nuclear Information System (INIS)

Jardel, John R.; Gebhardt, Karl; Fabricius, Maximilian H.; Williams, Michael J.; Drory, Niv

2013-01-01

We introduce a novel implementation of orbit-based (or Schwarzschild) modeling that allows dark matter density profiles to be calculated non-parametrically in nearby galaxies. Our models require no assumptions to be made about velocity anisotropy or the dark matter profile. The technique can be applied to any dispersion-supported stellar system, and we demonstrate its use by studying the Local Group dwarf spheroidal galaxy (dSph) Draco. We use existing kinematic data at larger radii and also present 12 new radial velocities within the central 13 pc obtained with the VIRUS-W integral field spectrograph on the 2.7 m telescope at McDonald Observatory. Our non-parametric Schwarzschild models find strong evidence that the dark matter profile in Draco is cuspy for 20 ≤ r ≤ 700 pc. The profile for r ≥ 20 pc is well fit by a power law with slope α = –1.0 ± 0.2, consistent with predictions from cold dark matter simulations. Our models confirm that, despite its low baryon content relative to other dSphs, Draco lives in a massive halo.

Likelihood inference for unions of interacting discs

DEFF Research Database (Denmark)

Møller, Jesper; Helisová, Katarina

To the best of our knowledge, this is the first paper which discusses likelihood inference or a random set using a germ-grain model, where the individual grains are unobservable edge effects occur, and other complications appear. We consider the case where the grains form a disc process modelled...... is specified with respect to a given marked Poisson model (i.e. a Boolean model). We show how edge effects and other complications can be handled by considering a certain conditional likelihood. Our methodology is illustrated by analyzing Peter Diggle's heather dataset, where we discuss the results...... of simulation-based maximum likelihood inference and the effect of specifying different reference Poisson models....

Nonparametric predictive inference for combining diagnostic tests with parametric copula

Science.gov (United States)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Phylogenetic analysis using parsimony and likelihood methods.

Science.gov (United States)

Yang, Z

1996-02-01

The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were

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.

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.

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

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.

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

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...

A parametrization of two-dimensional turbulence based on a maximum entropy production principle with a local conservation of energy

International Nuclear Information System (INIS)

Chavanis, Pierre-Henri

2014-01-01

In the context of two-dimensional (2D) turbulence, we apply the maximum entropy production principle (MEPP) by enforcing a local conservation of energy. This leads to an equation for the vorticity distribution that conserves all the Casimirs, the energy, and that increases monotonically the mixing entropy (H-theorem). Furthermore, the equation for the coarse-grained vorticity dissipates monotonically all the generalized enstrophies. These equations may provide a parametrization of 2D turbulence. They do not generally relax towards the maximum entropy state. The vorticity current vanishes for any steady state of the 2D Euler equation. Interestingly, the equation for the coarse-grained vorticity obtained from the MEPP turns out to coincide, after some algebraic manipulations, with the one obtained with the anticipated vorticity method. This shows a connection between these two approaches when the conservation of energy is treated locally. Furthermore, the newly derived equation, which incorporates a diffusion term and a drift term, has a nice physical interpretation in terms of a selective decay principle. This sheds new light on both the MEPP and the anticipated vorticity method. (paper)

A Maximum Entropy Approach to Loss Distribution Analysis

Directory of Open Access Journals (Sweden)

Marco Bee

2013-03-01

Full Text Available In this paper we propose an approach to the estimation and simulation of loss distributions based on Maximum Entropy (ME, a non-parametric technique that maximizes the Shannon entropy of the data under moment constraints. Special cases of the ME density correspond to standard distributions; therefore, this methodology is very general as it nests most classical parametric approaches. Sampling the ME distribution is essential in many contexts, such as loss models constructed via compound distributions. Given the difficulties in carrying out exact simulation,we propose an innovative algorithm, obtained by means of an extension of Adaptive Importance Sampling (AIS, for the approximate simulation of the ME distribution. Several numerical experiments confirm that the AIS-based simulation technique works well, and an application to insurance data gives further insights in the usefulness of the method for modelling, estimating and simulating loss distributions.

Using non-parametric methods in econometric production analysis

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...

Non-linear auto-regressive models for cross-frequency coupling in neural time series

Science.gov (United States)

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

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

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

Non-Parametric Bayesian Updating within the Assessment of Reliability for Offshore Wind Turbine Support Structures

DEFF Research Database (Denmark)

Ramirez, José Rangel; Sørensen, John Dalsgaard

2011-01-01

This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian u...

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

Detection of Parametric Roll on Ships

DEFF Research Database (Denmark)

Galeazzi, Roberto; Blanke, Mogens; Poulsen, Niels Kjølstad

2012-01-01

phenomenon could make the navigator change ship’s speed and heading, and these remedial actions could make the vessel escape the bifurcation. This chapter proposes non-parametric methods to detect the onset of parametric roll resonance. Theoretical conditions for parametric resonance are re...... on experimental data from towing tank tests and data from a container ship passing an Atlantic storm....

Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios

OpenAIRE

Müller, Ulrich A; Bürgi, Roland; Dacorogna, Michel M

2004-01-01

The fortune and the risk of a business venture depends on the future course of the economy. There is a strong demand for economic forecasts and scenarios that can be applied to planning and modeling. While there is an ongoing debate on modeling economic scenarios, the bootstrapping (or resampling) approach presented here has several advantages. As a non-parametric method, it directly relies on past market behaviors rather than debatable assumptions on models and parameters. Simultaneous dep...

Semiparametric mixtures in case-controlstudies

NARCIS (Netherlands)

Murphy, S.A.; van der Vaart, A.W.

2001-01-01

We consider likelihood based inference in a class of logistic models for case-control studies with a partially observed covariate. The likelihood is a combination of a nonparametric mixture, a parametric likelihood, and an empirical likelihood. We prove the asymptotic normality of the maximum

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

A local non-parametric model for trade sign inference

Science.gov (United States)

Blazejewski, Adam; Coggins, Richard

2005-03-01

We investigate a regularity in market order submission strategies for 12 stocks with large market capitalization on the Australian Stock Exchange. The regularity is evidenced by a predictable relationship between the trade sign (trade initiator), size of the trade, and the contents of the limit order book before the trade. We demonstrate this predictability by developing an empirical inference model to classify trades into buyer-initiated and seller-initiated. The model employs a local non-parametric method, k-nearest neighbor, which in the past was used successfully for chaotic time series prediction. The k-nearest neighbor with three predictor variables achieves an average out-of-sample classification accuracy of 71.40%, compared to 63.32% for the linear logistic regression with seven predictor variables. The result suggests that a non-linear approach may produce a more parsimonious trade sign inference model with a higher out-of-sample classification accuracy. Furthermore, for most of our stocks the observed regularity in market order submissions seems to have a memory of at least 30 trading days.

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.; Ma, Y.; Sang, H.

2011-01-01

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.

2011-05-24

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

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.

PHAZE, Parametric Hazard Function Estimation

International Nuclear Information System (INIS)

2002-01-01

1 - Description of program or function: Phaze performs statistical inference calculations on a hazard function (also called a failure rate or intensity function) based on reported failure times of components that are repaired and restored to service. Three parametric models are allowed: the exponential, linear, and Weibull hazard models. The inference includes estimation (maximum likelihood estimators and confidence regions) of the parameters and of the hazard function itself, testing of hypotheses such as increasing failure rate, and checking of the model assumptions. 2 - Methods: PHAZE assumes that the failures of a component follow a time-dependent (or non-homogenous) Poisson process and that the failure counts in non-overlapping time intervals are independent. Implicit in the independence property is the assumption that the component is restored to service immediately after any failure, with negligible repair time. The failures of one component are assumed to be independent of those of another component; a proportional hazards model is used. Data for a component are called time censored if the component is observed for a fixed time-period, or plant records covering a fixed time-period are examined, and the failure times are recorded. The number of these failures is random. Data are called failure censored if the component is kept in service until a predetermined number of failures has occurred, at which time the component is removed from service. In this case, the number of failures is fixed, but the end of the observation period equals the final failure time and is random. A typical PHAZE session consists of reading failure data from a file prepared previously, selecting one of the three models, and performing data analysis (i.e., performing the usual statistical inference about the parameters of the model, with special emphasis on the parameter(s) that determine whether the hazard function is increasing). The final goals of the inference are a point estimate

Hyperbolic and semi-parametric models in finance

Science.gov (United States)

Bingham, N. H.; Kiesel, Rüdiger

2001-02-01

The benchmark Black-Scholes-Merton model of mathematical finance is parametric, based on the normal/Gaussian distribution. Its principal parametric competitor, the hyperbolic model of Barndorff-Nielsen, Eberlein and others, is briefly discussed. Our main theme is the use of semi-parametric models, incorporating the mean vector and covariance matrix as in the Markowitz approach, plus a non-parametric part, a scalar function incorporating features such as tail-decay. Implementation is also briefly discussed.

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Directory of Open Access Journals (Sweden)

Aurelio F. Bariviera

2018-01-01

Full Text Available This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called “day-of-the-week” effect is partly an artifact of the hidden correlation structure of the data. We present simulations based on artificial time series as well. While time series generated with long memory are prone to exhibit daily seasonality, pure white noise signals exhibit no pattern preference. Since ours is a non-parametric test, it requires no assumptions about the distribution of returns, so that it could be a practical alternative to conventional econometric tests. We also made an exhaustive application of the here-proposed technique to 83 stock indexes around the world. Finally, the paper highlights the relevance of symbolic analysis in economic time series studies.

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.

Practical likelihood analysis for spatial generalized linear mixed models

DEFF Research Database (Denmark)

Bonat, W. H.; Ribeiro, Paulo Justiniano

2016-01-01

We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

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.

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.

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

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.

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.

Unbinned likelihood analysis of EGRET observations

International Nuclear Information System (INIS)

Digel, Seth W.

2000-01-01

We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data

Parametric Methods for Order Tracking Analysis

DEFF Research Database (Denmark)

Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm

2017-01-01

Order tracking analysis is often used to find the critical speeds at which structural resonances are excited by a rotating machine. Typically, order tracking analysis is performed via non-parametric methods. In this report, however, we demonstrate some of the advantages of using a parametric method...

Parametric Study of Sealant Nozzle

Science.gov (United States)

Yamamoto, Yoshimi

It has become apparent in recent years the advancement of manufacturing processes in the aerospace industry. Sealant nozzles are a critical device in the use of fuel tank applications for optimal bonds and for ground service support and repair. Sealants has always been a challenging area for optimizing and understanding the flow patterns. A parametric study was conducted to better understand geometric effects of sealant flow and to determine whether the sealant rheology can be numerically modeled. The Star-CCM+ software was used to successfully develop the parametric model, material model, physics continua, and simulate the fluid flow for the sealant nozzle. The simulation results of Semco sealant nozzles showed the geometric effects of fluid flow patterns and the influences from conical area reduction, tip length, inlet diameter, and tip angle parameters. A smaller outlet diameter induced maximum outlet velocity at the exit, and contributed to a high pressure drop. The conical area reduction, tip angle and inlet diameter contributed most to viscosity variation phenomenon. Developing and simulating 2 different flow models (Segregated Flow and Viscous Flow) proved that both can be used to obtain comparable velocity and pressure drop results, however; differences are seen visually in the non-uniformity of the velocity and viscosity fields for the Viscous Flow Model (VFM). A comprehensive simulation setup for sealant nozzles was developed so other analysts can utilize the data.

Radiation parametric generation in non-linear crystals

International Nuclear Information System (INIS)

Pacheco, M.T.; Pereira, M.A.C.Q.

1983-01-01

A short historical development review is presented on the optical parametric oscillators. Analysis on behaviour of the simple resonant oscillators (SRO), double resonant oscillators (DRO) and ring resonant oscillators (RRO), in the plane wave pumping approximation is shown. Comparision between the three oscillators types is given. (Author) [pt

Technical Topic 3.2.2.d Bayesian and Non-Parametric Statistics: Integration of Neural Networks with Bayesian Networks for Data Fusion and Predictive Modeling

Science.gov (United States)

2016-05-31

Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics: Integration of Neural...Transfer N/A Number of graduating undergraduates who achieved a 3.5 GPA to 4.0 (4.0 max scale ): Number of graduating undergraduates funded by a DoD funded

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 ...

SEMIPARAMETRIC VERSUS PARAMETRIC CLASSIFICATION MODELS - AN APPLICATION TO DIRECT MARKETING

NARCIS (Netherlands)

BULT, [No Value

In this paper we are concerned with estimation of a classification model using semiparametric and parametric methods. Benefits and limitations of semiparametric models in general, and of Manski's maximum score method in particular, are discussed. The maximum score method yields consistent estimates

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.

Inference for the Sharpe Ratio Using a Likelihood-Based Approach

Directory of Open Access Journals (Sweden)

Ying Liu

2012-01-01

Full Text Available The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the one- and two-sample problems are considered. The methodology has O(n−3/2 distributional accuracy and can be implemented using any parametric return distribution structure. Simulations are provided to demonstrate the method's superior accuracy over existing methods used for testing in the literature.

On Rigorous Drought Assessment Using Daily Time Scale: Non-Stationary Frequency Analyses, Revisited Concepts, and a New Method to Yield Non-Parametric Indices

Directory of Open Access Journals (Sweden)

Charles Onyutha

2017-10-01

Full Text Available Some of the problems in drought assessments are that: analyses tend to focus on coarse temporal scales, many of the methods yield skewed indices, a few terminologies are ambiguously used, and analyses comprise an implicit assumption that the observations come from a stationary process. To solve these problems, this paper introduces non-stationary frequency analyses of quantiles. How to use non-parametric rescaling to obtain robust indices that are not (or minimally skewed is also introduced. To avoid ambiguity, some concepts on, e.g., incidence, extremity, etc., were revisited through shift from monthly to daily time scale. Demonstrations on the introduced methods were made using daily flow and precipitation insufficiency (precipitation minus potential evapotranspiration from the Blue Nile basin in Africa. Results show that, when a significant trend exists in extreme events, stationarity-based quantiles can be far different from those when non-stationarity is considered. The introduced non-parametric indices were found to closely agree with the well-known standardized precipitation evapotranspiration indices in many aspects but skewness. Apart from revisiting some concepts, the advantages of the use of fine instead of coarse time scales in drought assessment were given. The links for obtaining freely downloadable tools on how to implement the introduced methods were provided.

Parametric optimization of inverse trapezoid oleophobic surfaces

DEFF Research Database (Denmark)

Cavalli, Andrea; Bøggild, Peter; Okkels, Fridolin

2012-01-01

In this paper, we introduce a comprehensive and versatile approach to the parametric shape optimization of oleophobic surfaces. We evaluate the performance of inverse trapezoid microstructures in terms of three objective parameters: apparent contact angle, maximum sustainable hydrostatic pressure...

The parametric decay of dust ion acoustic waves in non-uniform quantum dusty magnetoplasmas

International Nuclear Information System (INIS)

Jamil, M.; Ali, Waris; Shah, H. A.; Shahid, M.; Murtaza, G.; Salimullah, M.

2011-01-01

The parametric decay instability of a dust ion acoustic wave into low-frequency electrostatic dust-lower-hybrid and electromagnetic shear Alfven waves has been investigated in detail in an inhomogeneous cold quantum dusty plasma in the presence of external/ambient uniform magnetic field. The quantum magnetohydrodynamic model of plasmas with quantum effect arising through the Bohm potential and Fermi degenerate pressure has been employed in order to find the linear and nonlinear responses of the plasma particles for three-wave nonlinear coupling in a dusty magnetoplasma. A relatively high frequency electrostatic dust ion acoustic wave has been taken as the pump wave. It couples with two other low-frequency internal possible modes of the dusty magnetoplasma, viz., the dust-lower-hybrid and shear Alfven waves. The nonlinear dispersion relation of the dust-lower-hybrid wave has been solved to obtain the growth rate of the parametric decay instability. The growth rate is at a maximum for a small value of the external magnetic field B 0 . It is noted that the growth rate is proportional to the unperturbed electron number density n oe and is independent of inhomogeneity beyond L e =2 cm. An extraordinary growth rate is observed with the quantum effect.

Planar Parametrization in Isogeometric Analysis

DEFF Research Database (Denmark)

Gravesen, Jens; Evgrafov, Anton; Nguyen, Dang-Manh

2012-01-01

Before isogeometric analysis can be applied to solving a partial differential equation posed over some physical domain, one needs to construct a valid parametrization of the geometry. The accuracy of the analysis is affected by the quality of the parametrization. The challenge of computing...... and maintaining a valid geometry parametrization is particularly relevant in applications of isogemetric analysis to shape optimization, where the geometry varies from one optimization iteration to another. We propose a general framework for handling the geometry parametrization in isogeometric analysis and shape...... are suitable for our framework. The non-linear methods we consider are based on solving a constrained optimization problem numerically, and are divided into two classes, geometry-oriented methods and analysis-oriented methods. Their performance is illustrated through a few numerical examples....

A Bayes-Maximum Entropy method for multi-sensor data fusion

Energy Technology Data Exchange (ETDEWEB)

Beckerman, M.

1991-01-01

In this paper we introduce a Bayes-Maximum Entropy formalism for multi-sensor data fusion, and present an application of this methodology to the fusion of ultrasound and visual sensor data as acquired by a mobile robot. In our approach the principle of maximum entropy is applied to the construction of priors and likelihoods from the data. Distances between ultrasound and visual points of interest in a dual representation are used to define Gibbs likelihood distributions. Both one- and two-dimensional likelihoods are presented, and cast into a form which makes explicit their dependence upon the mean. The Bayesian posterior distributions are used to test a null hypothesis, and Maximum Entropy Maps used for navigation are updated using the resulting information from the dual representation. 14 refs., 9 figs.

[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.

Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement

Directory of Open Access Journals (Sweden)

Siti Tabi'atul Hasanah

2012-11-01

Full Text Available Outlier is an observation that much different (extreme from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.

Speeding Up Non-Parametric Bootstrap Computations for Statistics Based on Sample Moments in Small/Moderate Sample Size Applications.

Directory of Open Access Journals (Sweden)

Elias Chaibub Neto

Full Text Available In this paper we propose a vectorized implementation of the non-parametric bootstrap for statistics based on sample moments. Basically, we adopt the multinomial sampling formulation of the non-parametric bootstrap, and compute bootstrap replications of sample moment statistics by simply weighting the observed data according to multinomial counts instead of evaluating the statistic on a resampled version of the observed data. Using this formulation we can generate a matrix of bootstrap weights and compute the entire vector of bootstrap replications with a few matrix multiplications. Vectorization is particularly important for matrix-oriented programming languages such as R, where matrix/vector calculations tend to be faster than scalar operations implemented in a loop. We illustrate the application of the vectorized implementation in real and simulated data sets, when bootstrapping Pearson's sample correlation coefficient, and compared its performance against two state-of-the-art R implementations of the non-parametric bootstrap, as well as a straightforward one based on a for loop. Our investigations spanned varying sample sizes and number of bootstrap replications. The vectorized bootstrap compared favorably against the state-of-the-art implementations in all cases tested, and was remarkably/considerably faster for small/moderate sample sizes. The same results were observed in the comparison with the straightforward implementation, except for large sample sizes, where the vectorized bootstrap was slightly slower than the straightforward implementation due to increased time expenditures in the generation of weight matrices via multinomial sampling.

Power of non-parametric linkage analysis in mapping genes contributing to human longevity in long-lived sib-pairs

DEFF Research Database (Denmark)

Tan, Qihua; Zhao, J H; Iachine, I

2004-01-01

This report investigates the power issue in applying the non-parametric linkage analysis of affected sib-pairs (ASP) [Kruglyak and Lander, 1995: Am J Hum Genet 57:439-454] to localize genes that contribute to human longevity using long-lived sib-pairs. Data were simulated by introducing a recently...... developed statistical model for measuring marker-longevity associations [Yashin et al., 1999: Am J Hum Genet 65:1178-1193], enabling direct power comparison between linkage and association approaches. The non-parametric linkage (NPL) scores estimated in the region harboring the causal allele are evaluated...... in case of a dominant effect. Although the power issue may depend heavily on the true genetic nature in maintaining survival, our study suggests that results from small-scale sib-pair investigations should be referred with caution, given the complexity of human longevity....

Parametric form of QCD travelling waves

OpenAIRE

Peschanski, R.

2005-01-01

We derive parametric travelling-wave solutions of non-linear QCD equations. They describe the evolution towards saturation in the geometric scaling region. The method, based on an expansion in the inverse of the wave velocity, leads to a solvable hierarchy of differential equations. A universal parametric form of travelling waves emerges from the first two orders of the expansion.

A method of moments to estimate bivariate survival functions: the copula approach

Directory of Open Access Journals (Sweden)

Silvia Angela Osmetti

2013-05-01

Full Text Available In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. We generalize this model by the copula and different marginal distributions to construct several bivariate survival functions. The cumulative distribution functions are not absolutely continuous and they unknown parameters are often not be obtained in explicit form. In order to estimate the parameters we propose an easy procedure based on the moments. This method consist in two steps: in the first step we estimate only the parameters of marginal distributions and in the second step we estimate only the copula parameter. This procedure can be used to estimate the parameters of complex survival functions in which it is difficult to find an explicit expression of the mixed moments. Moreover it is preferred to the maximum likelihood one for its simplex mathematic form; in particular for distributions whose maximum likelihood parameters estimators can not be obtained in explicit form.

A note on estimating errors from the likelihood function

International Nuclear Information System (INIS)

Barlow, Roger

2005-01-01

The points at which the log likelihood falls by 12 from its maximum value are often used to give the 'errors' on a result, i.e. the 68% central confidence interval. The validity of this is examined for two simple cases: a lifetime measurement and a Poisson measurement. Results are compared with the exact Neyman construction and with the simple Bartlett approximation. It is shown that the accuracy of the log likelihood method is poor, and the Bartlett construction explains why it is flawed

The SU(1, 1) Perelomov number coherent states and the non-degenerate parametric amplifier

Energy Technology Data Exchange (ETDEWEB)

Ojeda-Guillén, D., E-mail: dojedag@ipn.mx; Granados, V. D. [Escuela Superior de Física y Matemáticas, Instituto Politécnico Nacional, Ed. 9, Unidad Profesional Adolfo López Mateos, C.P. 07738 México D. F. (Mexico); Mota, R. D. [Escuela Superior de Ingeniería Mecánica y Eléctrica, Unidad Culhuacán, Instituto Politécnico Nacional, Av. Santa Ana No. 1000, Col. San Francisco Culhuacán, Delegación Coyoacán, C.P. 04430, México D. F. (Mexico)

2014-04-15

We construct the Perelomov number coherent states for an arbitrary su(1, 1) group operation and study some of their properties. We introduce three operators which act on Perelomov number coherent states and close the su(1, 1) Lie algebra. By using the tilting transformation we apply our results to obtain the energy spectrum and eigenfunctions of the non-degenerate parametric amplifier. We show that these eigenfunctions are the Perelomov number coherent states of the two-dimensional harmonic oscillator.

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.

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)

Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.

Science.gov (United States)

Kobert, K; Stamatakis, A; Flouri, T

2017-03-01

The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

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.

Comparing parametric and nonparametric regression methods for panel data

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...

Parametric Level Statistics in Random Matrix Theory: Exact Solution

International Nuclear Information System (INIS)

Kanzieper, E.

1999-01-01

During recent several years, the theory of non-Gaussian random matrix ensembles has experienced a sound progress motivated by new ideas in quantum chromodynamics (QCD) and mesoscopic physics. Invariant non-Gaussian random matrix models appear to describe universal features of low-energy part of the spectrum of Dirac operator in QCD, and electron level statistics in normal conducting-superconducting hybrid structures. They also serve as a basis for constructing the toy models of universal spectral statistics expected at the edge of the metal-insulator transition. While conventional spectral statistics has received a detailed study in the context of RMT, quite a bit is known about parametric level statistics in non-Gaussian random matrix models. In this communication we report about exact solution to the problem of parametric level statistics in unitary invariant, U(N), non-Gaussian ensembles of N x N Hermitian random matrices with either soft or strong level confinement. The solution is formulated within the framework of the orthogonal polynomial technique and is shown to depend on both the unfolded two-point scalar kernel and the level confinement through a double integral transformation which, in turn, provides a constructive tool for description of parametric level correlations in non-Gaussian RMT. In the case of soft level confinement, the formalism developed is potentially applicable to a study of parametric level statistics in an important class of random matrix models with finite level compressibility expected to describe a disorder-induced metal-insulator transition. In random matrix ensembles with strong level confinement, the solution presented takes a particular simple form in the thermodynamic limit: In this case, a new intriguing connection relation between the parametric level statistics and the scalar two-point kernel of an unperturbed ensemble is demonstrated to emerge. Extension of the results obtained to higher-order parametric level statistics is

Performance Analysis Of Single-Pumped And Dual-Pumped Parametric Optical Amplifier

Directory of Open Access Journals (Sweden)

Sandar Myint

2015-06-01

Full Text Available Abstract In this study we present a performance analysis of single-pumped and dual- pumped parametric optical amplifier and present the analysis of gain flatness in dual- pumped Fiber Optical Parametric Amplifier FOPA based on four-wave mixing FWM. Result shows that changing the signal power and pump power give the various gains in FOPA. It is also found out that the parametric gain increase with increase in pump power and decrease in signal power. .Moreover in this paper the phase matching condition in FWM plays a vital role in predicting the gain profile of the FOPAbecause the parametric gain is maximum when the total phase mismatch is zero.In this paper single-pumped parametric amplification over a 50nm gain bandwidth is demonstrated using 500 nm highly nonlinear fiber HNLF and signal achieves about 31dB gain. For dual-pumped parametric amplification signal achieves 26.5dB gains over a 50nm gain bandwidth. Therefore dual-pumped parametric amplifier can provide relatively flat gain over a much wider bandwidth than the single-pumped FOPA.

Assessing T cell clonal size distribution: a non-parametric approach.

Science.gov (United States)

Bolkhovskaya, Olesya V; Zorin, Daniil Yu; Ivanchenko, Mikhail V

2014-01-01

Clonal structure of the human peripheral T-cell repertoire is shaped by a number of homeostatic mechanisms, including antigen presentation, cytokine and cell regulation. Its accurate tuning leads to a remarkable ability to combat pathogens in all their variety, while systemic failures may lead to severe consequences like autoimmune diseases. Here we develop and make use of a non-parametric statistical approach to assess T cell clonal size distributions from recent next generation sequencing data. For 41 healthy individuals and a patient with ankylosing spondylitis, who undergone treatment, we invariably find power law scaling over several decades and for the first time calculate quantitatively meaningful values of decay exponent. It has proved to be much the same among healthy donors, significantly different for an autoimmune patient before the therapy, and converging towards a typical value afterwards. We discuss implications of the findings for theoretical understanding and mathematical modeling of adaptive immunity.

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…

Nonstationary ARCH and GARCH with t-distributed Innovations

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t-distribut......Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t......-distribution. With T denoting sample size, classic square-root T-convergence is shown to hold with closed form expressions for the multivariate covariances....

Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods

International Nuclear Information System (INIS)

Mohammadi, Hassan; Ram, Rati

2017-01-01

Noting the paucity of studies of convergence in energy consumption across the US states, and the usefulness of a study that shares the spirit of the enormous research on convergence in energy-related variables in cross-country contexts, this paper explores convergence in per-capita energy consumption across the US states over the 44-year period 1970–2013. Several well-known parametric and non-parametric approaches are explored partly to shed light on the substantive question and partly to provide a comparative methodological perspective on these approaches. Several statements summarize the outcome of our explorations. First, the widely-used Barro-type regressions do not indicate beta-convergence during the entire period or any of several sub-periods. Second, lack of sigma-convergence is also noted in terms of standard deviation of logarithms and coefficient of variation which do not show a decline between 1970 and 2013, but show slight upward trends. Third, kernel density function plots indicate some flattening of the distribution which is consistent with the results from sigma-convergence scenario. Fourth, intra-distribution mobility (“gamma convergence”) in terms of an index of rank concordance suggests a slow decline in the index. Fifth, the general impression from several types of panel and time-series unit-root tests is that of non-stationarity of the series and thus the lack of stochastic convergence during the period. Sixth, therefore, the overall impression seems to be that of the lack of convergence across states in per-capita energy consumption. The present interstate inequality in per-capita energy consumption may, therefore, reflect variations in structural factors and might not be expected to diminish.

Rank-based permutation approaches for non-parametric factorial designs.

Science.gov (United States)

Umlauft, Maria; Konietschke, Frank; Pauly, Markus

2017-11-01

Inference methods for null hypotheses formulated in terms of distribution functions in general non-parametric factorial designs are studied. The methods can be applied to continuous, ordinal or even ordered categorical data in a unified way, and are based only on ranks. In this set-up Wald-type statistics and ANOVA-type statistics are the current state of the art. The first method is asymptotically exact but a rather liberal statistical testing procedure for small to moderate sample size, while the latter is only an approximation which does not possess the correct asymptotic α level under the null. To bridge these gaps, a novel permutation approach is proposed which can be seen as a flexible generalization of the Kruskal-Wallis test to all kinds of factorial designs with independent observations. It is proven that the permutation principle is asymptotically correct while keeping its finite exactness property when data are exchangeable. The results of extensive simulation studies foster these theoretical findings. A real data set exemplifies its applicability. © 2017 The British Psychological Society.

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.

Constraint likelihood analysis for a network of gravitational wave detectors

International Nuclear Information System (INIS)

Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.

2005-01-01

We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method

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

Energy-Efficient Algorithm for Sensor Networks with Non-Uniform Maximum Transmission Range

Directory of Open Access Journals (Sweden)

Yimin Yu

2011-06-01

Full Text Available In wireless sensor networks (WSNs, the energy hole problem is a key factor affecting the network lifetime. In a circular multi-hop sensor network (modeled as concentric coronas, the optimal transmission ranges of all coronas can effectively improve network lifetime. In this paper, we investigate WSNs with non-uniform maximum transmission ranges, where sensor nodes deployed in different regions may differ in their maximum transmission range. Then, we propose an Energy-efficient algorithm for Non-uniform Maximum Transmission range (ENMT, which can search approximate optimal transmission ranges of all coronas in order to prolong network lifetime. Furthermore, the simulation results indicate that ENMT performs better than other algorithms.

Non-linear DSGE Models and The Central Difference Kalman Filter

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...

Developmental models for estimating ecological responses to environmental variability: structural, parametric, and experimental issues.

Science.gov (United States)

Moore, Julia L; Remais, Justin V

2014-03-01

Developmental models that account for the metabolic effect of temperature variability on poikilotherms, such as degree-day models, have been widely used to study organism emergence, range and development, particularly in agricultural and vector-borne disease contexts. Though simple and easy to use, structural and parametric issues can influence the outputs of such models, often substantially. Because the underlying assumptions and limitations of these models have rarely been considered, this paper reviews the structural, parametric, and experimental issues that arise when using degree-day models, including the implications of particular structural or parametric choices, as well as assumptions that underlie commonly used models. Linear and non-linear developmental functions are compared, as are common methods used to incorporate temperature thresholds and calculate daily degree-days. Substantial differences in predicted emergence time arose when using linear versus non-linear developmental functions to model the emergence time in a model organism. The optimal method for calculating degree-days depends upon where key temperature threshold parameters fall relative to the daily minimum and maximum temperatures, as well as the shape of the daily temperature curve. No method is shown to be universally superior, though one commonly used method, the daily average method, consistently provides accurate results. The sensitivity of model projections to these methodological issues highlights the need to make structural and parametric selections based on a careful consideration of the specific biological response of the organism under study, and the specific temperature conditions of the geographic regions of interest. When degree-day model limitations are considered and model assumptions met, the models can be a powerful tool for studying temperature-dependent development.

Analysis of survival in breast cancer patients by using different parametric models

Science.gov (United States)

Enera Amran, Syahila; Asrul Afendi Abdullah, M.; Kek, Sie Long; Afiqah Muhamad Jamil, Siti

2017-09-01

In biomedical applications or clinical trials, right censoring was often arising when studying the time to event data. In this case, some individuals are still alive at the end of the study or lost to follow up at a certain time. It is an important issue to handle the censoring data in order to prevent any bias information in the analysis. Therefore, this study was carried out to analyze the right censoring data with three different parametric models; exponential model, Weibull model and log-logistic models. Data of breast cancer patients from Hospital Sultan Ismail, Johor Bahru from 30 December 2008 until 15 February 2017 was used in this study to illustrate the right censoring data. Besides, the covariates included in this study are the time of breast cancer infection patients survive t, age of each patients X1 and treatment given to the patients X2 . In order to determine the best parametric models in analysing survival of breast cancer patients, the performance of each model was compare based on Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and log-likelihood value using statistical software R. When analysing the breast cancer data, all three distributions were shown consistency of data with the line graph of cumulative hazard function resembles a straight line going through the origin. As the result, log-logistic model was the best fitted parametric model compared with exponential and Weibull model since it has the smallest value in AIC and BIC, also the biggest value in log-likelihood.

Maximum Smoke Temperature in Non-Smoke Model Evacuation Region for Semi-Transverse Tunnel Fire

OpenAIRE

B. Lou; Y. Qiu; X. Long

2017-01-01

Smoke temperature distribution in non-smoke evacuation under different mechanical smoke exhaust rates of semi-transverse tunnel fire were studied by FDS numerical simulation in this paper. The effect of fire heat release rate (10MW 20MW and 30MW) and exhaust rate (from 0 to 160m3/s) on the maximum smoke temperature in non-smoke evacuation region was discussed. Results show that the maximum smoke temperature in non-smoke evacuation region decreased with smoke exhaust rate. Plug-holing was obse...

Maximum entropy estimation via Gauss-LP quadratures

NARCIS (Netherlands)

Thély, Maxime; Sutter, Tobias; Mohajerin Esfahani, P.; Lygeros, John; Dochain, Denis; Henrion, Didier; Peaucelle, Dimitri

2017-01-01

We present an approximation method to a class of parametric integration problems that naturally appear when solving the dual of the maximum entropy estimation problem. Our method builds up on a recent generalization of Gauss quadratures via an infinite-dimensional linear program, and utilizes a

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.

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.

Assessing T cell clonal size distribution: a non-parametric approach.

Directory of Open Access Journals (Sweden)

Olesya V Bolkhovskaya

Full Text Available Clonal structure of the human peripheral T-cell repertoire is shaped by a number of homeostatic mechanisms, including antigen presentation, cytokine and cell regulation. Its accurate tuning leads to a remarkable ability to combat pathogens in all their variety, while systemic failures may lead to severe consequences like autoimmune diseases. Here we develop and make use of a non-parametric statistical approach to assess T cell clonal size distributions from recent next generation sequencing data. For 41 healthy individuals and a patient with ankylosing spondylitis, who undergone treatment, we invariably find power law scaling over several decades and for the first time calculate quantitatively meaningful values of decay exponent. It has proved to be much the same among healthy donors, significantly different for an autoimmune patient before the therapy, and converging towards a typical value afterwards. We discuss implications of the findings for theoretical understanding and mathematical modeling of adaptive immunity.

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.

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.

Parametric resonance in the early Universe—a fitting analysis

Energy Technology Data Exchange (ETDEWEB)

Figueroa, Daniel G. [Theoretical Physics Department, CERN, Geneva (Switzerland); Torrentí, Francisco, E-mail: daniel.figueroa@cern.ch, E-mail: f.torrenti@csic.es [Instituto de Física Teórica IFT-UAM/CSIC, Universidad Autónoma de Madrid, Cantoblanco 28049, Madrid (Spain)

2017-02-01

Particle production via parametric resonance in the early Universe, is a non-perturbative, non-linear and out-of-equilibrium phenomenon. Although it is a well studied topic, whenever a new scenario exhibits parametric resonance, a full re-analysis is normally required. To avoid this tedious task, many works present often only a simplified linear treatment of the problem. In order to surpass this circumstance in the future, we provide a fitting analysis of parametric resonance through all its relevant stages: initial linear growth, non-linear evolution, and relaxation towards equilibrium. Using lattice simulations in an expanding grid in 3+1 dimensions, we parametrize the dynamics' outcome scanning over the relevant ingredients: role of the oscillatory field, particle coupling strength, initial conditions, and background expansion rate. We emphasize the inaccuracy of the linear calculation of the decay time of the oscillatory field, and propose a more appropriate definition of this scale based on the subsequent non-linear dynamics. We provide simple fits to the relevant time scales and particle energy fractions at each stage. Our fits can be applied to post-inflationary preheating scenarios, where the oscillatory field is the inflaton, or to spectator-field scenarios, where the oscillatory field can be e.g. a curvaton, or the Standard Model Higgs.

Parametric resonance in the early Universe—a fitting analysis

International Nuclear Information System (INIS)

Figueroa, Daniel G.; Torrentí, Francisco

2017-01-01

Particle production via parametric resonance in the early Universe, is a non-perturbative, non-linear and out-of-equilibrium phenomenon. Although it is a well studied topic, whenever a new scenario exhibits parametric resonance, a full re-analysis is normally required. To avoid this tedious task, many works present often only a simplified linear treatment of the problem. In order to surpass this circumstance in the future, we provide a fitting analysis of parametric resonance through all its relevant stages: initial linear growth, non-linear evolution, and relaxation towards equilibrium. Using lattice simulations in an expanding grid in 3+1 dimensions, we parametrize the dynamics' outcome scanning over the relevant ingredients: role of the oscillatory field, particle coupling strength, initial conditions, and background expansion rate. We emphasize the inaccuracy of the linear calculation of the decay time of the oscillatory field, and propose a more appropriate definition of this scale based on the subsequent non-linear dynamics. We provide simple fits to the relevant time scales and particle energy fractions at each stage. Our fits can be applied to post-inflationary preheating scenarios, where the oscillatory field is the inflaton, or to spectator-field scenarios, where the oscillatory field can be e.g. a curvaton, or the Standard Model Higgs.

Maximum-Entropy Inference with a Programmable Annealer

Science.gov (United States)

Chancellor, Nicholas; Szoke, Szilard; Vinci, Walter; Aeppli, Gabriel; Warburton, Paul A.

2016-03-01

Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition.

Functional summary statistics for the Johnson-Mehl model

DEFF Research Database (Denmark)

Møller, Jesper; Ghorbani, Mohammad

The Johnson-Mehl germination-growth model is a spatio-temporal point process model which among other things have been used for the description of neurotransmitters datasets. However, for such datasets parametric Johnson-Mehl models fitted by maximum likelihood have yet not been evaluated by means...... of functional summary statistics. This paper therefore invents four functional summary statistics adapted to the Johnson-Mehl model, with two of them based on the second-order properties and the other two on the nuclei-boundary distances for the associated Johnson-Mehl tessellation. The functional summary...... statistics theoretical properties are investigated, non-parametric estimators are suggested, and their usefulness for model checking is examined in a simulation study. The functional summary statistics are also used for checking fitted parametric Johnson-Mehl models for a neurotransmitters dataset....

The behavior of the likelihood ratio test for testing missingness

OpenAIRE

Hens, Niel; Aerts, Marc; Molenberghs, Geert; Thijs, Herbert

2003-01-01

To asses the sensitivity of conclusions to model choices in the context of selection models for non-random dropout, one can oppose the different missing mechanisms to each other; e.g. by the likelihood ratio tests. The finite sample behavior of the null distribution and the power of the likelihood ratio test is studied under a variety of missingness mechanisms. missing data; sensitivity analysis; likelihood ratio test; missing mechanisms

A non-parametric meta-analysis approach for combining independent microarray datasets: application using two microarray datasets pertaining to chronic allograft nephropathy

Directory of Open Access Journals (Sweden)

Archer Kellie J

2008-02-01

Full Text Available Abstract Background With the popularity of DNA microarray technology, multiple groups of researchers have studied the gene expression of similar biological conditions. Different methods have been developed to integrate the results from various microarray studies, though most of them rely on distributional assumptions, such as the t-statistic based, mixed-effects model, or Bayesian model methods. However, often the sample size for each individual microarray experiment is small. Therefore, in this paper we present a non-parametric meta-analysis approach for combining data from independent microarray studies, and illustrate its application on two independent Affymetrix GeneChip studies that compared the gene expression of biopsies from kidney transplant recipients with chronic allograft nephropathy (CAN to those with normal functioning allograft. Results The simulation study comparing the non-parametric meta-analysis approach to a commonly used t-statistic based approach shows that the non-parametric approach has better sensitivity and specificity. For the application on the two CAN studies, we identified 309 distinct genes that expressed differently in CAN. By applying Fisher's exact test to identify enriched KEGG pathways among those genes called differentially expressed, we found 6 KEGG pathways to be over-represented among the identified genes. We used the expression measurements of the identified genes as predictors to predict the class labels for 6 additional biopsy samples, and the predicted results all conformed to their pathologist diagnosed class labels. Conclusion We present a new approach for combining data from multiple independent microarray studies. This approach is non-parametric and does not rely on any distributional assumptions. The rationale behind the approach is logically intuitive and can be easily understood by researchers not having advanced training in statistics. Some of the identified genes and pathways have been

The application of non-parametric statistical method for an ALARA implementation

International Nuclear Information System (INIS)

Cho, Young Ho; Herr, Young Hoi

2003-01-01

The cost-effective reduction of Occupational Radiation Dose (ORD) at a nuclear power plant could not be achieved without going through an extensive analysis of accumulated ORD data of existing plants. Through the data analysis, it is required to identify what are the jobs of repetitive high ORD at the nuclear power plant. In this study, Percentile Rank Sum Method (PRSM) is proposed to identify repetitive high ORD jobs, which is based on non-parametric statistical theory. As a case study, the method is applied to ORD data of maintenance and repair jobs at Kori units 3 and 4 that are pressurized water reactors with 950 MWe capacity and have been operated since 1986 and 1987, respectively in Korea. The results was verified and validated, and PRSM has been demonstrated to be an efficient method of analyzing the data

LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2004-01-01

The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi....... The considered example is a ship sailing with a given speed through a Gaussian wave field....

Composite likelihood estimation of demographic parameters

Directory of Open Access Journals (Sweden)

Garrigan Daniel

2009-11-01

accuracy, demographic parameters from three simulated data sets that vary in the magnitude of a founder event and a skew in the effective population size of the X chromosome relative to the autosomes. The behavior of the Markov chain is also examined and shown to convergence to its stationary distribution, while also showing high levels of parameter mixing. The analysis of three pairwise comparisons of sub-Saharan African human populations with non-African human populations do not provide unequivocal support for a strong non-African founder event from these nuclear data. The estimates do however suggest a skew in the ratio of X chromosome to autosome effective population size that is greater than one. However in all three cases, the 95% highest posterior density interval for this ratio does include three-fourths, the value expected under an equal breeding sex ratio. Conclusion The implementation of composite and approximate likelihood methods in a framework that includes MCMCMC demographic parameter estimation shows great promise for being flexible and computationally efficient enough to scale up to the level of whole-genome polymorphism and divergence analysis. Further work must be done to characterize the effects of the assumption of linkage equilibrium among genomic regions that is crucial to the validity of applying the composite likelihood method.

A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

KAUST Repository

Lee, Seokho; Huang, Jianhua Z.

2013-01-01

We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a

Parametric Cost Modeling of Space Missions Using the Develop New Projects (DMP) Implementation Process

Science.gov (United States)

Rosenberg, Leigh; Hihn, Jairus; Roust, Kevin; Warfield, Keith

2000-01-01

This paper presents an overview of a parametric cost model that has been built at JPL to estimate costs of future, deep space, robotic science missions. Due to the recent dramatic changes in JPL business practices brought about by an internal reengineering effort known as develop new products (DNP), high-level historic cost data is no longer considered analogous to future missions. Therefore, the historic data is of little value in forecasting costs for projects developed using the DNP process. This has lead to the development of an approach for obtaining expert opinion and also for combining actual data with expert opinion to provide a cost database for future missions. In addition, the DNP cost model has a maximum of objective cost drivers which reduces the likelihood of model input error. Version 2 is now under development which expands the model capabilities, links it more tightly with key design technical parameters, and is grounded in more rigorous statistical techniques. The challenges faced in building this model will be discussed, as well as it's background, development approach, status, validation, and future plans.

Cliff´s Delta Calculator: A non-parametric effect size program for two groups of observations

Directory of Open Access Journals (Sweden)

Guillermo Macbeth

2011-05-01

Full Text Available The Cliff´s Delta statistic is an effect size measure that quantifies the amount of difference between two non-parametric variables beyond p-values interpretation. This measure can be understood as a useful complementary analysis for the corresponding hypothesis testing. During the last two decades the use of effect size measures has been strongly encouraged by methodologists and leading institutions of behavioral sciences. The aim of this contribution is to introduce the Cliff´s Delta Calculator software that performs such analysis and offers some interpretation tips. Differences and similarities with the parametric case are analysed and illustrated. The implementation of this free program is fully described and compared with other calculators. Alternative algorithmic approaches are mathematically analysed and a basic linear algebra proof of its equivalence is formally presented. Two worked examples in cognitive psychology are commented. A visual interpretation of Cliff´s Delta is suggested. Availability, installation and applications of the program are presented and discussed.

Discrete non-parametric kernel estimation for global sensitivity analysis

International Nuclear Information System (INIS)

Senga Kiessé, Tristan; Ventura, Anne

2016-01-01

This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

Assessing Compatibility of Direct Detection Data: Halo-Independent Global Likelihood Analyses

CERN Document Server

Gelmini, Graciela B.

2016-10-18

We present two different halo-independent methods utilizing a global maximum likelihood that can assess the compatibility of dark matter direct detection data given a particular dark matter model. The global likelihood we use is comprised of at least one extended likelihood and an arbitrary number of Poisson or Gaussian likelihoods. In the first method we find the global best fit halo function and construct a two sided pointwise confidence band, which can then be compared with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a "constrained parameter goodness-of-fit" test statistic, whose $p$-value we then use to define a "plausibility region" (e.g. where $p \\geq 10\\%$). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. $p < 10 \\%$). As an example we apply these methods to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic s...

Maximum run-up behavior of tsunamis under non-zero initial velocity condition

Directory of Open Access Journals (Sweden)

Baran AYDIN

2018-03-01

Full Text Available The tsunami run-up problem is solved non-linearly under the most general initial conditions, that is, for realistic initial waveforms such as N-waves, as well as standard initial waveforms such as solitary waves, in the presence of initial velocity. An initial-boundary value problem governed by the non-linear shallow-water wave equations is solved analytically utilizing the classical separation of variables technique, which proved to be not only fast but also accurate analytical approach for this type of problems. The results provide important information on maximum tsunami run-up qualitatively. We observed that, although the calculated maximum run-ups increase significantly, going as high as double that of the zero-velocity case, initial waves having non-zero fluid velocity exhibit the same run-up behavior as waves without initial velocity, for all wave types considered in this study.

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.

Chaotic parametric soliton-like pulses in ferromagnetic-film active ring resonators

International Nuclear Information System (INIS)

Grishin, S. V.; Golova, T. M.; Morozova, M. A.; Romanenko, D. V.; Seleznev, E. P.; Sysoev, I. V.; Sharaevskii, Yu. P.

2015-01-01

The generation of quasi-periodic sequences of parametric soliton-like pulses in an active ring resonator with a ferromagnetic film via the three-wave parametric instability of a magnetostatic surface wave is studied theoretically and experimentally. These dissipative structures form in time due to the competition between the cubic nonlinearity caused by parametric coupling between spin waves and the time dispersion caused by the resonant cavity that is present in a self-oscillatory system. The development of dynamic chaos due to the parametric instability of a magnetostatic surface wave results in irregular behavior of a phase. However, this behavior does not break a quasi-periodic pulse sequence when the gain changes over a wide range. The generated soliton-like pulses have a chaotic nature, which is supported by the maximum Lyapunov exponent estimated from experimental time series

Bistability, non-ergodicity, and inhibition in pairwise maximum-entropy models.

Science.gov (United States)

Rostami, Vahid; Porta Mana, PierGianLuca; Grün, Sonja; Helias, Moritz

2017-10-01

Pairwise maximum-entropy models have been used in neuroscience to predict the activity of neuronal populations, given only the time-averaged correlations of the neuron activities. This paper provides evidence that the pairwise model, applied to experimental recordings, would produce a bimodal distribution for the population-averaged activity, and for some population sizes the second mode would peak at high activities, that experimentally would be equivalent to 90% of the neuron population active within time-windows of few milliseconds. Several problems are connected with this bimodality: 1. The presence of the high-activity mode is unrealistic in view of observed neuronal activity and on neurobiological grounds. 2. Boltzmann learning becomes non-ergodic, hence the pairwise maximum-entropy distribution cannot be found: in fact, Boltzmann learning would produce an incorrect distribution; similarly, common variants of mean-field approximations also produce an incorrect distribution. 3. The Glauber dynamics associated with the model is unrealistically bistable and cannot be used to generate realistic surrogate data. This bimodality problem is first demonstrated for an experimental dataset from 159 neurons in the motor cortex of macaque monkey. Evidence is then provided that this problem affects typical neural recordings of population sizes of a couple of hundreds or more neurons. The cause of the bimodality problem is identified as the inability of standard maximum-entropy distributions with a uniform reference measure to model neuronal inhibition. To eliminate this problem a modified maximum-entropy model is presented, which reflects a basic effect of inhibition in the form of a simple but non-uniform reference measure. This model does not lead to unrealistic bimodalities, can be found with Boltzmann learning, and has an associated Glauber dynamics which incorporates a minimal asymmetric inhibition.

Stress-strength reliability for general bivariate distributions

Directory of Open Access Journals (Sweden)

Alaa H. Abdel-Hamid

2016-10-01

Full Text Available An expression for the stress-strength reliability R=P(X1parametric case, the maximum likelihood estimates of the parameters and reliability function R are obtained. In the non-parametric case, point and interval estimates of R are developed using Govindarajulu's asymptotic distribution-free method when X1 and X2 are dependent. An example is given when the population distribution is bivariate compound Weibull. Simulation is performed, based on different sample sizes to study the performance of estimates.

A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

KAUST Repository

Lee, Seokho

2013-01-31

We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a simple bicluster structure and the combination of multiple layers is able to reveal complicated, multiple biclusters. The method allows for non-pure biclusters, and can simultaneously identify the 1-prevalent blocks and 0-prevalent blocks. A computationally efficient algorithm is developed and guidelines are provided for specifying the tuning parameters, including initial values of model parameters, the number of layers, and the penalty parameters. Missing-data imputation can be handled in the EM framework. The method is tested using synthetic and real datasets and shows good performance. © 2013 Springer Science+Business Media New York.

A parametric FE modeling of brake for non-linear analysis

Energy Technology Data Exchange (ETDEWEB)

Ahmed,Ibrahim; Fatouh, Yasser [Automotive and Tractors Technology Department, Faculty of Industrial Education, Helwan University, Cairo (Egypt); Aly, Wael [Refrigeration and Air-Conditioning Technology Department, Faculty of Industrial Education, Helwan University, Cairo (Egypt)

2013-07-01

A parametric modeling of a drum brake based on 3-D Finite Element Methods (FEM) for non-contact analysis is presented. Many parameters are examined during this study such as the effect of drum-lining interface stiffness, coefficient of friction, and line pressure on the interface contact. Firstly, the modal analysis of the drum brake is also studied to get the natural frequency and instability of the drum to facilitate transforming the modal elements to non-contact elements. It is shown that the Unsymmetric solver of the modal analysis is efficient enough to solve this linear problem after transforming the non-linear behavior of the contact between the drum and the lining to a linear behavior. A SOLID45 which is a linear element is used in the modal analysis and then transferred to non-linear elements which are Targe170 and Conta173 that represent the drum and lining for contact analysis study. The contact analysis problems are highly non-linear and require significant computer resources to solve it, however, the contact problem give two significant difficulties. Firstly, the region of contact is not known based on the boundary conditions such as line pressure, and drum and friction material specs. Secondly, these contact problems need to take the friction into consideration. Finally, it showed a good distribution of the nodal reaction forces on the slotted lining contact surface and existing of the slot in the middle of the lining can help in wear removal due to the friction between the lining and the drum. Accurate contact stiffness can give a good representation for the pressure distribution between the lining and the drum. However, a full contact of the front part of the slotted lining could occur in case of 20, 40, 60 and 80 bar of piston pressure and a partially contact between the drum and lining can occur in the rear part of the slotted lining.

On the problem of neutron spectroscopy of parametrically non-equilibrium quasiparticles in solids

International Nuclear Information System (INIS)

Vo Khong An'.

1981-01-01

A suitable for numerical estimations formula for coherent neutron inelastic scattering cross sections on the plasmon-phonon mixed modes of electron-phonon systems in the parametric resonance conditions is obtained from the analytical one presented in the previous work using some relations of the general parametric excitation theory. The cross sections of neutron scattering on the high-frequency plasmon-like and the low-frequency longitudinal optical phonon-like modes in InSb crystals are calculated as functions of the driving laser field intensity, which show an increase in values by about two orders of magnitude as the field intensity approaches the parametric excitation threshold

Design Automation Using Script Languages. High-Level CAD Templates in Non-Parametric Programs

Science.gov (United States)

Moreno, R.; Bazán, A. M.

2017-10-01

The main purpose of this work is to study the advantages offered by the application of traditional techniques of technical drawing in processes for automation of the design, with non-parametric CAD programs, provided with scripting languages. Given that an example drawing can be solved with traditional step-by-step detailed procedures, is possible to do the same with CAD applications and to generalize it later, incorporating references. In today’s modern CAD applications, there are striking absences of solutions for building engineering: oblique projections (military and cavalier), 3D modelling of complex stairs, roofs, furniture, and so on. The use of geometric references (using variables in script languages) and their incorporation into high-level CAD templates allows the automation of processes. Instead of repeatedly creating similar designs or modifying their data, users should be able to use these templates to generate future variations of the same design. This paper presents the automation process of several complex drawing examples based on CAD script files aided with parametric geometry calculation tools. The proposed method allows us to solve complex geometry designs not currently incorporated in the current CAD applications and to subsequently create other new derivatives without user intervention. Automation in the generation of complex designs not only saves time but also increases the quality of the presentations and reduces the possibility of human errors.

Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

Science.gov (United States)

Kumar, Sricharan; Srivistava, Ashok N.

2012-01-01

Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

Parametric Resonance in the Early Universe - A Fitting Analysis

CERN Document Server

Figueroa, Daniel G.

2017-02-01

Particle production via parametric resonance in the early Universe, is a non-perturbative, non-linear and out-of-equilibrium phenomenon. Although it is a well studied topic, whenever a new scenario exhibits parametric resonance, a full re-analysis is normally required. To avoid this tedious task, many works present often only a simplified linear treatment of the problem. In order to surpass this circumstance in the future, we provide a fitting analysis of parametric resonance through all its relevant stages: initial linear growth, non-linear evolution, and relaxation towards equilibrium. Using lattice simulations in an expanding grid in $3+1$ dimensions, we parametrise the dynamics' outcome scanning over the relevant ingredients: role of the oscillatory field, particle coupling strength, initial conditions, and background expansion rate. We emphasise the inaccuracy of the linear calculation of the decay time of the oscillatory field, and propose a more appropriate definition of this scale based on the subsequ...

Impulse response identification with deterministic inputs using non-parametric methods

International Nuclear Information System (INIS)

Bhargava, U.K.; Kashyap, R.L.; Goodman, D.M.

1985-01-01

This paper addresses the problem of impulse response identification using non-parametric methods. Although the techniques developed herein apply to the truncated, untruncated, and the circulant models, we focus on the truncated model which is useful in certain applications. Two methods of impulse response identification will be presented. The first is based on the minimization of the C/sub L/ Statistic, which is an estimate of the mean-square prediction error; the second is a Bayesian approach. For both of these methods, we consider the effects of using both the identity matrix and the Laplacian matrix as weights on the energy in the impulse response. In addition, we present a method for estimating the effective length of the impulse response. Estimating the length is particularly important in the truncated case. Finally, we develop a method for estimating the noise variance at the output. Often, prior information on the noise variance is not available, and a good estimate is crucial to the success of estimating the impulse response with a nonparametric technique

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.

Non-Stationary Dependence Structures for Spatial Extremes

KAUST Repository

Huser, Raphaël

2016-03-03

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable models have been developed, and fitted to various types of data. However, a recurrent problem is the modeling of non-stationarity. In this paper, we develop non-stationary max-stable dependence structures in which covariates can be easily incorporated. Inference is performed using pairwise likelihoods, and its performance is assessed by an extensive simulation study based on a non-stationary locally isotropic extremal t model. Evidence that unknown parameters are well estimated is provided, and estimation of spatial return level curves is discussed. The methodology is demonstrated with temperature maxima recorded over a complex topography. Models are shown to satisfactorily capture extremal dependence.

Theory of fluctuations and parametric noise in a point nuclear reactor model

International Nuclear Information System (INIS)

Rodriguez, M.A.; San Miguel, M.; Sancho, J.M.

1984-01-01

We present a joint description of internal fluctuations and parametric noise in a point nuclear reactor model in which delayed neutrons and a detector are considered. We obtain kinetic equations for the first moments and define effective kinetic parameters which take into account the effect of parametric Gaussian white noise. We comment on the validity of Langevin approximations for this problem. We propose a general method to deal with weak but otherwise arbitrary non-white parametric noise. Exact kinetic equations are derived for Gaussian non-white noise. (author)

Parametric Linear Dynamic Logic

Directory of Open Access Journals (Sweden)

Peter Faymonville

2014-08-01

Full Text Available We introduce Parametric Linear Dynamic Logic (PLDL, which extends Linear Dynamic Logic (LDL by temporal operators equipped with parameters that bound their scope. LDL was proposed as an extension of Linear Temporal Logic (LTL that is able to express all ω-regular specifications while still maintaining many of LTL's desirable properties like an intuitive syntax and a translation into non-deterministic Büchi automata of exponential size. But LDL lacks capabilities to express timing constraints. By adding parameterized operators to LDL, we obtain a logic that is able to express all ω-regular properties and that subsumes parameterized extensions of LTL like Parametric LTL and PROMPT-LTL. Our main technical contribution is a translation of PLDL formulas into non-deterministic Büchi word automata of exponential size via alternating automata. This yields a PSPACE model checking algorithm and a realizability algorithm with doubly-exponential running time. Furthermore, we give tight upper and lower bounds on optimal parameter values for both problems. These results show that PLDL model checking and realizability are not harder than LTL model checking and realizability.

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.

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)

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.

On the Quirks of Maximum Parsimony and Likelihood on Phylogenetic Networks

OpenAIRE

Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles

2015-01-01

Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogene...

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies

Science.gov (United States)

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-01

side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of {{K}1} , the tracer transport rate (ml · min-1 · ml-1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced {{K}1} maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced {{K}1} estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in-vivo studies

Science.gov (United States)

Petibon, Yoann; Rakvongthai, Yothin; Fakhri, Georges El; Ouyang, Jinsong

2017-01-01

side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of K1, the tracer transport rate (mL.min−1.mL−1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced K1 maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced K1 estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in-vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance. PMID:28379843

Effect of an external alternating electric field non-monochromaticity on parametric excitation of surface ion cyclotron X-modes

International Nuclear Information System (INIS)

Girka, V O; Puzyrkov, S Yu; Shpagina, V O; Shpagina, L O

2012-01-01

The application of an external alternating electric field in the range of ion cyclotron frequencies is a well-known method for the excitation of surface electromagnetic waves. The present paper is devoted to the development of a kinetic theory of parametric excitation of these eigenwaves propagating across an external steady magnetic field along the plasma boundary at the second harmonic of the ion cyclotron frequency. Unlike previous papers on this subject, parametric excitation of surface ion cyclotron X-modes is studied here under the condition of non-monochromaticity of an external alternating electric field. Non-monochromaticity of the external alternating electric field is modeled by the superposition of two uniform and monochromatic electric fields with different amplitudes and frequencies. The nonlinear boundary condition is formulated for a tangential magnetic field of the studied surface waves. An infinite set of equations for the harmonics of a tangential electric field is solved using the approximation of the wave packet consisting of the main harmonic and two nearest satellite harmonics. Two different regimes of instability have been considered. If one of the applied generators has an operation frequency that is close to the ion cyclotron frequency, then changing the amplitude of the second generator allows one to enhance the growth rate of the parametric instability or to diminish it. But if the operation frequencies of the both generators are not close to the ion cyclotron frequency, then changing the amplitudes of their fields allows one to decrease the growth rate of the instability and even to suppress its development. The problem is studied both analytically and numerically.

EFFECTS OF PARAMETRIC VARIATIONS ON SEISMIC ANALYSIS METHODS FOR NON-CLASSICALLY DAMPED COUPLED SYSTEMS

International Nuclear Information System (INIS)

XU, J.; DEGRASSI, G.

2000-01-01

A comprehensive benchmark program was developed by Brookhaven National Laboratory (BNL) to perform an evaluation of state-of-the-art methods and computer programs for performing seismic analyses of coupled systems with non-classical damping. The program, which was sponsored by the US Nuclear Regulatory Commission (NRC), was designed to address various aspects of application and limitations of these state-of-the-art analysis methods to typical coupled nuclear power plant (NPP) structures with non-classical damping, and was carried out through analyses of a set of representative benchmark problems. One objective was to examine the applicability of various analysis methods to problems with different dynamic characteristics unique to coupled systems. The examination was performed using parametric variations for three simple benchmark models. This paper presents the comparisons and evaluation of the program participants' results to the BNL exact solutions for the applicable ranges of modeling dynamic characteristic parameters

Fast, Sequence Adaptive Parcellation of Brain MR Using Parametric Models

DEFF Research Database (Denmark)

Puonti, Oula; Iglesias, Juan Eugenio; Van Leemput, Koen

2013-01-01

In this paper we propose a method for whole brain parcellation using the type of generative parametric models typically used in tissue classification. Compared to the non-parametric, multi-atlas segmentation techniques that have become popular in recent years, our method obtains state-of-the-art ...

Critical Analysis of Non-Nuclear Electron-Density Maxima and the Maximum Entropy Method

NARCIS (Netherlands)

de Vries, R.Y.; Briels, Willem J.; Feil, D.; Feil, D.

1996-01-01

Experimental evidence for the existence of non-nuclear maxima in charge densities is questioned. It is shown that the non-nuclear maxima reported for silicon are artifacts of the maximum entropy method that was used to analyze the x-ray diffraction data. This method can be improved by the use of

Music genre classification via likelihood fusion from multiple feature models

Science.gov (United States)

Shiu, Yu; Kuo, C.-C. J.

2005-01-01

Music genre provides an efficient way to index songs in a music database, and can be used as an effective means to retrieval music of a similar type, i.e. content-based music retrieval. A new two-stage scheme for music genre classification is proposed in this work. At the first stage, we examine a couple of different features, construct their corresponding parametric models (e.g. GMM and HMM) and compute their likelihood functions to yield soft classification results. In particular, the timbre, rhythm and temporal variation features are considered. Then, at the second stage, these soft classification results are integrated to result in a hard decision for final music genre classification. Experimental results are given to demonstrate the performance of the proposed scheme.

Parametric characteristics of a solar thermophotovoltaic system at the maximum efficiency

International Nuclear Information System (INIS)

Liao, Tianjun; Chen, Xiaohang; Yang, Zhimin; Lin, Bihong; Chen, Jincan

2016-01-01

Graphical abstract: A model of the far-field TPVC driven by solar energy, which consists of an optical concentrator, an absorber, an emitter, and a PV cell and is simply referred as to the far-field STPVS. - Highlights: • A model of the far-field solar thermophotovoltaic system (STPVS) is established. • External and internal irreversible losses are considered. • The maximum efficiency of the STPVS is calculated. • Optimal values of key parameters at the maximum efficiency are determined. • Effects of the concentrator factor on the performance of the system are discussed. - Abstract: A model of the solar thermophotovoltaic system (STPVS) consisting of an optical concentrator, a thermal absorber, an emitter, and a photovoltaic (PV) cell is proposed, where the far-field thermal emission between the emitter and the PV cell, the radiation losses from the absorber and emitter to the environment, the reflected loss from the absorber, and the finite-rate heat exchange between the PV cell and the environment are taken into account. Analytical expressions for the power output of and overall efficiency of the STPVS are derived. By solving thermal equilibrium equations, the operating temperatures of the emitter and PV cell are determined and the maximum efficiency of the system is calculated numerically for given values of the output voltage of the PV cell and the ratio of the front surface area of the absorber to that of the emitter. For different bandgaps, the maximum efficiencies of the system are calculated and the corresponding optimum values of several operating parameters are obtained. The effects of the concentrator factor on the optimum performance of the system are also discussed.

Audio-visual Classification and Fusion of Spontaneous Affect Data in Likelihood Space

NARCIS (Netherlands)

Nicolaou, Mihalis A.; Gunes, Hatice; Pantic, Maja

2010-01-01

This paper focuses on audio-visual (using facial expression, shoulder and audio cues) classification of spontaneous affect, utilising generative models for classification (i) in terms of Maximum Likelihood Classification with the assumption that the generative model structure in the classifier is

The geometry of distributional preferences and a non-parametric identification approach: The Equality Equivalence Test.

Science.gov (United States)

Kerschbamer, Rudolf

2015-05-01

This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.

Approximate Likelihood

CERN Multimedia

CERN. Geneva

2015-01-01

Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

Multilevel parametrization of fissile nuclei resonance cross sections

International Nuclear Information System (INIS)

Lukyanov, A.A.; Kolesov, V.V.; Janeva, N.

1987-01-01

Because the resonance interference has an important influence on the resonance structure of neutron cross sections energy dependence at lowest energies, multilevel scheme of the cross section parametrization which take into account the resonance interference is used for the description with the same provisions in the regions of the interferential maximum and minimum of the resonance cross sections of the fissile nuclei

Using Spline Regression in Semi-Parametric Stochastic Frontier Analysis: An Application to Polish Dairy Farms

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

of specifying an unsuitable functional form and thus, model misspecification and biased parameter estimates. Given these problems of the DEA and the SFA, Fan, Li and Weersink (1996) proposed a semi-parametric stochastic frontier model that estimates the production function (frontier) by non......), Kumbhakar et al. (2007), and Henningsen and Kumbhakar (2009). The aim of this paper and its main contribution to the existing literature is the estimation semi-parametric stochastic frontier models using a different non-parametric estimation technique: spline regression (Ma et al. 2011). We apply...... efficiency of Polish dairy farms contributes to the insight into this dynamic process. Furthermore, we compare and evaluate the results of this spline-based semi-parametric stochastic frontier model with results of other semi-parametric stochastic frontier models and of traditional parametric stochastic...

Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

DEFF Research Database (Denmark)

Ørregård Nielsen, Morten

This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...... the multivariate non-cointegrated fractional ARIMA model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probablity, thus making...

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.

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

A non-parametric consistency test of the ΛCDM model with Planck CMB data

Energy Technology Data Exchange (ETDEWEB)

Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)

2017-09-01

Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation of the base ΛCDM model as cosmology's gold standard.

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).

Maximum length scale in density based topology optimization

DEFF Research Database (Denmark)

Lazarov, Boyan Stefanov; Wang, Fengwen

2017-01-01

The focus of this work is on two new techniques for imposing maximum length scale in topology optimization. Restrictions on the maximum length scale provide designers with full control over the optimized structure and open possibilities to tailor the optimized design for broader range...... of manufacturing processes by fulfilling the associated technological constraints. One of the proposed methods is based on combination of several filters and builds on top of the classical density filtering which can be viewed as a low pass filter applied to the design parametrization. The main idea...

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.

Maximum gravitational redshift of white dwarfs

International Nuclear Information System (INIS)

Shapiro, S.L.; Teukolsky, S.A.

1976-01-01

The stability of uniformly rotating, cold white dwarfs is examined in the framework of the Parametrized Post-Newtonian (PPN) formalism of Will and Nordtvedt. The maximum central density and gravitational redshift of a white dwarf are determined as functions of five of the nine PPN parameters (γ, β, zeta 2 , zeta 3 , and zeta 4 ), the total angular momentum J, and the composition of the star. General relativity predicts that the maximum redshifts is 571 km s -1 for nonrotating carbon and helium dwarfs, but is lower for stars composed of heavier nuclei. Uniform rotation can increase the maximum redshift to 647 km s -1 for carbon stars (the neutronization limit) and to 893 km s -1 for helium stars (the uniform rotation limit). The redshift distribution of a larger sample of white dwarfs may help determine the composition of their cores

Multi-parametric MRI in cervical cancer. Early prediction of response to concurrent chemoradiotherapy in combination with clinical prognostic factors

Energy Technology Data Exchange (ETDEWEB)

Yang, Wei; Chen, Bing; Wang, Ai Jun; Zhao, Jian Guo [The General Hospital of Ningxia Medical University, Department of Radiology, Yinchuan (China); Qiang, Jin Wei [Fudan University, Department of Radiology, Jinshan Hospital, Shanghai (China); Tian, Hai Ping [The General Hospital of Ningxia Medical University, Department of Pathology, Yinchuan (China)

2018-01-15

To investigate the prediction of response to concurrent chemoradiotherapy (CCRT) through a combination of pretreatment multi-parametric magnetic resonance imaging (MRI) with clinical prognostic factors (CPF) in cervical cancer patients. Sixty-five patients underwent conventional MRI, diffusion-weighted imaging (DWI), and dynamic contrast-enhanced MRI (DCE-MRI) before CCRT. The patients were divided into non- and residual tumour groups according to post-treatment MRI. Pretreatment MRI parameters and CPF between the two groups were compared and prognostic factors, optimal thresholds, and predictive performance for post-treatment residual tumour occurrence were estimated. The residual group showed a lower maximum slope of increase (MSI{sub L}) and signal enhancement ratio (SER{sub L}) in low-perfusion subregions, a higher apparent diffusion coefficient (ADC) value, and a higher stage than the non-residual tumour group (p < 0.001, p = 0.003, p < 0.001, and p < 0.001, respectively). MSI{sub L} and ADC were independent prognostic factors. The combination of both measures improved the diagnostic performance compared with individual MRI parameters. A further combination of these two factors with CPF exhibited the highest predictive performance. Pretreatment MSI{sub L} and ADC were independent prognostic factors for cervical cancer. The predictive capacity of multi-parametric MRI was superior to individual MRI parameters. The combination of multi-parametric MRI with CPF further improved the predictive performance. (orig.)

Parametric estimation in the wave buoy analogy - an elaborated approach based on energy considerations

DEFF Research Database (Denmark)

Montazeri, Najmeh; Nielsen, Ulrik Dam

2014-01-01

the ship’s wave-induced responses based on different statistical inferences including parametric and non-parametric approaches. This paper considers a concept to improve the estimate obtained by the parametric method for sea state estimation. The idea is illustrated by an analysis made on full-scale...

PTree: pattern-based, stochastic search for maximum parsimony phylogenies

OpenAIRE

Gregor, Ivan; Steinbr?ck, Lars; McHardy, Alice C.

2013-01-01

Phylogenetic reconstruction is vital to analyzing the evolutionary relationship of genes within and across populations of different species. Nowadays, with next generation sequencing technologies producing sets comprising thousands of sequences, robust identification of the tree topology, which is optimal according to standard criteria such as maximum parsimony, maximum likelihood or posterior probability, with phylogenetic inference methods is a computationally very demanding task. Here, we ...

Maximum entropy analysis of EGRET data

DEFF Research Database (Denmark)

Pohl, M.; Strong, A.W.

1997-01-01

EGRET data are usually analysed on the basis of the Maximum-Likelihood method \\cite{ma96} in a search for point sources in excess to a model for the background radiation (e.g. \\cite{hu97}). This method depends strongly on the quality of the background model, and thus may have high systematic unce...... uncertainties in region of strong and uncertain background like the Galactic Center region. Here we show images of such regions obtained by the quantified Maximum-Entropy method. We also discuss a possible further use of MEM in the analysis of problematic regions of the sky....

Fiber Laser Pumped Continuous-wave Singly-resonant Optical Parametric Oscillator

NARCIS (Netherlands)

Klein, M.E.; Gross, P.; Walde, T.; Boller, Klaus J.; Auerbach, M.; Wessels, P.; Fallnich, C.; Fejer, Martin M.

2002-01-01

We report on the first fiber-pumped CW LiNbO/sub 3/ optical parametric oscillator (OPO). The OPO is singly resonant (SRO) and generates idler wavelengths in the range of 3.0 /spl mu/m to 3.7 /spl mu/m with a maximum output power of 1.9 watt.

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

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.

Parametric and non-parametric masking of randomness in sequence alignments can be improved and leads to better resolved trees

Directory of Open Access Journals (Sweden)

von Reumont Björn M

2010-03-01

profiling, alignment masking should routinely be used to improve tree reconstructions. Parametric methods of alignment profiling can be easily extended to more complex likelihood based models of sequence evolution which opens the possibility of further improvements.

High-energy terahertz wave parametric oscillator with a surface-emitted ring-cavity configuration.

Science.gov (United States)

Yang, Zhen; Wang, Yuye; Xu, Degang; Xu, Wentao; Duan, Pan; Yan, Chao; Tang, Longhuang; Yao, Jianquan

2016-05-15

A surface-emitted ring-cavity terahertz (THz) wave parametric oscillator has been demonstrated for high-energy THz output and fast frequency tuning in a wide frequency range. Through the special optical design with a galvano-optical scanner and four-mirror ring-cavity structure, the maximum THz wave output energy of 12.9 μJ/pulse is achieved at 1.359 THz under the pump energy of 172.8 mJ. The fast THz frequency tuning in the range of 0.7-2.8 THz can be accessed with the step response of 600 μs. Moreover, the maximum THz wave output energy from this configuration is 3.29 times as large as that obtained from the conventional surface-emitted THz wave parametric oscillator with the same experimental conditions.

A Novel Parametric Model For The Human Respiratory System

Directory of Open Access Journals (Sweden)

Clara Mihaela IONESCU

2003-12-01

Full Text Available The purpose of this work is to present some recent results in an ongoing research project between Ghent University and Chess Medical Technology Company Belgium. The overall aim of the project is to provide a fast method for identification of the human respiratory system in order to allow for an instantaneously diagnosis of the patient by the medical staff. A novel parametric model of the human respiratory system as well as the obtained experimental results is presented in this paper. A prototype apparatus developed by the company, based on the forced oscillation technique is used to record experimental data from 4 patients in this paper. Signal processing is based on spectral analysis and is followed by the parametric identification of a non-linear mechanistic model. The parametric model is equivalent to the structure of a simple electrical RLC-circuit, containing a non-linear capacitor. These parameters have a useful and easy-to-interpret physical meaning for the medical staff members.