Likelihood ratio sequential sampling models of recognition memory.
Osth, Adam F; Dennis, Simon; Heathcote, Andrew
2017-02-01
The mirror effect - a phenomenon whereby a manipulation produces opposite effects on hit and false alarm rates - is benchmark regularity of recognition memory. A likelihood ratio decision process, basing recognition on the relative likelihood that a stimulus is a target or a lure, naturally predicts the mirror effect, and so has been widely adopted in quantitative models of recognition memory. Glanzer, Hilford, and Maloney (2009) demonstrated that likelihood ratio models, assuming Gaussian memory strength, are also capable of explaining regularities observed in receiver-operating characteristics (ROCs), such as greater target than lure variance. Despite its central place in theorising about recognition memory, however, this class of models has not been tested using response time (RT) distributions. In this article, we develop a linear approximation to the likelihood ratio transformation, which we show predicts the same regularities as the exact transformation. This development enabled us to develop a tractable model of recognition-memory RT based on the diffusion decision model (DDM), with inputs (drift rates) provided by an approximate likelihood ratio transformation. We compared this "LR-DDM" to a standard DDM where all targets and lures receive their own drift rate parameters. Both were implemented as hierarchical Bayesian models and applied to four datasets. Model selection taking into account parsimony favored the LR-DDM, which requires fewer parameters than the standard DDM but still fits the data well. These results support log-likelihood based models as providing an elegant explanation of the regularities of recognition memory, not only in terms of choices made but also in terms of the times it takes to make them. Copyright © 2016 Elsevier Inc. All rights reserved.
The Laplace Likelihood Ratio Test for Heteroscedasticity
Directory of Open Access Journals (Sweden)
J. Martin van Zyl
2011-01-01
Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.
Likelihood-ratio-based biometric verification
Bazen, A.M.; Veldhuis, Raymond N.J.
2002-01-01
This paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that for single-user verification the likelihood ratio is optimal.
Likelihood Ratio-Based Biometric Verification
Bazen, A.M.; Veldhuis, Raymond N.J.
The paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that, for single-user verification, the likelihood ratio is optimal.
Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...
The behavior of the likelihood ratio test for testing missingness
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
Posterior distributions for likelihood ratios in forensic science.
van den Hout, Ardo; Alberink, Ivo
2016-09-01
Evaluation of evidence in forensic science is discussed using posterior distributions for likelihood ratios. Instead of eliminating the uncertainty by integrating (Bayes factor) or by conditioning on parameter values, uncertainty in the likelihood ratio is retained by parameter uncertainty derived from posterior distributions. A posterior distribution for a likelihood ratio can be summarised by the median and credible intervals. Using the posterior mean of the distribution is not recommended. An analysis of forensic data for body height estimation is undertaken. The posterior likelihood approach has been criticised both theoretically and with respect to applicability. This paper addresses the latter and illustrates an interesting application area. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
DEFF Research Database (Denmark)
Jansson, Michael; Nielsen, Morten Ørregaard
Seemingly absent from the arsenal of currently available "nearly efficient" testing procedures for the unit root hypothesis, i.e. tests whose local asymptotic power functions are indistinguishable from the Gaussian power envelope, is a test admitting a (quasi-)likelihood ratio interpretation. We...... show that the likelihood ratio unit root test derived in a Gaussian AR(1) model with standard normal innovations is nearly efficient in that model. Moreover, these desirable properties carry over to more complicated models allowing for serially correlated and/or non-Gaussian innovations....
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots
DEFF Research Database (Denmark)
Jansson, Michael; Nielsen, Morten Ørregaard
In an important generalization of zero frequency autore- gressive unit root tests, Hylleberg, Engle, Granger, and Yoo (1990) developed regression-based tests for unit roots at the seasonal frequencies in quarterly time series. We develop likelihood ratio tests for seasonal unit roots and show...... that these tests are "nearly efficient" in the sense of Elliott, Rothenberg, and Stock (1996), i.e. that their local asymptotic power functions are indistinguishable from the Gaussian power envelope. Currently available nearly efficient testing procedures for seasonal unit roots are regression-based and require...... the choice of a GLS detrending parameter, which our likelihood ratio tests do not....
Likelihood ratio decisions in memory: three implied regularities.
Glanzer, Murray; Hilford, Andrew; Maloney, Laurence T
2009-06-01
We analyze four general signal detection models for recognition memory that differ in their distributional assumptions. Our analyses show that a basic assumption of signal detection theory, the likelihood ratio decision axis, implies three regularities in recognition memory: (1) the mirror effect, (2) the variance effect, and (3) the z-ROC length effect. For each model, we present the equations that produce the three regularities and show, in computed examples, how they do so. We then show that the regularities appear in data from a range of recognition studies. The analyses and data in our study support the following generalization: Individuals make efficient recognition decisions on the basis of likelihood ratios.
Understanding the properties of diagnostic tests - Part 2: Likelihood ratios.
Ranganathan, Priya; Aggarwal, Rakesh
2018-01-01
Diagnostic tests are used to identify subjects with and without disease. In a previous article in this series, we examined some attributes of diagnostic tests - sensitivity, specificity, and predictive values. In this second article, we look at likelihood ratios, which are useful for the interpretation of diagnostic test results in everyday clinical practice.
A simplification of the likelihood ratio test statistic for testing ...
African Journals Online (AJOL)
The traditional likelihood ratio test statistic for testing hypothesis about goodness of fit of multinomial probabilities in one, two and multi – dimensional contingency table was simplified. Advantageously, using the simplified version of the statistic to test the null hypothesis is easier and faster because calculating the expected ...
Exclusion probabilities and likelihood ratios with applications to mixtures.
Slooten, Klaas-Jan; Egeland, Thore
2016-01-01
The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.
Multiple Improvements of Multiple Imputation Likelihood Ratio Tests
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; ...
Similar tests and the standardized log likelihood ratio statistic
DEFF Research Database (Denmark)
Jensen, Jens Ledet
1986-01-01
When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive......' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n -3...
Transfer Entropy as a Log-Likelihood Ratio
Barnett, Lionel; Bossomaier, Terry
2012-09-01
Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.
Sequential probability ratio controllers for safeguards radiation monitors
International Nuclear Information System (INIS)
Fehlau, P.E.; Coop, K.L.; Nixon, K.V.
1984-01-01
Sequential hypothesis tests applied to nuclear safeguards accounting methods make the methods more sensitive to detecting diversion. The sequential tests also improve transient signal detection in safeguards radiation monitors. This paper describes three microprocessor control units with sequential probability-ratio tests for detecting transient increases in radiation intensity. The control units are designed for three specific applications: low-intensity monitoring with Poisson probability ratios, higher intensity gamma-ray monitoring where fixed counting intervals are shortened by sequential testing, and monitoring moving traffic where the sequential technique responds to variable-duration signals. The fixed-interval controller shortens a customary 50-s monitoring time to an average of 18 s, making the monitoring delay less bothersome. The controller for monitoring moving vehicles benefits from the sequential technique by maintaining more than half its sensitivity when the normal passage speed doubles
Wald Sequential Probability Ratio Test for Analysis of Orbital Conjunction Data
Carpenter, J. Russell; Markley, F. Landis; Gold, Dara
2013-01-01
We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.
Further comments on the sequential probability ratio testing methods
Energy Technology Data Exchange (ETDEWEB)
Kulacsy, K. [Hungarian Academy of Sciences, Budapest (Hungary). Central Research Inst. for Physics
1997-05-23
The Bayesian method for belief updating proposed in Racz (1996) is examined. The interpretation of the belief function introduced therein is found, and the method is compared to the classical binary Sequential Probability Ratio Testing method (SPRT). (author).
Scale invariant for one-sided multivariate likelihood ratio tests
Directory of Open Access Journals (Sweden)
Samruam Chongcharoen
2010-07-01
Full Text Available Suppose 1 2 , ,..., n X X X is a random sample from Np ( ,V distribution. Consider 0 1 2 : ... 0 p H and1 : 0 for 1, 2,..., i H i p , let 1 0 H H denote the hypothesis that 1 H holds but 0 H does not, and let ~ 0 H denote thehypothesis that 0 H does not hold. Because the likelihood ratio test (LRT of 0 H versus 1 0 H H is complicated, severalad hoc tests have been proposed. Tang, Gnecco and Geller (1989 proposed an approximate LRT, Follmann (1996 suggestedrejecting 0 H if the usual test of 0 H versus ~ 0 H rejects 0 H with significance level 2 and a weighted sum of the samplemeans is positive, and Chongcharoen, Singh and Wright (2002 modified Follmann’s test to include information about thecorrelation structure in the sum of the sample means. Chongcharoen and Wright (2007, 2006 give versions of the Tang-Gnecco-Geller tests and Follmann-type tests, respectively, with invariance properties. With LRT’s scale invariant desiredproperty, we investigate its powers by using Monte Carlo techniques and compare them with the tests which we recommendin Chongcharoen and Wright (2007, 2006.
Likelihood ratio model for classification of forensic evidence
Energy Technology Data Exchange (ETDEWEB)
Zadora, G., E-mail: gzadora@ies.krakow.pl [Institute of Forensic Research, Westerplatte 9, 31-033 Krakow (Poland); Neocleous, T., E-mail: tereza@stats.gla.ac.uk [University of Glasgow, Department of Statistics, 15 University Gardens, Glasgow G12 8QW (United Kingdom)
2009-05-29
One of the problems of analysis of forensic evidence such as glass fragments, is the determination of their use-type category, e.g. does a glass fragment originate from an unknown window or container? Very small glass fragments arise during various accidents and criminal offences, and could be carried on the clothes, shoes and hair of participants. It is therefore necessary to obtain information on their physicochemical composition in order to solve the classification problem. Scanning Electron Microscopy coupled with an Energy Dispersive X-ray Spectrometer and the Glass Refractive Index Measurement method are routinely used in many forensic institutes for the investigation of glass. A natural form of glass evidence evaluation for forensic purposes is the likelihood ratio-LR = p(E|H{sub 1})/p(E|H{sub 2}). The main aim of this paper was to study the performance of LR models for glass object classification which considered one or two sources of data variability, i.e. between-glass-object variability and(or) within-glass-object variability. Within the proposed model a multivariate kernel density approach was adopted for modelling the between-object distribution and a multivariate normal distribution was adopted for modelling within-object distributions. Moreover, a graphical method of estimating the dependence structure was employed to reduce the highly multivariate problem to several lower-dimensional problems. The performed analysis showed that the best likelihood model was the one which allows to include information about between and within-object variability, and with variables derived from elemental compositions measured by SEM-EDX, and refractive values determined before (RI{sub b}) and after (RI{sub a}) the annealing process, in the form of dRI = log{sub 10}|RI{sub a} - RI{sub b}|. This model gave better results than the model with only between-object variability considered. In addition, when dRI and variables derived from elemental compositions were used, this
Likelihood ratio model for classification of forensic evidence
International Nuclear Information System (INIS)
Zadora, G.; Neocleous, T.
2009-01-01
One of the problems of analysis of forensic evidence such as glass fragments, is the determination of their use-type category, e.g. does a glass fragment originate from an unknown window or container? Very small glass fragments arise during various accidents and criminal offences, and could be carried on the clothes, shoes and hair of participants. It is therefore necessary to obtain information on their physicochemical composition in order to solve the classification problem. Scanning Electron Microscopy coupled with an Energy Dispersive X-ray Spectrometer and the Glass Refractive Index Measurement method are routinely used in many forensic institutes for the investigation of glass. A natural form of glass evidence evaluation for forensic purposes is the likelihood ratio-LR = p(E|H 1 )/p(E|H 2 ). The main aim of this paper was to study the performance of LR models for glass object classification which considered one or two sources of data variability, i.e. between-glass-object variability and(or) within-glass-object variability. Within the proposed model a multivariate kernel density approach was adopted for modelling the between-object distribution and a multivariate normal distribution was adopted for modelling within-object distributions. Moreover, a graphical method of estimating the dependence structure was employed to reduce the highly multivariate problem to several lower-dimensional problems. The performed analysis showed that the best likelihood model was the one which allows to include information about between and within-object variability, and with variables derived from elemental compositions measured by SEM-EDX, and refractive values determined before (RI b ) and after (RI a ) the annealing process, in the form of dRI = log 10 |RI a - RI b |. This model gave better results than the model with only between-object variability considered. In addition, when dRI and variables derived from elemental compositions were used, this model outperformed two other
Likelihood ratio data to report the validation of a forensic fingerprint evaluation method
Ramos, Daniel; Haraksim, Rudolf; Meuwly, Didier
2017-01-01
Data to which the authors refer to throughout this article are likelihood ratios (LR) computed from the comparison of 5–12 minutiae fingermarks with fingerprints. These LRs data are used for the validation of a likelihood ratio (LR) method in forensic evidence evaluation. These data present a
A guideline for the validation of likelihood ratio methods used for forensic evidence evaluation
Meuwly, Didier; Ramos, Daniel; Haraksim, Rudolf
2017-01-01
This Guideline proposes a protocol for the validation of forensic evaluation methods at the source level, using the Likelihood Ratio framework as defined within the Bayes’ inference model. In the context of the inference of identity of source, the Likelihood Ratio is used to evaluate the strength of
Safeguarding a Lunar Rover with Wald's Sequential Probability Ratio Test
Furlong, Michael; Dille, Michael; Wong, Uland; Nefian, Ara
2016-01-01
The virtual bumper is a safeguarding mechanism for autonomous and remotely operated robots. In this paper we take a new approach to the virtual bumper system by using an old statistical test. By using a modified version of Wald's sequential probability ratio test we demonstrate that we can reduce the number of false positive reported by the virtual bumper, thereby saving valuable mission time. We use the concept of sequential probability ratio to control vehicle speed in the presence of possible obstacles in order to increase certainty about whether or not obstacles are present. Our new algorithm reduces the chances of collision by approximately 98 relative to traditional virtual bumper safeguarding without speed control.
Sequential boundaries approach in clinical trials with unequal allocation ratios
Directory of Open Access Journals (Sweden)
Ayatollahi Seyyed
2006-01-01
Full Text Available Abstract Background In clinical trials, both unequal randomization design and sequential analyses have ethical and economic advantages. In the single-stage-design (SSD, however, if the sample size is not adjusted based on unequal randomization, the power of the trial will decrease, whereas with sequential analysis the power will always remain constant. Our aim was to compare sequential boundaries approach with the SSD when the allocation ratio (R was not equal. Methods We evaluated the influence of R, the ratio of the patients in experimental group to the standard group, on the statistical properties of two-sided tests, including the two-sided single triangular test (TT, double triangular test (DTT and SSD by multiple simulations. The average sample size numbers (ASNs and power (1-β were evaluated for all tests. Results Our simulation study showed that choosing R = 2 instead of R = 1 increases the sample size of SSD by 12% and the ASN of the TT and DTT by the same proportion. Moreover, when R = 2, compared to the adjusted SSD, using the TT or DTT allows to retrieve the well known reductions of ASN observed when R = 1, compared to SSD. In addition, when R = 2, compared to SSD, using the TT and DTT allows to obtain smaller reductions of ASN than when R = 1, but maintains the power of the test to its planned value. Conclusion This study indicates that when the allocation ratio is not equal among the treatment groups, sequential analysis could indeed serve as a compromise between ethicists, economists and statisticians.
Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.
Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram
2017-02-01
In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.
Sampling variability in forensic likelihood-ratio computation: A simulation study
Ali, Tauseef; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.; Meuwly, Didier
2015-01-01
Recently, in the forensic biometric community, there is a growing interest to compute a metric called “likelihood- ratio‿ when a pair of biometric specimens is compared using a biometric recognition system. Generally, a biomet- ric recognition system outputs a score and therefore a likelihood-ratio
Comments on the sequential probability ratio testing methods
Energy Technology Data Exchange (ETDEWEB)
Racz, A. [Hungarian Academy of Sciences, Budapest (Hungary). Central Research Inst. for Physics
1996-07-01
In this paper the classical sequential probability ratio testing method (SPRT) is reconsidered. Every individual boundary crossing event of the SPRT is regarded as a new piece of evidence about the problem under hypothesis testing. The Bayes method is applied for belief updating, i.e. integrating these individual decisions. The procedure is recommended to use when the user (1) would like to be informed about the tested hypothesis continuously and (2) would like to achieve his final conclusion with high confidence level. (Author).
Performances of the likelihood-ratio classifier based on different data modelings
Chen, C.; Veldhuis, Raymond N.J.
2008-01-01
The classical likelihood ratio classifier easily collapses in many biometric applications especially with independent training-test subjects. The reason lies in the inaccurate estimation of the underlying user-specific feature density. Firstly, the feature density estimation suffers from
Cash, W.
1979-01-01
Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.
DEFF Research Database (Denmark)
Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet
2005-01-01
The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one-way random effects model is studied. Simulation studies are presented......, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient....
The likelihood ratio as a random variable for linked markers in kinship analysis.
Egeland, Thore; Slooten, Klaas
2016-11-01
The likelihood ratio is the fundamental quantity that summarizes the evidence in forensic cases. Therefore, it is important to understand the theoretical properties of this statistic. This paper is the last in a series of three, and the first to study linked markers. We show that for all non-inbred pairwise kinship comparisons, the expected likelihood ratio in favor of a type of relatedness depends on the allele frequencies only via the number of alleles, also for linked markers, and also if the true relationship is another one than is tested for by the likelihood ratio. Exact expressions for the expectation and variance are derived for all these cases. Furthermore, we show that the expected likelihood ratio is a non-increasing function if the recombination rate increases between 0 and 0.5 when the actual relationship is the one investigated by the LR. Besides being of theoretical interest, exact expressions such as obtained here can be used for software validation as they allow to verify the correctness up to arbitrary precision. The paper also presents results and advice of practical importance. For example, we argue that the logarithm of the likelihood ratio behaves in a fundamentally different way than the likelihood ratio itself in terms of expectation and variance, in agreement with its interpretation as weight of evidence. Equipped with the results presented and freely available software, one may check calculations and software and also do power calculations.
Wald Sequential Probability Ratio Test for Space Object Conjunction Assessment
Carpenter, James R.; Markley, F Landis
2014-01-01
This paper shows how satellite owner/operators may use sequential estimates of collision probability, along with a prior assessment of the base risk of collision, in a compound hypothesis ratio test to inform decisions concerning collision risk mitigation maneuvers. The compound hypothesis test reduces to a simple probability ratio test, which appears to be a novel result. The test satisfies tolerances related to targeted false alarm and missed detection rates. This result is independent of the method one uses to compute the probability density that one integrates to compute collision probability. A well-established test case from the literature shows that this test yields acceptable results within the constraints of a typical operational conjunction assessment decision timeline. Another example illustrates the use of the test in a practical conjunction assessment scenario based on operations of the International Space Station.
Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions
Carpenter, J. Russell; Markley, F. Landis
2013-01-01
A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.
Uncertainty about the true source. A note on the likelihood ratio at the activity level.
Taroni, Franco; Biedermann, Alex; Bozza, Silvia; Comte, Jennifer; Garbolino, Paolo
2012-07-10
This paper focuses on likelihood ratio based evaluations of fibre evidence in cases in which there is uncertainty about whether or not the reference item available for analysis - that is, an item typically taken from the suspect or seized at his home - is the item actually worn at the time of the offence. A likelihood ratio approach is proposed that, for situations in which certain categorical assumptions can be made about additionally introduced parameters, converges to formula described in existing literature. The properties of the proposed likelihood ratio approach are analysed through sensitivity analyses and discussed with respect to possible argumentative implications that arise in practice. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.
Derivation of LDA log likelihood ratio one-to-one classifier
Spreeuwers, Lieuwe Jan
2014-01-01
The common expression for the Likelihood Ratio classifier using LDA assumes that the reference class mean is available. In biometrics, this is often not the case and only a single sample of the reference class is available. In this paper expressions are derived for biometric comparison between
Comparison of IRT Likelihood Ratio Test and Logistic Regression DIF Detection Procedures
Atar, Burcu; Kamata, Akihito
2011-01-01
The Type I error rates and the power of IRT likelihood ratio test and cumulative logit ordinal logistic regression procedures in detecting differential item functioning (DIF) for polytomously scored items were investigated in this Monte Carlo simulation study. For this purpose, 54 simulation conditions (combinations of 3 sample sizes, 2 sample…
Robust Biometric Score Fusion by Naive Likelihood Ratio via Receiver Operating Characteristics
Tao, Q.; Veldhuis, Raymond N.J.
This paper presents a novel method of fusing multiple biometrics on the matching score level. We estimate the likelihood ratios of the fused biometric scores, via individual receiver operating characteristics (ROC) which construct the Naive Bayes classifier. Using a limited number of operation
Validation of software for calculating the likelihood ratio for parentage and kinship.
Drábek, J
2009-03-01
Although the likelihood ratio is a well-known statistical technique, commercial off-the-shelf (COTS) software products for its calculation are not sufficiently validated to suit general requirements for the competence of testing and calibration laboratories (EN/ISO/IEC 17025:2005 norm) per se. The software in question can be considered critical as it directly weighs the forensic evidence allowing judges to decide on guilt or innocence or to identify person or kin (i.e.: in mass fatalities). For these reasons, accredited laboratories shall validate likelihood ratio software in accordance with the above norm. To validate software for calculating the likelihood ratio in parentage/kinship scenarios I assessed available vendors, chose two programs (Paternity Index and familias) for testing, and finally validated them using tests derived from elaboration of the available guidelines for the field of forensics, biomedicine, and software engineering. MS Excel calculation using known likelihood ratio formulas or peer-reviewed results of difficult paternity cases were used as a reference. Using seven testing cases, it was found that both programs satisfied the requirements for basic paternity cases. However, only a combination of two software programs fulfills the criteria needed for our purpose in the whole spectrum of functions under validation with the exceptions of providing algebraic formulas in cases of mutation and/or silent allele.
Haraksim, Rudolf
2014-01-01
In this chapter the Likelihood Ratio (LR) inference model will be introduced, the theoretical aspects of probabilities will be discussed and the validation framework for LR methods used for forensic evidence evaluation will be presented. Prior to introducing the validation framework, following
Validation of DNA-based identification software by computation of pedigree likelihood ratios.
Slooten, K
2011-08-01
Disaster victim identification (DVI) can be aided by DNA-evidence, by comparing the DNA-profiles of unidentified individuals with those of surviving relatives. The DNA-evidence is used optimally when such a comparison is done by calculating the appropriate likelihood ratios. Though conceptually simple, the calculations can be quite involved, especially with large pedigrees, precise mutation models etc. In this article we describe a series of test cases designed to check if software designed to calculate such likelihood ratios computes them correctly. The cases include both simple and more complicated pedigrees, among which inbred ones. We show how to calculate the likelihood ratio numerically and algebraically, including a general mutation model and possibility of allelic dropout. In Appendix A we show how to derive such algebraic expressions mathematically. We have set up these cases to validate new software, called Bonaparte, which performs pedigree likelihood ratio calculations in a DVI context. Bonaparte has been developed by SNN Nijmegen (The Netherlands) for the Netherlands Forensic Institute (NFI). It is available free of charge for non-commercial purposes (see www.dnadvi.nl for details). Commercial licenses can also be obtained. The software uses Bayesian networks and the junction tree algorithm to perform its calculations. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.
Validation of DNA-based identification software by computation of pedigree likelihood ratios
Slooten, K.
Disaster victim identification (DVI) can be aided by DNA-evidence, by comparing the DNA-profiles of unidentified individuals with those of surviving relatives. The DNA-evidence is used optimally when such a comparison is done by calculating the appropriate likelihood ratios. Though conceptually
Physician Bayesian updating from personal beliefs about the base rate and likelihood ratio.
Rottman, Benjamin Margolin
2017-02-01
Whether humans can accurately make decisions in line with Bayes' rule has been one of the most important yet contentious topics in cognitive psychology. Though a number of paradigms have been used for studying Bayesian updating, rarely have subjects been allowed to use their own preexisting beliefs about the prior and the likelihood. A study is reported in which physicians judged the posttest probability of a diagnosis for a patient vignette after receiving a test result, and the physicians' posttest judgments were compared to the normative posttest calculated from their own beliefs in the sensitivity and false positive rate of the test (likelihood ratio) and prior probability of the diagnosis. On the one hand, the posttest judgments were strongly related to the physicians' beliefs about both the prior probability as well as the likelihood ratio, and the priors were used considerably more strongly than in previous research. On the other hand, both the prior and the likelihoods were still not used quite as much as they should have been, and there was evidence of other nonnormative aspects to the updating, such as updating independent of the likelihood beliefs. By focusing on how physicians use their own prior beliefs for Bayesian updating, this study provides insight into how well experts perform probabilistic inference in settings in which they rely upon their own prior beliefs rather than experimenter-provided cues. It suggests that there is reason to be optimistic about experts' abilities, but that there is still considerable need for improvement.
Inference for the Sharpe Ratio Using a Likelihood-Based Approach
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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.
Directory of Open Access Journals (Sweden)
Yuejiao Fu
2018-04-01
Full Text Available The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Most of the known statistical inferential methods devoted to the Sharpe ratio are based on the assumption that the data are normally distributed. In this article, without making any distributional assumption on the data, we develop the adjusted empirical likelihood method to obtain inference for a parameter of interest in the presence of nuisance parameters. We show that the log adjusted empirical likelihood ratio statistic is asymptotically distributed as the chi-square distribution. The proposed method is applied to obtain inference for the Sharpe ratio. Simulation results illustrate that the proposed method is comparable to Jobson and Korkie’s method (1981 and outperforms the empirical likelihood method when the data are from a symmetric distribution. In addition, when the data are from a skewed distribution, the proposed method significantly outperforms all other existing methods. A real-data example is analyzed to exemplify the application of the proposed method.
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
Energy Technology Data Exchange (ETDEWEB)
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)
2016-03-14
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
Multimodal Personal Verification Using Likelihood Ratio for the Match Score Fusion
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Long Binh Tran
2017-01-01
Full Text Available In this paper, the authors present a novel personal verification system based on the likelihood ratio test for fusion of match scores from multiple biometric matchers (face, fingerprint, hand shape, and palm print. In the proposed system, multimodal features are extracted by Zernike Moment (ZM. After matching, the match scores from multiple biometric matchers are fused based on the likelihood ratio test. A finite Gaussian mixture model (GMM is used for estimating the genuine and impostor densities of match scores for personal verification. Our approach is also compared to some different famous approaches such as the support vector machine and the sum rule with min-max. The experimental results have confirmed that the proposed system can achieve excellent identification performance for its higher level in accuracy than different famous approaches and thus can be utilized for more application related to person verification.
Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data
Hu, Zongliang; Tong, Tiejun; Genton, Marc G.
2017-01-01
We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics under the assumption that the covariance matrices follow a diagonal matrix structure. In comparison with the diagonal Hotelling's tests, our proposed test statistics display some interesting characteristics. In particular, they are a summation of the log-transformed squared t-statistics rather than a direct summation of those components. More importantly, to derive the asymptotic normality of our test statistics under the null and local alternative hypotheses, we do not require the assumption that the covariance matrix follows a diagonal matrix structure. As a consequence, our proposed test methods are very flexible and can be widely applied in practice. Finally, simulation studies and a real data analysis are also conducted to demonstrate the advantages of our likelihood ratio test method.
On-line validation of linear process models using generalized likelihood ratios
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Tylee, J.L.
1981-12-01
A real-time method for testing the validity of linear models of nonlinear processes is described and evaluated. Using generalized likelihood ratios, the model dynamics are continually monitored to see if the process has moved far enough away from the nominal linear model operating point to justify generation of a new linear model. The method is demonstrated using a seventh-order model of a natural circulation steam generator
Evidence Based Medicine; Positive and Negative Likelihood Ratios of Diagnostic Tests
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Alireza Baratloo
2015-10-01
Full Text Available In the previous two parts of educational manuscript series in Emergency, we explained some screening characteristics of diagnostic tests including accuracy, sensitivity, specificity, and positive and negative predictive values. In the 3rd part we aimed to explain positive and negative likelihood ratio (LR as one of the most reliable performance measures of a diagnostic test. To better understand this characteristic of a test, it is first necessary to fully understand the concept of sensitivity and specificity. So we strongly advise you to review the 1st part of this series again. In short, the likelihood ratios are about the percentage of people with and without a disease but having the same test result. The prevalence of a disease can directly influence screening characteristics of a diagnostic test, especially its sensitivity and specificity. Trying to eliminate this effect, LR was developed. Pre-test probability of a disease multiplied by positive or negative LR can estimate post-test probability. Therefore, LR is the most important characteristic of a test to rule out or rule in a diagnosis. A positive likelihood ratio > 1 means higher probability of the disease to be present in a patient with a positive test. The further from 1, either higher or lower, the stronger the evidence to rule in or rule out the disease, respectively. It is obvious that tests with LR close to one are less practical. On the other hand, LR further from one will have more value for application in medicine. Usually tests with 0.1 < LR > 10 are considered suitable for implication in routine practice.
A likelihood ratio test for species membership based on DNA sequence data
DEFF Research Database (Denmark)
Matz, Mikhail V.; Nielsen, Rasmus
2005-01-01
DNA barcoding as an approach for species identification is rapidly increasing in popularity. However, it remains unclear which statistical procedures should accompany the technique to provide a measure of uncertainty. Here we describe a likelihood ratio test which can be used to test if a sampled...... sequence is a member of an a priori specified species. We investigate the performance of the test using coalescence simulations, as well as using the real data from butterflies and frogs representing two kinds of challenge for DNA barcoding: extremely low and extremely high levels of sequence variability....
Analytic confidence level calculations using the likelihood ratio and fourier transform
International Nuclear Information System (INIS)
Hu Hongbo; Nielsen, J.
2000-01-01
The interpretation of new particle search results involves a confidence level calculation on either the discovery hypothesis or the background-only ('null') hypothesis. A typical approach uses toy Monte Carlo experiments to build an expected experiment estimator distribution against which an observed experiment's estimator may be compared. In this note, a new approach is presented which calculates analytically the experiment estimator distribution via a Fourier transform, using the likelihood ratio as an ordering estimator. The analytic approach enjoys an enormous speed advantage over the toy Monte Carlo method, making it possible to quickly and precisely calculate confidence level results
Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data
Hu, Zongliang
2017-10-27
We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics under the assumption that the covariance matrices follow a diagonal matrix structure. In comparison with the diagonal Hotelling\\'s tests, our proposed test statistics display some interesting characteristics. In particular, they are a summation of the log-transformed squared t-statistics rather than a direct summation of those components. More importantly, to derive the asymptotic normality of our test statistics under the null and local alternative hypotheses, we do not require the assumption that the covariance matrix follows a diagonal matrix structure. As a consequence, our proposed test methods are very flexible and can be widely applied in practice. Finally, simulation studies and a real data analysis are also conducted to demonstrate the advantages of our likelihood ratio test method.
Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.
Núñez, M; Vlachos, D G
2015-01-28
Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.
Thompson, William C; Newman, Eryn J
2015-08-01
Forensic scientists have come under increasing pressure to quantify the strength of their evidence, but it is not clear which of several possible formats for presenting quantitative conclusions will be easiest for lay people, such as jurors, to understand. This experiment examined the way that people recruited from Amazon's Mechanical Turk (n = 541) responded to 2 types of forensic evidence--a DNA comparison and a shoeprint comparison--when an expert explained the strength of this evidence 3 different ways: using random match probabilities (RMPs), likelihood ratios (LRs), or verbal equivalents of likelihood ratios (VEs). We found that verdicts were sensitive to the strength of DNA evidence regardless of how the expert explained it, but verdicts were sensitive to the strength of shoeprint evidence only when the expert used RMPs. The weight given to DNA evidence was consistent with the predictions of a Bayesian network model that incorporated the perceived risk of a false match from 3 causes (coincidence, a laboratory error, and a frame-up), but shoeprint evidence was undervalued relative to the same Bayesian model. Fallacious interpretations of the expert's testimony (consistent with the source probability error and the defense attorney's fallacy) were common and were associated with the weight given to the evidence and verdicts. The findings indicate that perceptions of forensic science evidence are shaped by prior beliefs and expectations as well as expert testimony and consequently that the best way to characterize and explain forensic evidence may vary across forensic disciplines. (c) 2015 APA, all rights reserved).
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Huapeng Wang
2015-01-01
Full Text Available Forensic speaker recognition is experiencing a remarkable paradigm shift in terms of the evaluation framework and presentation of voice evidence. This paper proposes a new method of forensic automatic speaker recognition using the likelihood ratio framework to quantify the strength of voice evidence. The proposed method uses a reference database to calculate the within- and between-speaker variability. Some acoustic-phonetic features are extracted automatically using the software VoiceSauce. The effectiveness of the approach was tested using two Mandarin databases: A mobile telephone database and a landline database. The experiment's results indicate that these acoustic-phonetic features do have some discriminating potential and are worth trying in discrimination. The automatic acoustic-phonetic features have acceptable discriminative performance and can provide more reliable results in evidence analysis when fused with other kind of voice features.
Searching for degenerate Higgs bosons using a profile likelihood ratio method
Heikkilä, Jaana
ATLAS and CMS collaborations at the Large Hadron Collider have observed a new resonance con- sistent with the standard model Higgs boson. However, it has been suggested that the observed signal could also be produced by multiple nearly mass-degenerate states that couple differently to the standard model particles. In this work, a method to discriminate between the hypothesis of a single Higgs boson and that of multiple mass-degenerate Higgs bosons was developed. Using the matrix of measured signal strengths in different production and decay modes, parametrizations for the two hypotheses were constructed as a general rank 1 matrix and the most general $5 \\times 4$ matrix, respectively. The test statistic was defined as a ratio of profile likelihoods for the two hypotheses. The method was applied to the CMS measurements. The expected test statistic distribution was estimated twice by generating pseudo-experiments according to both the standard model hypothesis and the single Higgs boson hypothesis best fitting...
Hall, Steven R.; Walker, Bruce K.
1990-01-01
A new failure detection and isolation algorithm for linear dynamic systems is presented. This algorithm, the Orthogonal Series Generalized Likelihood Ratio (OSGLR) test, is based on the assumption that the failure modes of interest can be represented by truncated series expansions. This assumption leads to a failure detection algorithm with several desirable properties. Computer simulation results are presented for the detection of the failures of actuators and sensors of a C-130 aircraft. The results show that the OSGLR test generally performs as well as the GLR test in terms of time to detect a failure and is more robust to failure mode uncertainty. However, the OSGLR test is also somewhat more sensitive to modeling errors than the GLR test.
Improved anomaly detection using multi-scale PLS and generalized likelihood ratio test
Madakyaru, Muddu
2017-02-16
Process monitoring has a central role in the process industry to enhance productivity, efficiency, and safety, and to avoid expensive maintenance. In this paper, a statistical approach that exploit the advantages of multiscale PLS models (MSPLS) and those of a generalized likelihood ratio (GLR) test to better detect anomalies is proposed. Specifically, to consider the multivariate and multi-scale nature of process dynamics, a MSPLS algorithm combining PLS and wavelet analysis is used as modeling framework. Then, GLR hypothesis testing is applied using the uncorrelated residuals obtained from MSPLS model to improve the anomaly detection abilities of these latent variable based fault detection methods even further. Applications to a simulated distillation column data are used to evaluate the proposed MSPLS-GLR algorithm.
Improved anomaly detection using multi-scale PLS and generalized likelihood ratio test
Madakyaru, Muddu; Harrou, Fouzi; Sun, Ying
2017-01-01
Process monitoring has a central role in the process industry to enhance productivity, efficiency, and safety, and to avoid expensive maintenance. In this paper, a statistical approach that exploit the advantages of multiscale PLS models (MSPLS) and those of a generalized likelihood ratio (GLR) test to better detect anomalies is proposed. Specifically, to consider the multivariate and multi-scale nature of process dynamics, a MSPLS algorithm combining PLS and wavelet analysis is used as modeling framework. Then, GLR hypothesis testing is applied using the uncorrelated residuals obtained from MSPLS model to improve the anomaly detection abilities of these latent variable based fault detection methods even further. Applications to a simulated distillation column data are used to evaluate the proposed MSPLS-GLR algorithm.
Likelihood ratio meta-analysis: New motivation and approach for an old method.
Dormuth, Colin R; Filion, Kristian B; Platt, Robert W
2016-03-01
A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience. Copyright © 2016 Elsevier Inc. All rights reserved.
Likelihood ratio data to report the validation of a forensic fingerprint evaluation method
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Daniel Ramos
2017-02-01
Full Text Available Data to which the authors refer to throughout this article are likelihood ratios (LR computed from the comparison of 5–12 minutiae fingermarks with fingerprints. These LRs data are used for the validation of a likelihood ratio (LR method in forensic evidence evaluation. These data present a necessary asset for conducting validation experiments when validating LR methods used in forensic evidence evaluation and set up validation reports. These data can be also used as a baseline for comparing the fingermark evidence in the same minutiae configuration as presented in (D. Meuwly, D. Ramos, R. Haraksim, [1], although the reader should keep in mind that different feature extraction algorithms and different AFIS systems used may produce different LRs values. Moreover, these data may serve as a reproducibility exercise, in order to train the generation of validation reports of forensic methods, according to [1]. Alongside the data, a justification and motivation for the use of methods is given. These methods calculate LRs from the fingerprint/mark data and are subject to a validation procedure. The choice of using real forensic fingerprint in the validation and simulated data in the development is described and justified. Validation criteria are set for the purpose of validation of the LR methods, which are used to calculate the LR values from the data and the validation report. For privacy and data protection reasons, the original fingerprint/mark images cannot be shared. But these images do not constitute the core data for the validation, contrarily to the LRs that are shared.
A guideline for the validation of likelihood ratio methods used for forensic evidence evaluation.
Meuwly, Didier; Ramos, Daniel; Haraksim, Rudolf
2017-07-01
This Guideline proposes a protocol for the validation of forensic evaluation methods at the source level, using the Likelihood Ratio framework as defined within the Bayes' inference model. In the context of the inference of identity of source, the Likelihood Ratio is used to evaluate the strength of the evidence for a trace specimen, e.g. a fingermark, and a reference specimen, e.g. a fingerprint, to originate from common or different sources. Some theoretical aspects of probabilities necessary for this Guideline were discussed prior to its elaboration, which started after a workshop of forensic researchers and practitioners involved in this topic. In the workshop, the following questions were addressed: "which aspects of a forensic evaluation scenario need to be validated?", "what is the role of the LR as part of a decision process?" and "how to deal with uncertainty in the LR calculation?". The questions: "what to validate?" focuses on the validation methods and criteria and "how to validate?" deals with the implementation of the validation protocol. Answers to these questions were deemed necessary with several objectives. First, concepts typical for validation standards [1], such as performance characteristics, performance metrics and validation criteria, will be adapted or applied by analogy to the LR framework. Second, a validation strategy will be defined. Third, validation methods will be described. Finally, a validation protocol and an example of validation report will be proposed, which can be applied to the forensic fields developing and validating LR methods for the evaluation of the strength of evidence at source level under the following propositions. Copyright © 2016. Published by Elsevier B.V.
A Space Object Detection Algorithm using Fourier Domain Likelihood Ratio Test
Becker, D.; Cain, S.
Space object detection is of great importance in the highly dependent yet competitive and congested space domain. Detection algorithms employed play a crucial role in fulfilling the detection component in the situational awareness mission to detect, track, characterize and catalog unknown space objects. Many current space detection algorithms use a matched filter or a spatial correlator to make a detection decision at a single pixel point of a spatial image based on the assumption that the data follows a Gaussian distribution. This paper explores the potential for detection performance advantages when operating in the Fourier domain of long exposure images of small and/or dim space objects from ground based telescopes. A binary hypothesis test is developed based on the joint probability distribution function of the image under the hypothesis that an object is present and under the hypothesis that the image only contains background noise. The detection algorithm tests each pixel point of the Fourier transformed images to make the determination if an object is present based on the criteria threshold found in the likelihood ratio test. Using simulated data, the performance of the Fourier domain detection algorithm is compared to the current algorithm used in space situational awareness applications to evaluate its value.
Bonnice, W. F.; Motyka, P.; Wagner, E.; Hall, S. R.
1986-01-01
The performance of the orthogonal series generalized likelihood ratio (OSGLR) test in detecting and isolating commercial aircraft control surface and actuator failures is evaluated. A modification to incorporate age-weighting which significantly reduces the sensitivity of the algorithm to modeling errors is presented. The steady-state implementation of the algorithm based on a single linear model valid for a cruise flight condition is tested using a nonlinear aircraft simulation. A number of off-nominal no-failure flight conditions including maneuvers, nonzero flap deflections, different turbulence levels and steady winds were tested. Based on the no-failure decision functions produced by off-nominal flight conditions, the failure detection and isolation performance at the nominal flight condition was determined. The extension of the algorithm to a wider flight envelope by scheduling on dynamic pressure and flap deflection is examined. Based on this testing, the OSGLR algorithm should be capable of detecting control surface failures that would affect the safe operation of a commercial aircraft. Isolation may be difficult if there are several surfaces which produce similar effects on the aircraft. Extending the algorithm over the entire operating envelope of a commercial aircraft appears feasible.
Coelho, Carlos A.; Marques, Filipe J.
2013-09-01
In this paper the authors combine the equicorrelation and equivariance test introduced by Wilks [13] with the likelihood ratio test (l.r.t.) for independence of groups of variables to obtain the l.r.t. of block equicorrelation and equivariance. This test or its single block version may find applications in many areas as in psychology, education, medicine, genetics and they are important "in many tests of multivariate analysis, e.g. in MANOVA, Profile Analysis, Growth Curve analysis, etc" [12, 9]. By decomposing the overall hypothesis into the hypotheses of independence of groups of variables and the hypothesis of equicorrelation and equivariance we are able to obtain the expressions for the overall l.r.t. statistic and its moments. From these we obtain a suitable factorization of the characteristic function (c.f.) of the logarithm of the l.r.t. statistic, which enables us to develop highly manageable and precise near-exact distributions for the test statistic.
Yuan, Ke-Hai; Tian, Yubin; Yanagihara, Hirokazu
2015-06-01
Survey data typically contain many variables. Structural equation modeling (SEM) is commonly used in analyzing such data. The most widely used statistic for evaluating the adequacy of a SEM model is T ML, a slight modification to the likelihood ratio statistic. Under normality assumption, T ML approximately follows a chi-square distribution when the number of observations (N) is large and the number of items or variables (p) is small. However, in practice, p can be rather large while N is always limited due to not having enough participants. Even with a relatively large N, empirical results show that T ML rejects the correct model too often when p is not too small. Various corrections to T ML have been proposed, but they are mostly heuristic. Following the principle of the Bartlett correction, this paper proposes an empirical approach to correct T ML so that the mean of the resulting statistic approximately equals the degrees of freedom of the nominal chi-square distribution. Results show that empirically corrected statistics follow the nominal chi-square distribution much more closely than previously proposed corrections to T ML, and they control type I errors reasonably well whenever N ≥ max(50,2p). The formulations of the empirically corrected statistics are further used to predict type I errors of T ML as reported in the literature, and they perform well.
A flexible spatial scan statistic with a restricted likelihood ratio for detecting disease clusters.
Tango, Toshiro; Takahashi, Kunihiko
2012-12-30
Spatial scan statistics are widely used tools for detection of disease clusters. Especially, the circular spatial scan statistic proposed by Kulldorff (1997) has been utilized in a wide variety of epidemiological studies and disease surveillance. However, as it cannot detect noncircular, irregularly shaped clusters, many authors have proposed different spatial scan statistics, including the elliptic version of Kulldorff's scan statistic. The flexible spatial scan statistic proposed by Tango and Takahashi (2005) has also been used for detecting irregularly shaped clusters. However, this method sets a feasible limitation of a maximum of 30 nearest neighbors for searching candidate clusters because of heavy computational load. In this paper, we show a flexible spatial scan statistic implemented with a restricted likelihood ratio proposed by Tango (2008) to (1) eliminate the limitation of 30 nearest neighbors and (2) to have surprisingly much less computational time than the original flexible spatial scan statistic. As a side effect, it is shown to be able to detect clusters with any shape reasonably well as the relative risk of the cluster becomes large via Monte Carlo simulation. We illustrate the proposed spatial scan statistic with data on mortality from cerebrovascular disease in the Tokyo Metropolitan area, Japan. Copyright © 2012 John Wiley & Sons, Ltd.
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
Likelihood ratio and posterior odds in forensic genetics: Two sides of the same coin.
Caliebe, Amke; Walsh, Susan; Liu, Fan; Kayser, Manfred; Krawczak, Michael
2017-05-01
It has become widely accepted in forensics that, owing to a lack of sensible priors, the evidential value of matching DNA profiles in trace donor identification or kinship analysis is most sensibly communicated in the form of a likelihood ratio (LR). This restraint does not abate the fact that the posterior odds (PO) would be the preferred basis for returning a verdict. A completely different situation holds for Forensic DNA Phenotyping (FDP), which is aimed at predicting externally visible characteristics (EVCs) of a trace donor from DNA left behind at the crime scene. FDP is intended to provide leads to the police investigation helping them to find unknown trace donors that are unidentifiable by DNA profiling. The statistical models underlying FDP typically yield posterior odds (PO) for an individual possessing a certain EVC. This apparent discrepancy has led to confusion as to when LR or PO is the appropriate outcome of forensic DNA analysis to be communicated to the investigating authorities. We thus set out to clarify the distinction between LR and PO in the context of forensic DNA profiling and FDP from a statistical point of view. In so doing, we also addressed the influence of population affiliation on LR and PO. In contrast to the well-known population dependency of the LR in DNA profiling, the PO as obtained in FDP may be widely population-independent. The actual degree of independence, however, is a matter of (i) how much of the causality of the respective EVC is captured by the genetic markers used for FDP and (ii) by the extent to which non-genetic such as environmental causal factors of the same EVC are distributed equally throughout populations. The fact that an LR should be communicated in cases of DNA profiling whereas the PO are suitable for FDP does not conflict with theory, but rather reflects the immanent differences between these two forensic applications of DNA information. Copyright © 2017 Elsevier B.V. All rights reserved.
Likelihood ratio-based integrated personal risk assessment of type 2 diabetes.
Sato, Noriko; Htun, Nay Chi; Daimon, Makoto; Tamiya, Gen; Kato, Takeo; Kubota, Isao; Ueno, Yoshiyuki; Yamashita, Hidetoshi; Fukao, Akira; Kayama, Takamasa; Muramatsu, Masaaki
2014-01-01
To facilitate personalized health care for multifactorial diseases, risks of genetic and clinical/environmental factors should be assessed together for each individual in an integrated fashion. This approach is possible with the likelihood ratio (LR)-based risk assessment system, as this system can incorporate manifold tests. We examined the usefulness of this system for assessing type 2 diabetes (T2D). Our system employed 29 genetic susceptibility variants, body mass index (BMI), and hypertension as risk factors whose LRs can be estimated from openly available T2D association data for the Japanese population. The pretest probability was set at a sex- and age-appropriate population average of diabetes prevalence. The classification performance of our LR-based risk assessment was compared to that of a non-invasive screening test for diabetes called TOPICS (with score based on age, sex, family history, smoking, BMI, and hypertension) using receiver operating characteristic analysis with a community cohort (n = 1263). The area under the receiver operating characteristic curve (AUC) for the LR-based assessment and TOPICS was 0.707 (95% CI 0.665-0.750) and 0.719 (0.675-0.762), respectively. These AUCs were much higher than that of a genetic risk score constructed using the same genetic susceptibility variants, 0.624 (0.574-0.674). The use of ethnically matched LRs is necessary for proper personal risk assessment. In conclusion, although LR-based integrated risk assessment for T2D still requires additional tests that evaluate other factors, such as risks involved in missing heritability, our results indicate the potential usability of LR-based assessment system and stress the importance of stratified epidemiological investigations in personalized medicine.
Martyna, Agnieszka; Gäbler, Hans-Eike; Bahr, Andreas; Zadora, Grzegorz
2018-05-01
Wolframite has been specified as a 'conflict mineral' by a U.S. Government Act, which obliges companies that use these minerals to report their origin. Minerals originating from conflict regions in the Democratic Republic of the Congo shall be excluded from the market as their illegal mining, trading, and taxation are supposed to fuel ongoing violent conflicts. The German Federal Institute for Geosciences and Natural Resources (BGR) developed a geochemical fingerprinting method for wolframite based on laser ablation inductively coupled plasma-mass spectrometry. Concentrations of 46 elements in about 5300 wolframite grains from 64 mines were determined. The issue of verifying the declared origins of the wolframite samples may be framed as a forensic problem by considering two contrasting hypotheses: the examined sample and a sample collected from the declared mine originate from the same mine (H 1 ), and the two samples come from different mines (H 2 ). The solution is found using the likelihood ratio (LR) theory. On account of the multidimensionality, the lack of normal distribution of data within each sample, and the huge within-sample dispersion in relation to the dispersion between samples, the classic LR models had to be modified. Robust principal component analysis and linear discriminant analysis were used to characterize samples. The similarity of two samples was expressed by Kolmogorov-Smirnov distances, which were interpreted in view of H 1 and H 2 hypotheses within the LR framework. The performance of the models, controlled by the levels of incorrect responses and the empirical cross entropy, demonstrated that the proposed LR models are successful in verifying the authenticity of the wolframite samples. Graphical abstract Geochemical wolframite fingerprinting.
Filipiak, Katarzyna; Klein, Daniel; Roy, Anuradha
2017-01-01
The problem of testing the separability of a covariance matrix against an unstructured variance-covariance matrix is studied in the context of multivariate repeated measures data using Rao's score test (RST). The RST statistic is developed with the first component of the separable structure as a first-order autoregressive (AR(1)) correlation matrix or an unstructured (UN) covariance matrix under the assumption of multivariate normality. It is shown that the distribution of the RST statistic under the null hypothesis of any separability does not depend on the true values of the mean or the unstructured components of the separable structure. A significant advantage of the RST is that it can be performed for small samples, even smaller than the dimension of the data, where the likelihood ratio test (LRT) cannot be used, and it outperforms the standard LRT in a number of contexts. Monte Carlo simulations are then used to study the comparative behavior of the null distribution of the RST statistic, as well as that of the LRT statistic, in terms of sample size considerations, and for the estimation of the empirical percentiles. Our findings are compared with existing results where the first component of the separable structure is a compound symmetry (CS) correlation matrix. It is also shown by simulations that the empirical null distribution of the RST statistic converges faster than the empirical null distribution of the LRT statistic to the limiting χ 2 distribution. The tests are implemented on a real dataset from medical studies. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
An assessment of the information content of likelihood ratios derived from complex mixtures.
Marsden, Clare D; Rudin, Norah; Inman, Keith; Lohmueller, Kirk E
2016-05-01
With the increasing sensitivity of DNA typing methodologies, as well as increasing awareness by law enforcement of the perceived capabilities of DNA typing, complex mixtures consisting of DNA from two or more contributors are increasingly being encountered. However, insufficient research has been conducted to characterize the ability to distinguish a true contributor (TC) from a known non-contributor (KNC) in these complex samples, and under what specific conditions. In order to investigate this question, sets of six 15-locus Caucasian genotype profiles were simulated and used to create mixtures containing 2-5 contributors. Likelihood ratios were computed for various situations, including varying numbers of contributors and unknowns in the evidence profile, as well as comparisons of the evidence profile to TCs and KNCs. This work was intended to illustrate the best-case scenario, in which all alleles from the TC were detected in the simulated evidence samples. Therefore the possibility of drop-out was not modeled in this study. The computer program DNAMIX was then used to compute LRs comparing the evidence profile to TCs and KNCs. This resulted in 140,000 LRs for each of the two scenarios. These complex mixture simulations show that, even when all alleles are detected (i.e. no drop-out), TCs can generate LRs less than 1 across a 15-locus profile. However, this outcome was rare, 7 of 140,000 replicates (0.005%), and associated only with mixtures comprising 5 contributors in which the numerator hypothesis includes one or more unknown contributors. For KNCs, LRs were found to be greater than 1 in a small number of replicates (75 of 140,000 replicates, or 0.05%). These replicates were limited to 4 and 5 person mixtures with 1 or more unknowns in the numerator. Only 5 of these 75 replicates (0.004%) yielded an LR greater than 1,000. Thus, overall, these results imply that the weight of evidence that can be derived from complex mixtures containing up to 5 contributors
Michalska, Aleksandra; Martyna, Agnieszka; Zadora, Grzegorz
2018-01-01
The main aim of this study was to verify whether selected analytical parameters may affect solving the comparison problem of Raman spectra with the use of the likelihood ratio (LR) approach. Firstly the LR methodologies developed for Raman spectra of blue automotive paints obtained with the use of 785nm laser source (results published by the authors previously) were implemented for good quality spectra recorded for these paints with the use of 514.5nm laser source. For LR models construction two types of variables were used i.e. areas under selected pigments bands and coefficients derived from discrete wavelet transform procedure (DWT). Few experiments were designed for 785nm and 514.5nm Raman spectra databases after constructing well performing LR models (low rates of false positive and false negative answers and acceptable results of empirical cross entropy approach). In order to verify whether objective magnification described by its numerical aperture affects spectra interpretation, three objective magnifications -20×(N.A.=0.4.), 50×(N.A.=0.75) and 100×(N.A.=0.85) within each of the applied laser sources (514.5nm and 785nm) were tested for a group of blue solid and metallic automotive paints having the same sets of pigments depending on the applied laser source. The findings obtained by two types of LR models indicate the importance of this parameter for solving the comparison problem of both solid and metallic automotive paints regardless of the laser source used for measuring Raman signal. Hence, the same objective magnification, preferably 50× (established based on the analysis of within- and between-samples variability and F-factor value), should be used when focusing the laser on samples during Raman measurements. Then the influence of parameters (laser power and time of irradiation) of one of the recommended fluorescence suppression techniques, namely photobleaching, was under investigation. Analysis performed on a group of solid automotive paint
Marill, Keith A; Chang, Yuchiao; Wong, Kim F; Friedman, Ari B
2017-08-01
Objectives Assessing high-sensitivity tests for mortal illness is crucial in emergency and critical care medicine. Estimating the 95% confidence interval (CI) of the likelihood ratio (LR) can be challenging when sample sensitivity is 100%. We aimed to develop, compare, and automate a bootstrapping method to estimate the negative LR CI when sample sensitivity is 100%. Methods The lowest population sensitivity that is most likely to yield sample sensitivity 100% is located using the binomial distribution. Random binomial samples generated using this population sensitivity are then used in the LR bootstrap. A free R program, "bootLR," automates the process. Extensive simulations were performed to determine how often the LR bootstrap and comparator method 95% CIs cover the true population negative LR value. Finally, the 95% CI was compared for theoretical sample sizes and sensitivities approaching and including 100% using: (1) a technique of individual extremes, (2) SAS software based on the technique of Gart and Nam, (3) the Score CI (as implemented in the StatXact, SAS, and R PropCI package), and (4) the bootstrapping technique. Results The bootstrapping approach demonstrates appropriate coverage of the nominal 95% CI over a spectrum of populations and sample sizes. Considering a study of sample size 200 with 100 patients with disease, and specificity 60%, the lowest population sensitivity with median sample sensitivity 100% is 99.31%. When all 100 patients with disease test positive, the negative LR 95% CIs are: individual extremes technique (0,0.073), StatXact (0,0.064), SAS Score method (0,0.057), R PropCI (0,0.062), and bootstrap (0,0.048). Similar trends were observed for other sample sizes. Conclusions When study samples demonstrate 100% sensitivity, available methods may yield inappropriately wide negative LR CIs. An alternative bootstrapping approach and accompanying free open-source R package were developed to yield realistic estimates easily. This
Measures of effect size for chi-squared and likelihood-ratio goodness-of-fit tests.
Johnston, Janis E; Berry, Kenneth J; Mielke, Paul W
2006-10-01
A fundamental shift in editorial policy for psychological journals was initiated when the fourth edition of the Publication Manual of the American Psychological Association (1994) placed emphasis on reporting measures of effect size. This paper presents measures of effect size for the chi-squared and the likelihood-ratio goodness-of-fit statistic tests.
Yuan, Ke-Hai
2008-01-01
In the literature of mean and covariance structure analysis, noncentral chi-square distribution is commonly used to describe the behavior of the likelihood ratio (LR) statistic under alternative hypothesis. Due to the inaccessibility of the rather technical literature for the distribution of the LR statistic, it is widely believed that the…
Bundick, W. T.
1985-01-01
The application of the Generalized Likelihood Ratio technique to the detection and identification of aircraft control element failures has been evaluated in a linear digital simulation of the longitudinal dynamics of a B-737 aircraft. Simulation results show that the technique has potential but that the effects of wind turbulence and Kalman filter model errors are problems which must be overcome.
Bolck, A.; Ni, H.; Lopatka, M.
2015-01-01
Likelihood ratio (LR) models are moving into the forefront of forensic evidence evaluation as these methods are adopted by a diverse range of application areas in forensic science. We examine the fundamentally different results that can be achieved when feature- and score-based methodologies are
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Horsch, Karla; Pesce, Lorenzo L.; Giger, Maryellen L.; Metz, Charles E.; Jiang Yulei
2012-01-01
Purpose: The authors developed scaling methods that monotonically transform the output of one classifier to the ''scale'' of another. Such transformations affect the distribution of classifier output while leaving the ROC curve unchanged. In particular, they investigated transformations between radiologists and computer classifiers, with the goal of addressing the problem of comparing and interpreting case-specific values of output from two classifiers. Methods: Using both simulated and radiologists' rating data of breast imaging cases, the authors investigated a likelihood-ratio-scaling transformation, based on ''matching'' classifier likelihood ratios. For comparison, three other scaling transformations were investigated that were based on matching classifier true positive fraction, false positive fraction, or cumulative distribution function, respectively. The authors explored modifying the computer output to reflect the scale of the radiologist, as well as modifying the radiologist's ratings to reflect the scale of the computer. They also evaluated how dataset size affects the transformations. Results: When ROC curves of two classifiers differed substantially, the four transformations were found to be quite different. The likelihood-ratio scaling transformation was found to vary widely from radiologist to radiologist. Similar results were found for the other transformations. Our simulations explored the effect of database sizes on the accuracy of the estimation of our scaling transformations. Conclusions: The likelihood-ratio-scaling transformation that the authors have developed and evaluated was shown to be capable of transforming computer and radiologist outputs to a common scale reliably, thereby allowing the comparison of the computer and radiologist outputs on the basis of a clinically relevant statistic.
Liu, Rong
2017-01-01
Obtaining a fast and reliable decision is an important issue in brain-computer interfaces (BCI), particularly in practical real-time applications such as wheelchair or neuroprosthetic control. In this study, the EEG signals were firstly analyzed with a power projective base method. Then we were applied a decision-making model, the sequential probability ratio testing (SPRT), for single-trial classification of motor imagery movement events. The unique strength of this proposed classification method lies in its accumulative process, which increases the discriminative power as more and more evidence is observed over time. The properties of the method were illustrated on thirteen subjects' recordings from three datasets. Results showed that our proposed power projective method outperformed two benchmark methods for every subject. Moreover, with sequential classifier, the accuracies across subjects were significantly higher than that with nonsequential ones. The average maximum accuracy of the SPRT method was 84.1%, as compared with 82.3% accuracy for the sequential Bayesian (SB) method. The proposed SPRT method provides an explicit relationship between stopping time, thresholds, and error, which is important for balancing the time-accuracy trade-off. These results suggest SPRT would be useful in speeding up decision-making while trading off errors in BCI. PMID:29348781
Impact of controlling the sum of error probability in the sequential probability ratio test
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Bijoy Kumarr Pradhan
2013-05-01
Full Text Available A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.
Bueno, R. A.
1977-01-01
Results of the generalized likelihood ratio (GLR) technique for the detection of failures in aircraft application are presented, and its relationship to the properties of the Kalman-Bucy filter is examined. Under the assumption that the system is perfectly modeled, the detectability and distinguishability of four failure types are investigated by means of analysis and simulations. Detection of failures is found satisfactory, but problems in identifying correctly the mode of a failure may arise. These issues are closely examined as well as the sensitivity of GLR to modeling errors. The advantages and disadvantages of this technique are discussed, and various modifications are suggested to reduce its limitations in performance and computational complexity.
Xu, Maoqi; Chen, Liang
2018-01-01
The individual sample heterogeneity is one of the biggest obstacles in biomarker identification for complex diseases such as cancers. Current statistical models to identify differentially expressed genes between disease and control groups often overlook the substantial human sample heterogeneity. Meanwhile, traditional nonparametric tests lose detailed data information and sacrifice the analysis power, although they are distribution free and robust to heterogeneity. Here, we propose an empirical likelihood ratio test with a mean-variance relationship constraint (ELTSeq) for the differential expression analysis of RNA sequencing (RNA-seq). As a distribution-free nonparametric model, ELTSeq handles individual heterogeneity by estimating an empirical probability for each observation without making any assumption about read-count distribution. It also incorporates a constraint for the read-count overdispersion, which is widely observed in RNA-seq data. ELTSeq demonstrates a significant improvement over existing methods such as edgeR, DESeq, t-tests, Wilcoxon tests and the classic empirical likelihood-ratio test when handling heterogeneous groups. It will significantly advance the transcriptomics studies of cancers and other complex disease. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
Norström, Madelaine; Kristoffersen, Anja Bråthen; Görlach, Franziska Sophie; Nygård, Karin; Hopp, Petter
2015-01-01
In order to facilitate foodborne outbreak investigations there is a need to improve the methods for identifying the food products that should be sampled for laboratory analysis. The aim of this study was to examine the applicability of a likelihood ratio approach previously developed on simulated data, to real outbreak data. We used human case and food product distribution data from the Norwegian enterohaemorrhagic Escherichia coli outbreak in 2006. The approach was adjusted to include time, space smoothing and to handle missing or misclassified information. The performance of the adjusted likelihood ratio approach on the data originating from the HUS outbreak and control data indicates that the adjusted approach is promising and indicates that the adjusted approach could be a useful tool to assist and facilitate the investigation of food borne outbreaks in the future if good traceability are available and implemented in the distribution chain. However, the approach needs to be further validated on other outbreak data and also including other food products than meat products in order to make a more general conclusion of the applicability of the developed approach. PMID:26237468
The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
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Ana M. Angulo
2011-01-01
Full Text Available El modelo espacial de Durbin ocupa una posición interesante en econometría espacial. Es la forma reducida de un modelo de corte transversal con dependencia en los errores y puede ser utilizado como ecuación de anidación en un enfoque más general de selección de modelos. En concreto, a partir de esta ecuación puede obtenerse el Ratio de Verosimilitudes conocido como test de Factores Comunes (LRCOM. Como se muestra en Mur y Angulo (2006, este test tiene buenas propiedades si el modelo está correctamente especificado. Sin embargo, por lo que sabemos, no hay referencias en la literatura sobre el comportamiento de este test bajo condiciones no ideales. En concreto, estudiamos el comportamiento del test en los casos de heterocedasticidad, no normalidad, endogeneidad, matrices de contactos densas y no-linealidad. Nuestros resultados ofrecen una visión positiva del test de Factores Comunes que parece una técnica útil en el instrumental propio de la econometría espacial contemporánea.
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Marc Baguelin
2011-02-01
Full Text Available Estimating the age-specific incidence of an emerging pathogen is essential for understanding its severity and transmission dynamics. This paper describes a statistical method that uses likelihoods to estimate incidence from sequential serological data. The method requires information on seroconversion intervals and allows integration of information on the temporal distribution of cases from clinical surveillance. Among a family of candidate incidences, a likelihood function is derived by reconstructing the change in seroprevalence from seroconversion following infection and comparing it with the observed sequence of positivity among the samples. This method is applied to derive the cumulative and weekly incidence of A/H1N1 pandemic influenza in England during the second wave using sera taken between September 2009 and February 2010 in four age groups (1-4, 5-14, 15-24, 25-44 years. The highest cumulative incidence was in 5-14 year olds (59%, 95% credible interval (CI: 52%, 68% followed by 1-4 year olds (49%, 95% CI: 38%, 61%, rates 20 and 40 times higher respectively than estimated from clinical surveillance. The method provides a more accurate and continuous measure of incidence than achieved by comparing prevalence in samples grouped by time period.
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...
Mandal, Shyamapada; Santhi, B.; Sridhar, S.; Vinolia, K.; Swaminathan, P.
2017-06-01
In this paper, an online fault detection and classification method is proposed for thermocouples used in nuclear power plants. In the proposed method, the fault data are detected by the classification method, which classifies the fault data from the normal data. Deep belief network (DBN), a technique for deep learning, is applied to classify the fault data. The DBN has a multilayer feature extraction scheme, which is highly sensitive to a small variation of data. Since the classification method is unable to detect the faulty sensor; therefore, a technique is proposed to identify the faulty sensor from the fault data. Finally, the composite statistical hypothesis test, namely generalized likelihood ratio test, is applied to compute the fault pattern of the faulty sensor signal based on the magnitude of the fault. The performance of the proposed method is validated by field data obtained from thermocouple sensors of the fast breeder test reactor.
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Yanjiao Li
2017-08-01
Full Text Available Gas utilization ratio (GUR is an important indicator used to measure the operating status and energy consumption of blast furnaces (BFs. In this paper, we present a soft-sensor approach, i.e., a novel online sequential extreme learning machine (OS-ELM named DU-OS-ELM, to establish a data-driven model for GUR prediction. In DU-OS-ELM, firstly, the old collected data are discarded gradually and the newly acquired data are given more attention through a novel dynamic forgetting factor (DFF, depending on the estimation errors to enhance the dynamic tracking ability. Furthermore, we develop an updated selection strategy (USS to judge whether the model needs to be updated with the newly coming data, so that the proposed approach is more in line with the actual production situation. Then, the convergence analysis of the proposed DU-OS-ELM is presented to ensure the estimation of output weight converge to the true value with the new data arriving. Meanwhile, the proposed DU-OS-ELM is applied to build a soft-sensor model to predict GUR. Experimental results demonstrate that the proposed DU-OS-ELM obtains better generalization performance and higher prediction accuracy compared with a number of existing related approaches using the real production data from a BF and the created GUR prediction model can provide an effective guidance for further optimization operation.
Li, Yanjiao; Zhang, Sen; Yin, Yixin; Xiao, Wendong; Zhang, Jie
2017-08-10
Gas utilization ratio (GUR) is an important indicator used to measure the operating status and energy consumption of blast furnaces (BFs). In this paper, we present a soft-sensor approach, i.e., a novel online sequential extreme learning machine (OS-ELM) named DU-OS-ELM, to establish a data-driven model for GUR prediction. In DU-OS-ELM, firstly, the old collected data are discarded gradually and the newly acquired data are given more attention through a novel dynamic forgetting factor (DFF), depending on the estimation errors to enhance the dynamic tracking ability. Furthermore, we develop an updated selection strategy (USS) to judge whether the model needs to be updated with the newly coming data, so that the proposed approach is more in line with the actual production situation. Then, the convergence analysis of the proposed DU-OS-ELM is presented to ensure the estimation of output weight converge to the true value with the new data arriving. Meanwhile, the proposed DU-OS-ELM is applied to build a soft-sensor model to predict GUR. Experimental results demonstrate that the proposed DU-OS-ELM obtains better generalization performance and higher prediction accuracy compared with a number of existing related approaches using the real production data from a BF and the created GUR prediction model can provide an effective guidance for further optimization operation.
Monte Carlo simulation of the sequential probability ratio test for radiation monitoring
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Coop, K.L.
1984-01-01
A computer program simulates the Sequential Probability Ratio Test (SPRT) using Monte Carlo techniques. The program, SEQTEST, performs random-number sampling of either a Poisson or normal distribution to simulate radiation monitoring data. The results are in terms of the detection probabilities and the average time required for a trial. The computed SPRT results can be compared with tabulated single interval test (SIT) values to determine the better statistical test for particular monitoring applications. Use of the SPRT in a hand-and-foot alpha monitor shows that the SPRT provides better detection probabilities while generally requiring less counting time. Calculations are also performed for a monitor where the SPRT is not permitted to the take longer than the single interval test. Although the performance of the SPRT is degraded by this restriction, the detection probabilities are still similar to the SIT values, and average counting times are always less than 75% of the SIT time. Some optimal conditions for use of the SPRT are described. The SPRT should be the test of choice in many radiation monitoring situations. 6 references, 8 figures, 1 table
Wang, Liang; Xia, Yu; Jiang, Yu-Xin; Dai, Qing; Li, Xiao-Yi
2012-11-01
To assess the efficacy of sonography for discriminating nodular Hashimoto thyroiditis from papillary thyroid carcinoma in patients with sonographically evident diffuse Hashimoto thyroiditis. This study included 20 patients with 24 surgically confirmed Hashimoto thyroiditis nodules and 40 patients with 40 papillary thyroid carcinoma nodules; all had sonographically evident diffuse Hashimoto thyroiditis. A retrospective review of the sonograms was performed, and significant benign and malignant sonographic features were selected by univariate and multivariate analyses. The combined likelihood ratio was calculated as the product of each feature's likelihood ratio for papillary thyroid carcinoma. We compared the abilities of the original sonographic features and combined likelihood ratios in diagnosing nodular Hashimoto thyroiditis and papillary thyroid carcinoma by their sensitivity, specificity, and Youden index. The diagnostic capabilities of the sonographic features varied greatly, with Youden indices ranging from 0.175 to 0.700. Compared with single features, combinations of features were unable to improve the Youden indices effectively because the sensitivity and specificity usually changed in opposite directions. For combined likelihood ratios, however, the sensitivity improved greatly without an obvious reduction in specificity, which resulted in the maximum Youden index (0.825). With a combined likelihood ratio greater than 7.00 as the diagnostic criterion for papillary thyroid carcinoma, sensitivity reached 82.5%, whereas specificity remained at 100.0%. With a combined likelihood ratio less than 1.00 for nodular Hashimoto thyroiditis, sensitivity and specificity were 90.0% and 92.5%, respectively. Several sonographic features of nodular Hashimoto thyroiditis and papillary thyroid carcinoma in a background of diffuse Hashimoto thyroiditis were significantly different. The combined likelihood ratio may be superior to original sonographic features for
Gayet-Ageron, Angèle; Lautenschlager, Stephan; Ninet, Béatrice; Perneger, Thomas V; Combescure, Christophe
2013-05-01
To systematically review and estimate pooled sensitivity and specificity of the polymerase chain reaction (PCR) technique compared to recommended reference tests in the diagnosis of suspected syphilis at various stages and in various biological materials. Systematic review and meta-analysis. Search of three electronic bibliographic databases from January 1990 to January 2012 and the abstract books of five congresses specialized in the infectious diseases' field (1999-2011). Search key terms included syphilis, Treponema pallidum or neurosyphilis and molecular amplification, polymerase chain reaction or PCR. We included studies that used both reference tests to diagnose syphilis plus PCR and we presented pooled estimates of PCR sensitivity, specificity, and positive and negative likelihood ratios (LR) per syphilis stages and biological materials. Of 1160 identified abstracts, 69 were selected and 46 studies used adequate reference tests to diagnose syphilis. Sensitivity was highest in the swabs from primary genital or anal chancres (78.4%; 95% CI: 68.2-86.0) and in blood from neonates with congenital syphilis (83.0%; 55.0-95.2). Most pooled specificities were ∼95%, except those in blood. A positive PCR is highly informative with a positive LR around 20 in ulcers or skin lesions. In the blood, the positive LR was syphilis diagnosis in lesions. PCR is a useful diagnostic tool in ulcers, especially when serology is still negative and in medical settings with a high prevalence of syphilis.
International Nuclear Information System (INIS)
Bilska-Wolak, Anna O; Floyd, Carey E Jr
2004-01-01
While mammography is a highly sensitive method for detecting breast tumours, its ability to differentiate between malignant and benign lesions is low, which may result in as many as 70% of unnecessary biopsies. The purpose of this study was to develop a highly specific computer-aided diagnosis algorithm to improve classification of mammographic masses. A classifier based on the likelihood ratio was developed to accommodate cases with missing data. Data for development included 671 biopsy cases (245 malignant), with biopsy-proved outcome. Sixteen features based on the BI-RADS TM lexicon and patient history had been recorded for the cases, with 1.3 ± 1.1 missing feature values per case. Classifier evaluation methods included receiver operating characteristic and leave-one-out bootstrap sampling. The classifier achieved 32% specificity at 100% sensitivity on the 671 cases with 16 features that had missing values. Utilizing just the seven features present for all cases resulted in decreased performance at 100% sensitivity with average 19% specificity. No cases and no feature data were omitted during classifier development, showing that it is more beneficial to utilize cases with missing values than to discard incomplete cases that cannot be handled by many algorithms. Classification of mammographic masses was commendable at high sensitivity levels, indicating that benign cases could be potentially spared from biopsy
Ou, Lu; Chow, Sy-Miin; Ji, Linying; Molenaar, Peter C M
2017-01-01
The autoregressive latent trajectory (ALT) model synthesizes the autoregressive model and the latent growth curve model. The ALT model is flexible enough to produce a variety of discrepant model-implied change trajectories. While some researchers consider this a virtue, others have cautioned that this may confound interpretations of the model's parameters. In this article, we show that some-but not all-of these interpretational difficulties may be clarified mathematically and tested explicitly via likelihood ratio tests (LRTs) imposed on the initial conditions of the model. We show analytically the nested relations among three variants of the ALT model and the constraints needed to establish equivalences. A Monte Carlo simulation study indicated that LRTs, particularly when used in combination with information criterion measures, can allow researchers to test targeted hypotheses about the functional forms of the change process under study. We further demonstrate when and how such tests may justifiably be used to facilitate our understanding of the underlying process of change using a subsample (N = 3,995) of longitudinal family income data from the National Longitudinal Survey of Youth.
Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose
2017-01-01
Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.
Heinrich, Verena; Kamphans, Tom; Mundlos, Stefan; Robinson, Peter N; Krawitz, Peter M
2017-01-01
Next generation sequencing technology considerably changed the way we screen for pathogenic mutations in rare Mendelian disorders. However, the identification of the disease-causing mutation amongst thousands of variants of partly unknown relevance is still challenging and efficient techniques that reduce the genomic search space play a decisive role. Often segregation- or linkage analysis are used to prioritize candidates, however, these approaches require correct information about the degree of relationship among the sequenced samples. For quality assurance an automated control of pedigree structures and sample assignment is therefore highly desirable in order to detect label mix-ups that might otherwise corrupt downstream analysis. We developed an algorithm based on likelihood ratios that discriminates between different classes of relationship for an arbitrary number of genotyped samples. By identifying the most likely class we are able to reconstruct entire pedigrees iteratively, even for highly consanguineous families. We tested our approach on exome data of different sequencing studies and achieved high precision for all pedigree predictions. By analyzing the precision for varying degrees of relatedness or inbreeding we could show that a prediction is robust down to magnitudes of a few hundred loci. A java standalone application that computes the relationships between multiple samples as well as a Rscript that visualizes the pedigree information is available for download as well as a web service at www.gene-talk.de CONTACT: heinrich@molgen.mpg.deSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.
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Gou Hosoya
2013-01-01
Full Text Available Approximate calculation of channel log-likelihood ratio (LLR for wireless channels using Padé approximation is presented. LLR is used as an input of iterative decoding for powerful error-correcting codes such as low-density parity-check (LDPC codes or turbo codes. Due to the lack of knowledge of the channel state information of a wireless fading channel, such as uncorrelated fiat Rayleigh fading channels, calculations of exact LLR for these channels are quite complicated for a practical implementation. The previous work, an LLR calculation using the Taylor approximation, quickly becomes inaccurate as the channel output leaves some derivative point. This becomes a big problem when higher order modulation scheme is employed. To overcome this problem, a new LLR approximation using Padé approximation, which expresses the original function by a rational form of two polynomials with the same total number of coefficients of the Taylor series and can accelerate the Taylor approximation, is devised. By applying the proposed approximation to the iterative decoding and the LDPC codes with some modulation schemes, we show the effectiveness of the proposed methods by simulation results and analysis based on the density evolution.
Thorn, Graeme J; King, John R
2016-01-01
The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. Copyright © 2015 Elsevier Inc. All rights reserved.
Benschop, Corina C G; van de Merwe, Linda; de Jong, Jeroen; Vanvooren, Vanessa; Kempenaers, Morgane; Kees van der Beek, C P; Barni, Filippo; Reyes, Eusebio López; Moulin, Léa; Pene, Laurent; Haned, Hinda; Sijen, Titia
2017-07-01
Searching a national DNA database with complex and incomplete profiles usually yields very large numbers of possible matches that can present many candidate suspects to be further investigated by the forensic scientist and/or police. Current practice in most forensic laboratories consists of ordering these 'hits' based on the number of matching alleles with the searched profile. Thus, candidate profiles that share the same number of matching alleles are not differentiated and due to the lack of other ranking criteria for the candidate list it may be difficult to discern a true match from the false positives or notice that all candidates are in fact false positives. SmartRank was developed to put forward only relevant candidates and rank them accordingly. The SmartRank software computes a likelihood ratio (LR) for the searched profile and each profile in the DNA database and ranks database entries above a defined LR threshold according to the calculated LR. In this study, we examined for mixed DNA profiles of variable complexity whether the true donors are retrieved, what the number of false positives above an LR threshold is and the ranking position of the true donors. Using 343 mixed DNA profiles over 750 SmartRank searches were performed. In addition, the performance of SmartRank and CODIS were compared regarding DNA database searches and SmartRank was found complementary to CODIS. We also describe the applicable domain of SmartRank and provide guidelines. The SmartRank software is open-source and freely available. Using the best practice guidelines, SmartRank enables obtaining investigative leads in criminal cases lacking a suspect. Copyright © 2017 Elsevier B.V. All rights reserved.
Rodriguez, Jesse M.
2013-01-01
Studies that map disease genes rely on accurate annotations that indicate whether individuals in the studied cohorts are related to each other or not. For example, in genome-wide association studies, the cohort members are assumed to be unrelated to one another. Investigators can correct for individuals in a cohort with previously-unknown shared familial descent by detecting genomic segments that are shared between them, which are considered to be identical by descent (IBD). Alternatively, elevated frequencies of IBD segments near a particular locus among affected individuals can be indicative of a disease-associated gene. As genotyping studies grow to use increasingly large sample sizes and meta-analyses begin to include many data sets, accurate and efficient detection of hidden relatedness becomes a challenge. To enable disease-mapping studies of increasingly large cohorts, a fast and accurate method to detect IBD segments is required. We present PARENTE, a novel method for detecting related pairs of individuals and shared haplotypic segments within these pairs. PARENTE is a computationally-efficient method based on an embedded likelihood ratio test. As demonstrated by the results of our simulations, our method exhibits better accuracy than the current state of the art, and can be used for the analysis of large genotyped cohorts. PARENTE\\'s higher accuracy becomes even more significant in more challenging scenarios, such as detecting shorter IBD segments or when an extremely low false-positive rate is required. PARENTE is publicly and freely available at http://parente.stanford.edu/. © 2013 Springer-Verlag.
Alladio, Eugenio; Martyna, Agnieszka; Salomone, Alberto; Pirro, Valentina; Vincenti, Marco; Zadora, Grzegorz
2017-02-01
The detection of direct ethanol metabolites, such as ethyl glucuronide (EtG) and fatty acid ethyl esters (FAEEs), in scalp hair is considered the optimal strategy to effectively recognize chronic alcohol misuses by means of specific cut-offs suggested by the Society of Hair Testing. However, several factors (e.g. hair treatments) may alter the correlation between alcohol intake and biomarkers concentrations, possibly introducing bias in the interpretative process and conclusions. 125 subjects with various drinking habits were subjected to blood and hair sampling to determine indirect (e.g. CDT) and direct alcohol biomarkers. The overall data were investigated using several multivariate statistical methods. A likelihood ratio (LR) approach was used for the first time to provide predictive models for the diagnosis of alcohol abuse, based on different combinations of direct and indirect alcohol biomarkers. LR strategies provide a more robust outcome than the plain comparison with cut-off values, where tiny changes in the analytical results can lead to dramatic divergence in the way they are interpreted. An LR model combining EtG and FAEEs hair concentrations proved to discriminate non-chronic from chronic consumers with ideal correct classification rates, whereas the contribution of indirect biomarkers proved to be negligible. Optimal results were observed using a novel approach that associates LR methods with multivariate statistics. In particular, the combination of LR approach with either Principal Component Analysis (PCA) or Linear Discriminant Analysis (LDA) proved successful in discriminating chronic from non-chronic alcohol drinkers. These LR models were subsequently tested on an independent dataset of 43 individuals, which confirmed their high efficiency. These models proved to be less prone to bias than EtG and FAEEs independently considered. In conclusion, LR models may represent an efficient strategy to sustain the diagnosis of chronic alcohol consumption
Eizayaga, José Enrique; Pozzi, María Isabel; Canan, María Clara; Saravia, Laura
2016-02-01
Assessment of the likelihood ratio (LR) of symptoms has been proposed as a rational means for detecting indicators to homeopathic medicines. To investigate the prevalence and LR of symptoms commonly attributed to the homeopathic medicine Lycopodium clavatum (Lyc). Secondarily, to answer the question if experienced homeopaths could intuitively infer which the main symptoms of this medicine are. The presence of 35 selected symptoms, prescribed medicines and therapeutic response were assessed retrospectively. The symptoms' prevalence in the Lyc responding population and the LR of the symptoms compared to their prevalence in the remainder of the population were calculated. Two hundred and two Lyc and 550 non Lyc cases (total 752) were included for analysis. Twenty-two symptoms were confirmed as pertaining to Lyc's semiology (prevalence %; LR): contemptuous (3.3; 6.7), urinary stones history (2.7; 5.4), egotism (5.6; 3.6), dictatorial (33.3; 3.4), haughty (8.7; 3.3), sleeps on abdomen (3.3; 3.3), intolerance to clothing in abdomen (12.0; 3.1), reproaches (4.0; 3.0), helplessness (24.0; 2.7), fear of failure (10.7; 2.6), irritability on waking in the morning (16.7; 2.5), constipation alternating with diarrhea (8.7; 2.5), intolerant to contradiction (59.3; 2.3), want of self confidence (30.0; 2.4), abdominal distension after eating (23.3; 2.1); ailments from anticipation (32.0; 1.9), irritability before menses (23.3; 1.8), conscientious (26.0; 1.6), desire of sweets (52.0; 1.6), desire of chocolate (16.7; 1.6), lack of vital heat (41.3; 1.3), and flatterer (1.3; ∞). Surveyed homeopaths' intuitive inferences correlated well with symptoms' prevalence but not with their LR. Lycopodium's main symptoms are well known by homeopaths, but their knowledge correlates well with the symptoms' prevalence and not with their LR. Retrospective assessment of prevalence and LR of symptoms in good responders might be a means for better selection of symptoms for prospective studies
David, André; Petrucciani, Giovanni
2015-01-01
Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of censored data and takes into account uncertainties on the measurements. The p-value against the hypothesis of a single Higgs boson is defined from the expected distribution of the test statistic, generated using pseudo-experiments. The applicability of the likelihood-based test is demonstrated using numerical examples with uncertainties and missing matrix elements.
Lee, Pin-Rou; Kho, Stephanie Hui Chern; Yu, Bin; Curran, Philip; Liu, Shao-Quan
2013-07-01
The growth kinetics and fermentation performance of Williopsis saturnus and Saccharomyces cerevisiae at ratios of 10:1, 1:1 and 1:10 (W.:S.) were studied in papaya juice with initial 7-day fermentation by W.saturnus, followed by S. cerevisiae. The growth kinetics of W. saturnus were similar at all ratios, but its maximum cell count decreased as the proportion of S. cerevisiae was increased. Conversely, there was an early death of S. cerevisiae at the ratio of 10:1. Williopsis saturnus was the dominant yeast at 10:1 ratio that produced papaya wine with elevated concentrations of acetate esters. On the other hand, 1:1 and 1:10 ratios allowed the coexistence of both yeasts which enabled the flavour-enhancing potential of W.saturnus as well as the ethyl ester and alcohol-producing abilities of S. cerevisiae. In particular, 1:1 and 1:10 ratios resulted in production of more ethyl esters, alcohols and 2-phenylethyl acetate. However, the persistence of both yeasts at 1:1 and 1:10 ratios led to formation of high levels of acetic acid. The findings suggest that yeast ratio is a critical factor for sequential fermentation of papaya wine by W.saturnus and S. cerevisiae as a strategy to modulate papaya wine flavour. © 2012 The Authors. Microbial Biotechnology published by John Wiley & Sons Ltd and Society for Applied Microbiology.
DEFF Research Database (Denmark)
Gardner, Ian A.; Greiner, Matthias
2006-01-01
Receiver-operating characteristic (ROC) curves provide a cutoff-independent method for the evaluation of continuous or ordinal tests used in clinical pathology laboratories. The area under the curve is a useful overall measure of test accuracy and can be used to compare different tests (or...... different equipment) used by the same tester, as well as the accuracy of different diagnosticians that use the same test material. To date, ROC analysis has not been widely used in veterinary clinical pathology studies, although it should be considered a useful complement to estimates of sensitivity...... and specificity in test evaluation studies. In addition, calculation of likelihood ratios can potentially improve the clinical utility of such studies because likelihood ratios provide an indication of how the post-test probability changes as a function of the magnitude of the test results. For ordinal test...
Likelihood ratio (razón de verosimilitud): definición y aplicación en Radiología
C. Silva Fuente-Alba; M. Molina Villagra
2017-01-01
Los parámetros de medición de validez más conocidos en las pruebas diagnósticas son la sensibilidad, la especificidad y los valores predictivos (positivo y negativo). Las razones de verosimilitud o likelihood ratio conforman otra herramienta que resume la precisión de una prueba diagnóstica, permitiendo un uso clínico más intuitivo.
Model Predictive Engine Air-Ratio Control Using Online Sequential Relevance Vector Machine
Directory of Open Access Journals (Sweden)
Hang-cheong Wong
2012-01-01
Full Text Available Engine power, brake-specific fuel consumption, and emissions relate closely to air ratio (i.e., lambda among all the engine variables. An accurate and adaptive model for lambda prediction is essential to effective lambda control for long term. This paper utilizes an emerging technique, relevance vector machine (RVM, to build a reliable time-dependent lambda model which can be continually updated whenever a sample is added to, or removed from, the estimated lambda model. The paper also presents a new model predictive control (MPC algorithm for air-ratio regulation based on RVM. This study shows that the accuracy, training, and updating time of the RVM model are superior to the latest modelling methods, such as diagonal recurrent neural network (DRNN and decremental least-squares support vector machine (DLSSVM. Moreover, the control algorithm has been implemented on a real car to test. Experimental results reveal that the control performance of the proposed relevance vector machine model predictive controller (RVMMPC is also superior to DRNNMPC, support vector machine-based MPC, and conventional proportional-integral (PI controller in production cars. Therefore, the proposed RVMMPC is a promising scheme to replace conventional PI controller for engine air-ratio control.
Chen, Connie; Gribble, Matthew O; Bartroff, Jay; Bay, Steven M; Goldstein, Larry
2017-05-01
The United States's Clean Water Act stipulates in section 303(d) that states must identify impaired water bodies for which total maximum daily loads (TMDLs) of pollution inputs into water bodies are developed. Decision-making procedures about how to list, or delist, water bodies as impaired, or not, per Clean Water Act 303(d) differ across states. In states such as California, whether or not a particular monitoring sample suggests that water quality is impaired can be regarded as a binary outcome variable, and California's current regulatory framework invokes a version of the exact binomial test to consolidate evidence across samples and assess whether the overall water body complies with the Clean Water Act. Here, we contrast the performance of California's exact binomial test with one potential alternative, the Sequential Probability Ratio Test (SPRT). The SPRT uses a sequential testing framework, testing samples as they become available and evaluating evidence as it emerges, rather than measuring all the samples and calculating a test statistic at the end of the data collection process. Through simulations and theoretical derivations, we demonstrate that the SPRT on average requires fewer samples to be measured to have comparable Type I and Type II error rates as the current fixed-sample binomial test. Policymakers might consider efficient alternatives such as SPRT to current procedure. Copyright © 2017 Elsevier Ltd. All rights reserved.
Lee, Hyeok-Won; Lee, Hee-Suk; Kim, Chun-Suk; Lee, Jin-Gyeom; Kim, Won-Kyo; Lee, Eun-Gyo; Lee, Hong-Weon
2018-02-28
Controlling the residual glucose concentration is important for improving productivity in L-threonine fermentation. In this study, we developed a procedure to automatically control the feeding quantity of glucose solution as a function of ammonia-water consumption rate. The feeding ratio (R C/N ) of glucose and ammonia water was predetermined via a stoichiometric approach, on the basis of glucose-ammonia water consumption rates. In a 5-L fermenter, 102 g/l L -threonine was obtained using our glucose-ammonia water combined feeding strategy, which was then successfully applied in a 500-L fermenter (89 g/l). Therefore, we conclude that an automatic combination feeding strategy is suitable for improving L-threonine production.
Directory of Open Access Journals (Sweden)
Sugawara N
2017-09-01
Full Text Available Norio Sugawara,1,2 Ayako Kaneda,2 Ippei Takahashi,3 Shigeyuki Nakaji,3 Norio Yasui-Furukori2 1Department of Clinical Epidemiology, Translational Medical Center, National Center of Neurology and Psychiatry, Kodaira, Tokyo, 2Department of Neuropsychiatry, Hirosaki University School of Medicine, Hirosaki, 3Department of Social Medicine, Hirosaki University School of Medicine, Hirosaki, Japan Background: Efficient screening for depression is important in community mental health. In this study, we applied a stratum-specific likelihood ratio (SSLR analysis, which is independent of the prevalence of the target disease, to screen for depression among community-dwelling individuals.Method: The Center for Epidemiologic Studies Depression Scale (CES-D and the Mini International Neuropsychiatric Interview (MINI were administered to 789 individuals (19–87 years of age who participated in the Iwaki Health Promotion Project 2011. Major depressive disorder (MDD was assessed using the MINI.Results: For MDD, the SSLRs were 0.13 (95% CI 0.04–0.40, 3.68 (95% CI 1.37–9.89, and 24.77 (95% CI 14.97–40.98 for CES–D scores of 0–16, 17–20, and above 21, respectively.Conclusion: The validity of the CES-D is confirmed, and SSLR analysis is recommended for its practical value for the detection of individuals with the risk of MDD in the Japanese community. Keywords: screening, depression, Center for Epidemiologic Studies Depression Scale, stratum-specific likelihood ratio
International Nuclear Information System (INIS)
Na, Man Gyun; Oh, Seungrohk
2002-01-01
A neuro-fuzzy inference system combined with the wavelet denoising, principal component analysis (PCA), and sequential probability ratio test (SPRT) methods has been developed to monitor the relevant sensor using the information of other sensors. The parameters of the neuro-fuzzy inference system that estimates the relevant sensor signal are optimized by a genetic algorithm and a least-squares algorithm. The wavelet denoising technique was applied to remove noise components in input signals into the neuro-fuzzy system. By reducing the dimension of an input space into the neuro-fuzzy system without losing a significant amount of information, the PCA was used to reduce the time necessary to train the neuro-fuzzy system, simplify the structure of the neuro-fuzzy inference system, and also, make easy the selection of the input signals into the neuro-fuzzy system. By using the residual signals between the estimated signals and the measured signals, the SPRT is applied to detect whether the sensors are degraded or not. The proposed sensor-monitoring algorithm was verified through applications to the pressurizer water level, the pressurizer pressure, and the hot-leg temperature sensors in pressurized water reactors
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...
The phylogenetic likelihood library.
Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A
2015-03-01
We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
van Es, Andrew; Wiarda, Wim; Hordijk, Maarten; Alberink, Ivo; Vergeer, Peter
2017-05-01
For the comparative analysis of glass fragments, a method using Laser Ablation Inductively Coupled Plasma Mass Spectrometry (LA-ICP-MS) is in use at the NFI, giving measurements of the concentration of 18 elements. An important question is how to evaluate the results as evidence that a glass sample originates from a known glass source or from an arbitrary different glass source. One approach is the use of matching criteria e.g. based on a t-test or overlap of confidence intervals. An important drawback of this method is the fact that the rarity of the glass composition is not taken into account. A similar match can have widely different evidential values. In addition the use of fixed matching criteria can give rise to a "fall off the cliff" effect. Small differences may result in a match or a non-match. In this work a likelihood ratio system is presented, largely based on the two-level model as proposed by Aitken and Lucy [1], and Aitken, Zadora and Lucy [2]. Results show that the output from the two-level model gives good discrimination between same and different source hypotheses, but a post-hoc calibration step is necessary to improve the accuracy of the likelihood ratios. Subsequently, the robustness and performance of the LR system are studied. Results indicate that the output of the LR system is robust to the sample properties of the dataset used for calibration. Furthermore, the empirical upper and lower bound method [3], designed to deal with extrapolation errors in the density models, results in minimum and maximum values of the LR outputted by the system of 3.1×10 -3 and 3.4×10 4 . Calibration of the system, as measured by empirical cross-entropy, shows good behavior over the complete prior range. Rates of misleading evidence are small: for same-source comparisons, 0.3% of LRs support a different-source hypothesis; for different-source comparisons, 0.2% supports a same-source hypothesis. The authors use the LR system in reporting of glass cases to
Directory of Open Access Journals (Sweden)
Wonkuk Kim
Full Text Available Recent studies suggest that copy number polymorphisms (CNPs may play an important role in disease susceptibility and onset. Currently, the detection of CNPs mainly depends on microarray technology. For case-control studies, conventionally, subjects are assigned to a specific CNP category based on the continuous quantitative measure produced by microarray experiments, and cases and controls are then compared using a chi-square test of independence. The purpose of this work is to specify the likelihood ratio test statistic (LRTS for case-control sampling design based on the underlying continuous quantitative measurement, and to assess its power and relative efficiency (as compared to the chi-square test of independence on CNP counts. The sample size and power formulas of both methods are given. For the latter, the CNPs are classified using the Bayesian classification rule. The LRTS is more powerful than this chi-square test for the alternatives considered, especially alternatives in which the at-risk CNP categories have low frequencies. An example of the application of the LRTS is given for a comparison of CNP distributions in individuals of Caucasian or Taiwanese ethnicity, where the LRTS appears to be more powerful than the chi-square test, possibly due to misclassification of the most common CNP category into a less common category.
Alberink, Ivo; de Jongh, Arent; Rodriguez, Crystal
2014-01-01
In recent studies, the evidential value of the similarity of minutiae configurations of fingermarks and fingerprints, for example expressed by automated fingerprint identification systems (AFIS), is determined by likelihood ratios (LRs). The paper explores whether there is an effect on LRs if conditioning takes place on specified fingers, fingerprints, or fingermarks under competing hypotheses: In addition, an approach is explored where conditioning is asymmetric. Comparisons between fingerprints and simulated fingermarks with eight minutiae are performed to produce similarity score distributions for each type of conditioning, given a fixed AFIS matching algorithm. Both similarity scores and LRs are significantly different if the conditioning changes. Given a common-source scenario, "LRs" resulting from asymmetric conditioning are on average higher. The difference may reach a factor of 2000. As conditioning on a suspect's finger(print) is labor-intensive and requires a cooperating suspect, it is recommended to just condition on the number of minutiae in the fingermark. © 2013 American Academy of Forensic Sciences.
We developed a sequential Monte Carlo filter to estimate the states and the parameters in a stochastic model of Japanese Encephalitis (JE) spread in the Philippines. This method is particularly important for its adaptability to the availability of new incidence data. This method can also capture the...
Berlin, Sofia; Smith, Nick G C
2005-11-10
Adaptive evolution appears to be a common feature of reproductive proteins across a very wide range of organisms. A promising way of addressing the evolutionary forces responsible for this general phenomenon is to test for adaptive evolution in the same gene but among groups of species, which differ in their reproductive biology. One can then test evolutionary hypotheses by asking whether the variation in adaptive evolution is consistent with the variation in reproductive biology. We have attempted to apply this approach to the study of a female reproductive protein, zona pellucida C (ZPC), which has been previously shown by the use of likelihood ratio tests (LRTs) to be under positive selection in mammals. We tested for evidence of adaptive evolution of ZPC in 15 mammalian species, in 11 avian species and in six fish species using three different LRTs (M1a-M2a, M7-M8, and M8a-M8). The only significant findings of adaptive evolution came from the M7-M8 test in mammals and fishes. Since LRTs of adaptive evolution may yield false positives in some situations, we examined the properties of the LRTs by several different simulation methods. When we simulated data to test the robustness of the LRTs, we found that the pattern of evolution in ZPC generates an excess of false positives for the M7-M8 LRT but not for the M1a-M2a or M8a-M8 LRTs. This bias is strong enough to have generated the significant M7-M8 results for mammals and fishes. We conclude that there is no strong evidence for adaptive evolution of ZPC in any of the vertebrate groups we studied, and that the M7-M8 LRT can be biased towards false inference of adaptive evolution by certain patterns of non-adaptive evolution.
Directory of Open Access Journals (Sweden)
Pak Kin Wong
2014-01-01
Full Text Available Most adaptive neural control schemes are based on stochastic gradient-descent backpropagation (SGBP, which suffers from local minima problem. Although the recently proposed regularized online sequential-extreme learning machine (ReOS-ELM can overcome this issue, it requires a batch of representative initial training data to construct a base model before online learning. The initial data is usually difficult to collect in adaptive control applications. Therefore, this paper proposes an improved version of ReOS-ELM, entitled fully online sequential-extreme learning machine (FOS-ELM. While retaining the advantages of ReOS-ELM, FOS-ELM discards the initial training phase, and hence becomes suitable for adaptive control applications. To demonstrate its effectiveness, FOS-ELM was applied to the adaptive control of engine air-fuel ratio based on a simulated engine model. Besides, controller parameters were also analyzed, in which it is found that large hidden node number with small regularization parameter leads to the best performance. A comparison among FOS-ELM and SGBP was also conducted. The result indicates that FOS-ELM achieves better tracking and convergence performance than SGBP, since FOS-ELM tends to learn the unknown engine model globally whereas SGBP tends to “forget” what it has learnt. This implies that FOS-ELM is more preferable for adaptive control applications.
Carpenter, J. R.; Markley, F. L.; Alfriend, K. T.; Wright, C.; Arcido, J.
2011-01-01
Sequential probability ratio tests explicitly allow decision makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models 1he null hypothesis 1ha1 the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming highly-elliptical orbit formation flying mission.
Obtaining reliable likelihood ratio tests from simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
2014-01-01
Mixed models: Models allowing for continuous heterogeneity by assuming that value of one or more parameters follow a specified distribution have become increasingly popular. This is known as ‘mixing’ parameters, and it is standard practice by researchers - and the default option in many statistic...
Simple and flexible SAS and SPSS programs for analyzing lag-sequential categorical data.
O'Connor, B P
1999-11-01
This paper describes simple and flexible programs for analyzing lag-sequential categorical data, using SAS and SPSS. The programs read a stream of codes and produce a variety of lag-sequential statistics, including transitional frequencies, expected transitional frequencies, transitional probabilities, adjusted residuals, z values, Yule's Q values, likelihood ratio tests of stationarity across time and homogeneity across groups or segments, transformed kappas for unidirectional dependence, bidirectional dependence, parallel and nonparallel dominance, and significance levels based on both parametric and randomization tests.
International Nuclear Information System (INIS)
Fehlau, P.E.
1993-01-01
The author compared a recursive digital filter proposed as a detection method for French special nuclear material monitors with the author's detection methods, which employ a moving-average scaler or a sequential probability-ratio test. Each of these nine test subjects repeatedly carried a test source through a walk-through portal monitor that had the same nuisance-alarm rate with each method. He found that the average detection probability for the test source is also the same for each method. However, the recursive digital filter may have on drawback: its exponentially decreasing response to past radiation intensity prolongs the impact of any interference from radiation sources of radiation-producing machinery. He also examined the influence of each test subject on the monitor's operation by measuring individual attenuation factors for background and source radiation, then ranked the subjects' attenuation factors against their individual probabilities for detecting the test source. The one inconsistent ranking was probably caused by that subject's unusually long stride when passing through the portal
Likelihood Ratio Based Mixed Resolution Facial Comparison
Peng, Y.; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.
2015-01-01
In this paper, we propose a novel method for low-resolution face recognition. It is especially useful for a common situation in forensic search where faces of low resolution, e.g. on surveillance footage or in a crowd, must be compared to a high-resolution reference. This method is based on the
Digital Repository Service at National Institute of Oceanography (India)
Makishima, A.; Nath, B.N.; Nakamura, E.
A new 3-step sequential separation chemistry for Sr, Nd and Pb from silicate samples, which is suitable for isotope analysis by MC-ICP-MS as well as TIMS, has been developed. The chemistry is designed to minimize the number of evaporation steps...
Rampersaud, E; Morris, R W; Weinberg, C R; Speer, M C; Martin, E R
2007-01-01
Genotype-based likelihood-ratio tests (LRT) of association that examine maternal and parent-of-origin effects have been previously developed in the framework of log-linear and conditional logistic regression models. In the situation where parental genotypes are missing, the expectation-maximization (EM) algorithm has been incorporated in the log-linear approach to allow incomplete triads to contribute to the LRT. We present an extension to this model which we call the Combined_LRT that incorporates additional information from the genotypes of unaffected siblings to improve assignment of incompletely typed families to mating type categories, thereby improving inference of missing parental data. Using simulations involving a realistic array of family structures, we demonstrate the validity of the Combined_LRT under the null hypothesis of no association and provide power comparisons under varying levels of missing data and using sibling genotype data. We demonstrate the improved power of the Combined_LRT compared with the family-based association test (FBAT), another widely used association test. Lastly, we apply the Combined_LRT to a candidate gene analysis in Autism families, some of which have missing parental genotypes. We conclude that the proposed log-linear model will be an important tool for future candidate gene studies, for many complex diseases where unaffected siblings can often be ascertained and where epigenetic factors such as imprinting may play a role in disease etiology.
Asymptotic Likelihood Distribution for Correlated & Constrained Systems
Agarwal, Ujjwal
2016-01-01
It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.
International Nuclear Information System (INIS)
Wall, M.J.W.
1992-01-01
The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs
Sequential Change-Point Detection via Online Convex Optimization
Directory of Open Access Journals (Sweden)
Yang Cao
2018-02-01
Full Text Available Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators constructed using online convex optimization algorithms such as online mirror descent, which provides a more versatile approach to tackling complex situations where recursive maximum likelihood estimators cannot be found. When the underlying distributions belong to a exponential family and the estimators satisfy the logarithm regret property, we show that this approach is nearly second-order asymptotically optimal. This means that the upper bound for the false alarm rate of the algorithm (measured by the average-run-length meets the lower bound asymptotically up to a log-log factor when the threshold tends to infinity. Our proof is achieved by making a connection between sequential change-point and online convex optimization and leveraging the logarithmic regret bound property of online mirror descent algorithm. Numerical and real data examples validate our theory.
Duxbury, J M; Holroyd, G L; Muehlenbachs, K
2003-09-01
Accurate reference maps are important in the use of stable-isotopes to track the movements of migratory birds. Reference maps created by the analysis of samples collected from young at the nest site are more accurate than simply referring to naturally occurring patterns of hydrogen isotope ratios created by precipitation cycles. Ratios of hydrogen isotopes in the nutrients incorporated early in the development of young birds can be derived from endogenous, maternal sources. Base-maps should be created with the analysis of tissue samples from hatchlings after local the isotopic signature of exogenous nutrients is dominant. Migratory species such as Peregrine Falcons are known to use endogenous sources in the creation of their eggs, therefore knowledge of what plumage stage best represents the local hydrogen ratios would assist in the planning of nest visits. We conducted diet manipulation experiments involving Japanese Quail and Peregrine Falcons to determine the plumage stage when hydrogen isotope ratios were indicative of a switch in their food source. The natal down of both the quail and falcons reflected the diet of breeding adult females. The hydrogen isotope ratios of a new food source were dominant in the juvenile down of the young falcons, although a further shift was detected in the final juvenile plumage. The juvenile plumage is grown during weeks 3-4 after hatch on Peregrine Falcons. Nest visits for the purpose of collecting feathers for isotope-base-map creation should be made around 4 weeks after the presumed hatch of the young falcons.
Sequential Probability Ration Tests : Conservative and Robust
Kleijnen, J.P.C.; Shi, Wen
2017-01-01
In practice, most computers generate simulation outputs sequentially, so it is attractive to analyze these outputs through sequential statistical methods such as sequential probability ratio tests (SPRTs). We investigate several SPRTs for choosing between two hypothesized values for the mean output
Bizer, David S; DeMarzo, Peter M
1992-01-01
The authors study environments in which agents may borrow sequentially from more than one leader. Although debt is prioritized, additional lending imposes an externality on prior debt because, with moral hazard, the probability of repayment of prior loans decreases. Equilibrium interest rates are higher than they would be if borrowers could commit to borrow from at most one bank. Even though the loan terms are less favorable than they would be under commitment, the indebtedness of borrowers i...
Physics-based, Bayesian sequential detection method and system for radioactive contraband
Candy, James V; Axelrod, Michael C; Breitfeller, Eric F; Chambers, David H; Guidry, Brian L; Manatt, Douglas R; Meyer, Alan W; Sale, Kenneth E
2014-03-18
A distributed sequential method and system for detecting and identifying radioactive contraband from highly uncertain (noisy) low-count, radionuclide measurements, i.e. an event mode sequence (EMS), using a statistical approach based on Bayesian inference and physics-model-based signal processing based on the representation of a radionuclide as a monoenergetic decomposition of monoenergetic sources. For a given photon event of the EMS, the appropriate monoenergy processing channel is determined using a confidence interval condition-based discriminator for the energy amplitude and interarrival time and parameter estimates are used to update a measured probability density function estimate for a target radionuclide. A sequential likelihood ratio test is then used to determine one of two threshold conditions signifying that the EMS is either identified as the target radionuclide or not, and if not, then repeating the process for the next sequential photon event of the EMS until one of the two threshold conditions is satisfied.
The modified signed likelihood statistic and saddlepoint approximations
DEFF Research Database (Denmark)
Jensen, Jens Ledet
1992-01-01
SUMMARY: For a number of tests in exponential families we show that the use of a normal approximation to the modified signed likelihood ratio statistic r * is equivalent to the use of a saddlepoint approximation. This is also true in a large deviation region where the signed likelihood ratio...... statistic r is of order √ n. © 1992 Biometrika Trust....
Earthquake likelihood model testing
Schorlemmer, D.; Gerstenberger, M.C.; Wiemer, S.; Jackson, D.D.; Rhoades, D.A.
2007-01-01
INTRODUCTIONThe Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced to test the validity of their assumptions and to explore which models should be incorporated in seismic hazard and risk evaluation. Tests based on physical and geological criteria are useful but we focus on statistical methods using future earthquake catalog data only. We envision two evaluations: a test of consistency with observed data and a comparison of all pairs of models for relative consistency. Both tests are based on the likelihood method, and both are fully prospective (i.e., the models are not adjusted to fit the test data). To be tested, each model must assign a probability to any possible event within a specified region of space, time, and magnitude. For our tests the models must use a common format: earthquake rates in specified “bins” with location, magnitude, time, and focal mechanism limits.Seismology cannot yet deterministically predict individual earthquakes; however, it should seek the best possible models for forecasting earthquake occurrence. This paper describes the statistical rules of an experiment to examine and test earthquake forecasts. The primary purposes of the tests described below are to evaluate physical models for earthquakes, assure that source models used in seismic hazard and risk studies are consistent with earthquake data, and provide quantitative measures by which models can be assigned weights in a consensus model or be judged as suitable for particular regions.In this paper we develop a statistical method for testing earthquake likelihood models. A companion paper (Schorlemmer and Gerstenberger 2007, this issue) discusses the actual implementation of these tests in the framework of the RELM initiative.Statistical testing of hypotheses is a common task and a
Forced Sequence Sequential Decoding
DEFF Research Database (Denmark)
Jensen, Ole Riis
In this thesis we describe a new concatenated decoding scheme based on iterations between an inner sequentially decoded convolutional code of rate R=1/4 and memory M=23, and block interleaved outer Reed-Solomon codes with non-uniform profile. With this scheme decoding with good performance...... is possible as low as Eb/No=0.6 dB, which is about 1.7 dB below the signal-to-noise ratio that marks the cut-off rate for the convolutional code. This is possible since the iteration process provides the sequential decoders with side information that allows a smaller average load and minimizes the probability...... of computational overflow. Analytical results for the probability that the first Reed-Solomon word is decoded after C computations are presented. This is supported by simulation results that are also extended to other parameters....
Branching ratios in sequential statistical multifragmentation
International Nuclear Information System (INIS)
Moretto, L.G.; Phair, L.; Tso, K.; Jing, K.; Wozniak, G.J.
1995-01-01
The energy dependence of the probability of producing n fragments follows a characteristic statistical law. Experimental intermediate-mass-fragment multiplicity distributions are shown to be binomial at all excitation energies. From these distributions a single binary event probability can be extracted that has the thermal dependence p=exp[-B/T]. Thus, it is inferred that multifragmentation is a sequence of thermal binary events. The increase of p with excitation energy implies a corresponding contraction of the time-scale and explains recently observed fragment-fragment and fragment-spectator Coulomb correlations. (authors). 22 refs., 5 figs
Branching ratios in sequential statistical multifragmentation
International Nuclear Information System (INIS)
Moretto, L.G.; Phair, L.; Tso, K.; Jing, K.; Wozniak, G.J.
1995-01-01
The energy dependence of the probability of producing n fragments follows a characteristic statistical law. Experimental intermediate-mass-fragment multiplicity distributions are shown to be binomial at all excitation energies. From these distributions a single binary event probability can be extracted that has the thermal dependence p = exp[-B/T]. Thus, it is inferred that multifragmentation is a sequence of thermal binary events. The increase of p with excitation energy implies a corresponding contraction of the time-scale and explains recently observed fragment-fragment and fragment-spectator Coulomb correlations. (author). 22 refs., 5 figs
Forced Sequence Sequential Decoding
DEFF Research Database (Denmark)
Jensen, Ole Riis; Paaske, Erik
1998-01-01
We describe a new concatenated decoding scheme based on iterations between an inner sequentially decoded convolutional code of rate R=1/4 and memory M=23, and block interleaved outer Reed-Solomon (RS) codes with nonuniform profile. With this scheme decoding with good performance is possible as low...... as Eb/N0=0.6 dB, which is about 1.25 dB below the signal-to-noise ratio (SNR) that marks the cutoff rate for the full system. Accounting for about 0.45 dB due to the outer codes, sequential decoding takes place at about 1.7 dB below the SNR cutoff rate for the convolutional code. This is possible since...... the iteration process provides the sequential decoders with side information that allows a smaller average load and minimizes the probability of computational overflow. Analytical results for the probability that the first RS word is decoded after C computations are presented. These results are supported...
Lineup Composition, Suspect Position, and the Sequential Lineup Advantage
Carlson, Curt A.; Gronlund, Scott D.; Clark, Steven E.
2008-01-01
N. M. Steblay, J. Dysart, S. Fulero, and R. C. L. Lindsay (2001) argued that sequential lineups reduce the likelihood of mistaken eyewitness identification. Experiment 1 replicated the design of R. C. L. Lindsay and G. L. Wells (1985), the first study to show the sequential lineup advantage. However, the innocent suspect was chosen at a lower rate…
International Nuclear Information System (INIS)
Yoshida, Toshihiro
1981-01-01
Probabilities of meson production in the sequential decay of Reggeons, which are formed from the projectile and the target in the hadron-hadron to Reggeon-Reggeon processes, are investigated. It is assumed that pair creation of heavy quarks and simultaneous creation of two antiquark-quark pairs are negligible. The leading-order terms with respect to ratio of creation probabilities of anti s s to anti u u (anti d d) are calculated. The production cross sections in the target fragmentation region are given in terms of probabilities in the initial decay of the Reggeons and an effect of manyparticle production. (author)
Fishman, M. M.
1985-01-01
The problem of multialternative sequential discernment of processes is formulated in terms of conditionally optimum procedures minimizing the average length of observations, without any probabilistic assumptions about any one occurring process, rather than in terms of Bayes procedures minimizing the average risk. The problem is to find the procedure that will transform inequalities into equalities. The problem is formulated for various models of signal observation and data processing: (1) discernment of signals from background interference by a multichannel system; (2) discernment of pulse sequences with unknown time delay; (3) discernment of harmonic signals with unknown frequency. An asymptotically optimum sequential procedure is constructed which compares the statistics of the likelihood ratio with the mean-weighted likelihood ratio and estimates the upper bound for conditional average lengths of observations. This procedure is shown to remain valid as the upper bound for the probability of erroneous partial solutions decreases approaching zero and the number of hypotheses increases approaching infinity. It also remains valid under certain special constraints on the probability such as a threshold. A comparison with a fixed-length procedure reveals that this sequential procedure decreases the length of observations to one quarter, on the average, when the probability of erroneous partial solutions is low.
Composite likelihood estimation of demographic parameters
Directory of Open Access Journals (Sweden)
Garrigan Daniel
2009-11-01
Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable
Likelihood devices in spatial statistics
Zwet, E.W. van
1999-01-01
One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments
Approximate maximum parsimony and ancestral maximum likelihood.
Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat
2010-01-01
We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.
Extended likelihood inference in reliability
International Nuclear Information System (INIS)
Martz, H.F. Jr.; Beckman, R.J.; Waller, R.A.
1978-10-01
Extended likelihood methods of inference are developed in which subjective information in the form of a prior distribution is combined with sampling results by means of an extended likelihood function. The extended likelihood function is standardized for use in obtaining extended likelihood intervals. Extended likelihood intervals are derived for the mean of a normal distribution with known variance, the failure-rate of an exponential distribution, and the parameter of a binomial distribution. Extended second-order likelihood methods are developed and used to solve several prediction problems associated with the exponential and binomial distributions. In particular, such quantities as the next failure-time, the number of failures in a given time period, and the time required to observe a given number of failures are predicted for the exponential model with a gamma prior distribution on the failure-rate. In addition, six types of life testing experiments are considered. For the binomial model with a beta prior distribution on the probability of nonsurvival, methods are obtained for predicting the number of nonsurvivors in a given sample size and for predicting the required sample size for observing a specified number of nonsurvivors. Examples illustrate each of the methods developed. Finally, comparisons are made with Bayesian intervals in those cases where these are known to exist
Borrowing strength : a likelihood ratio test for related sparse signals
Wit, Ernst C.; Bakewell, David J. G.
2012-01-01
Motivation: Cancer biology is a field where the complexity of the phenomena battles against the availability of data. Often only a few observations per signal source, i.e. genes, are available. Such scenarios are becoming increasingly more relevant as modern sensing technologies generally have no
Oestrus Detection in Dairy Cows Using Likelihood Ratio Tests
DEFF Research Database (Denmark)
Jónsson, Ragnar Ingi; Björgvinssin, Trausti; Blanke, Mogens
2008-01-01
This paper addresses detection of oestrus in dairy cows using methods from statistical change detection. The activity of the cows was measured by a necklace attached sensor. Statistical properties of the activity measure were investigated. Using data sets from 17 cows, diurnal activity variations...
Multi-Channel Maximum Likelihood Pitch Estimation
DEFF Research Database (Denmark)
Christensen, Mads Græsbøll
2012-01-01
In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...
Factors Associated with Young Adults’ Pregnancy Likelihood
Kitsantas, Panagiota; Lindley, Lisa L.; Wu, Huichuan
2014-01-01
OBJECTIVES While progress has been made to reduce adolescent pregnancies in the United States, rates of unplanned pregnancy among young adults (18–29 years) remain high. In this study, we assessed factors associated with perceived likelihood of pregnancy (likelihood of getting pregnant/getting partner pregnant in the next year) among sexually experienced young adults who were not trying to get pregnant and had ever used contraceptives. METHODS We conducted a secondary analysis of 660 young adults, 18–29 years old in the United States, from the cross-sectional National Survey of Reproductive and Contraceptive Knowledge. Logistic regression and classification tree analyses were conducted to generate profiles of young adults most likely to report anticipating a pregnancy in the next year. RESULTS Nearly one-third (32%) of young adults indicated they believed they had at least some likelihood of becoming pregnant in the next year. Young adults who believed that avoiding pregnancy was not very important were most likely to report pregnancy likelihood (odds ratio [OR], 5.21; 95% CI, 2.80–9.69), as were young adults for whom avoiding a pregnancy was important but not satisfied with their current contraceptive method (OR, 3.93; 95% CI, 1.67–9.24), attended religious services frequently (OR, 3.0; 95% CI, 1.52–5.94), were uninsured (OR, 2.63; 95% CI, 1.31–5.26), and were likely to have unprotected sex in the next three months (OR, 1.77; 95% CI, 1.04–3.01). DISCUSSION These results may help guide future research and the development of pregnancy prevention interventions targeting sexually experienced young adults. PMID:25782849
Estimation After a Group Sequential Trial.
Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert
2015-10-01
Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why
Structural Consistency, Consistency, and Sequential Rationality.
Kreps, David M; Ramey, Garey
1987-01-01
Sequential equilibria comprise consistent beliefs and a sequentially ra tional strategy profile. Consistent beliefs are limits of Bayes ratio nal beliefs for sequences of strategies that approach the equilibrium strategy. Beliefs are structurally consistent if they are rationaliz ed by some single conjecture concerning opponents' strategies. Consis tent beliefs are not necessarily structurally consistent, notwithstan ding a claim by Kreps and Robert Wilson (1982). Moreover, the spirit of stru...
Ego involvement increases doping likelihood.
Ring, Christopher; Kavussanu, Maria
2018-08-01
Achievement goal theory provides a framework to help understand how individuals behave in achievement contexts, such as sport. Evidence concerning the role of motivation in the decision to use banned performance enhancing substances (i.e., doping) is equivocal on this issue. The extant literature shows that dispositional goal orientation has been weakly and inconsistently associated with doping intention and use. It is possible that goal involvement, which describes the situational motivational state, is a stronger determinant of doping intention. Accordingly, the current study used an experimental design to examine the effects of goal involvement, manipulated using direct instructions and reflective writing, on doping likelihood in hypothetical situations in college athletes. The ego-involving goal increased doping likelihood compared to no goal and a task-involving goal. The present findings provide the first evidence that ego involvement can sway the decision to use doping to improve athletic performance.
Lineup composition, suspect position, and the sequential lineup advantage.
Carlson, Curt A; Gronlund, Scott D; Clark, Steven E
2008-06-01
N. M. Steblay, J. Dysart, S. Fulero, and R. C. L. Lindsay (2001) argued that sequential lineups reduce the likelihood of mistaken eyewitness identification. Experiment 1 replicated the design of R. C. L. Lindsay and G. L. Wells (1985), the first study to show the sequential lineup advantage. However, the innocent suspect was chosen at a lower rate in the simultaneous lineup, and no sequential lineup advantage was found. This led the authors to hypothesize that protection from a sequential lineup might emerge only when an innocent suspect stands out from the other lineup members. In Experiment 2, participants viewed a simultaneous or sequential lineup with either the guilty suspect or 1 of 3 innocent suspects. Lineup fairness was varied to influence the degree to which a suspect stood out. A sequential lineup advantage was found only for the unfair lineups. Additional analyses of suspect position in the sequential lineups showed an increase in the diagnosticity of suspect identifications as the suspect was placed later in the sequential lineup. These results suggest that the sequential lineup advantage is dependent on lineup composition and suspect position. (c) 2008 APA, all rights reserved
Likelihood estimators for multivariate extremes
Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.
2015-01-01
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Likelihood estimators for multivariate extremes
Huser, Raphaël
2015-11-17
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Maximum likelihood of phylogenetic networks.
Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir
2006-11-01
Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf
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
Sequential charged particle reaction
International Nuclear Information System (INIS)
Hori, Jun-ichi; Ochiai, Kentaro; Sato, Satoshi; Yamauchi, Michinori; Nishitani, Takeo
2004-01-01
The effective cross sections for producing the sequential reaction products in F82H, pure vanadium and LiF with respect to the 14.9-MeV neutron were obtained and compared with the estimation ones. Since the sequential reactions depend on the secondary charged particles behavior, the effective cross sections are corresponding to the target nuclei and the material composition. The effective cross sections were also estimated by using the EAF-libraries and compared with the experimental ones. There were large discrepancies between estimated and experimental values. Additionally, we showed the contribution of the sequential reaction on the induced activity and dose rate in the boundary region with water. From the present study, it has been clarified that the sequential reactions are of great importance to evaluate the dose rates around the surface of cooling pipe and the activated corrosion products. (author)
Comparison of likelihood testing procedures for parallel systems with covariances
International Nuclear Information System (INIS)
Ayman Baklizi; Isa Daud; Noor Akma Ibrahim
1998-01-01
In this paper we considered investigating and comparing the behavior of the likelihood ratio, the Rao's and the Wald's statistics for testing hypotheses on the parameters of the simple linear regression model based on parallel systems with covariances. These statistics are asymptotically equivalent (Barndorff-Nielsen and Cox, 1994). However, their relative performances in finite samples are generally known. A Monte Carlo experiment is conducted to stimulate the sizes and the powers of these statistics for complete samples and in the presence of time censoring. Comparisons of the statistics are made according to the attainment of assumed size of the test and their powers at various points in the parameter space. The results show that the likelihood ratio statistics appears to have the best performance in terms of the attainment of the assumed size of the test. Power comparisons show that the Rao statistic has some advantage over the Wald statistic in almost all of the space of alternatives while likelihood ratio statistic occupies either the first or the last position in term of power. Overall, the likelihood ratio statistic appears to be more appropriate to the model under study, especially for small sample sizes
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
LDR: A Package for Likelihood-Based Sufficient Dimension Reduction
Directory of Open Access Journals (Sweden)
R. Dennis Cook
2011-03-01
Full Text Available We introduce a new mlab software package that implements several recently proposed likelihood-based methods for sufficient dimension reduction. Current capabilities include estimation of reduced subspaces with a fixed dimension d, as well as estimation of d by use of likelihood-ratio testing, permutation testing and information criteria. The methods are suitable for preprocessing data for both regression and classification. Implementations of related estimators are also available. Although the software is more oriented to command-line operation, a graphical user interface is also provided for prototype computations.
Directory of Open Access Journals (Sweden)
Daniel Furtado Ferreira
2004-05-01
Full Text Available Studies of genetic control in plants are carried out to characterize genetic effects and detect the existence of a major gene and/or genes of minor effects (polygenes. If the trait of interest is continuous, the likelihood can be constructed based on a model with mixtures of normal densities. Once exact tests are not evident with such models, the likelihood ratio test is generally used, using the chi-square approximation. This work aimed at evaluating such test statistic using computer simulation. Data sets were simulated using generations typical in plant studies, under two conditions of null hypothesis, without a major gene, and without polygenes. The power of the test was evaluated with both types of genes present. Different sample sizes and values of heritability were considered. Results showed that, although the empirical densities of the test statistic departed significantly from a chi-square distribution, under null hypotheses, there was a reasonable control of type I error, with a significance level of 5%. The power of the test was generally high to detect polygenes and major genes. Power is low to detect a major gene only when it explains a low fraction of genetic variation.Estudos de herança genética em plantas são realizados para caracterizar os efeitos genéticos e verificar a existência de um gene de efeito maior e/ou de genes de pequeno efeito (“poligenes”. Quando a característica de interesse é contínua, a verossimilhança é baseada em modelos de misturas de densidades normais. Uma vez que não há testes exatos evidentes para julgar a existência de um gene de efeito maior, a razão de verossimilhança generalizada é em geral utilizada, considerando a aproximação de qui-quadrado. Este trabalho objetivou avaliar esta estatística de teste através de simulação em computador. Dados foram simulados, considerando particularidades de genealogia típicas de tais estudos, e duas condições sob a hipótese de nulidade
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Generalized empirical likelihood methods for analyzing longitudinal data
Wang, S.
2010-02-16
Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks theorem for the limiting distributions of the empirical likelihood ratios is derived. It is shown that one of the proposed methods is locally efficient among a class of within-subject variance-covariance matrices. A simulation study is conducted to investigate the finite sample properties of the proposed methods and compare them with the block empirical likelihood method by You et al. (2006) and the normal approximation with a correctly estimated variance-covariance. The results suggest that the proposed methods are generally more efficient than existing methods which ignore the correlation structure, and better in coverage compared to the normal approximation with correctly specified within-subject correlation. An application illustrating our methods and supporting the simulation study results is also presented.
Sequential memory: Binding dynamics
Afraimovich, Valentin; Gong, Xue; Rabinovich, Mikhail
2015-10-01
Temporal order memories are critical for everyday animal and human functioning. Experiments and our own experience show that the binding or association of various features of an event together and the maintaining of multimodality events in sequential order are the key components of any sequential memories—episodic, semantic, working, etc. We study a robustness of binding sequential dynamics based on our previously introduced model in the form of generalized Lotka-Volterra equations. In the phase space of the model, there exists a multi-dimensional binding heteroclinic network consisting of saddle equilibrium points and heteroclinic trajectories joining them. We prove here the robustness of the binding sequential dynamics, i.e., the feasibility phenomenon for coupled heteroclinic networks: for each collection of successive heteroclinic trajectories inside the unified networks, there is an open set of initial points such that the trajectory going through each of them follows the prescribed collection staying in a small neighborhood of it. We show also that the symbolic complexity function of the system restricted to this neighborhood is a polynomial of degree L - 1, where L is the number of modalities.
Sequential Dependencies in Driving
Doshi, Anup; Tran, Cuong; Wilder, Matthew H.; Mozer, Michael C.; Trivedi, Mohan M.
2012-01-01
The effect of recent experience on current behavior has been studied extensively in simple laboratory tasks. We explore the nature of sequential effects in the more naturalistic setting of automobile driving. Driving is a safety-critical task in which delayed response times may have severe consequences. Using a realistic driving simulator, we find…
Mining compressing sequential problems
Hoang, T.L.; Mörchen, F.; Fradkin, D.; Calders, T.G.K.
2012-01-01
Compression based pattern mining has been successfully applied to many data mining tasks. We propose an approach based on the minimum description length principle to extract sequential patterns that compress a database of sequences well. We show that mining compressing patterns is NP-Hard and
Sequential Sampling Plan of Anthonomus grandis (Coleoptera: Curculionidae) in Cotton Plants.
Grigolli, J F J; Souza, L A; Mota, T A; Fernandes, M G; Busoli, A C
2017-04-01
The boll weevil, Anthonomus grandis grandis Boheman (Coleoptera: Curculionidae), is one of the most important pests of cotton production worldwide. The objective of this work was to develop a sequential sampling plan for the boll weevil. The studies were conducted in Maracaju, MS, Brazil, in two seasons with cotton cultivar FM 993. A 10,000-m2 area of cotton was subdivided into 100 of 10- by 10-m plots, and five plants per plot were evaluated weekly, recording the number of squares with feeding + oviposition punctures of A. grandis in each plant. A sequential sampling plan by the maximum likelihood ratio test was developed, using a 10% threshold level of squares attacked. A 5% security level was adopted for the elaboration of the sequential sampling plan. The type I and type II error used was 0.05, recommended for studies with insects. The adjustment of the frequency distributions used were divided into two phases, so that the model that best fit to the data was the negative binomial distribution up to 85 DAE (Phase I), and from there the best fit was Poisson distribution (Phase II). The equations that define the decision-making for Phase I are S0 = -5.1743 + 0.5730N and S1 = 5.1743 + 0.5730N, and for the Phase II are S0 = -4.2479 + 0.5771N and S1 = 4.2479 + 0.5771N. The sequential sampling plan developed indicated the maximum number of sample units expected for decision-making is ∼39 and 31 samples for Phases I and II, respectively. © The Authors 2017. Published by Oxford University Press on behalf of Entomological Society of America. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
MXLKID: a maximum likelihood parameter identifier
International Nuclear Information System (INIS)
Gavel, D.T.
1980-07-01
MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables
Likelihood Analysis of Supersymmetric SU(5) GUTs
Bagnaschi, E.
2017-01-01
We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass $m_{1/2}$, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), $m_5$ and $m_{10}$, and for the $\\mathbf{5}$ and $\\mathbf{\\bar 5}$ Higgs representations $m_{H_u}$ and $m_{H_d}$, a universal trilinear soft SUSY-breaking parameter $A_0$, and the ratio of Higgs vevs $\\tan \\beta$. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + MET events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringi...
Essays on empirical likelihood in economics
Gao, Z.
2012-01-01
This thesis intends to exploit the roots of empirical likelihood and its related methods in mathematical programming and computation. The roots will be connected and the connections will induce new solutions for the problems of estimation, computation, and generalization of empirical likelihood.
Sequential Power-Dependence Theory
Buskens, Vincent; Rijt, Arnout van de
2008-01-01
Existing methods for predicting resource divisions in laboratory exchange networks do not take into account the sequential nature of the experimental setting. We extend network exchange theory by considering sequential exchange. We prove that Sequential Power-Dependence Theory—unlike
Modelling sequentially scored item responses
Akkermans, W.
2000-01-01
The sequential model can be used to describe the variable resulting from a sequential scoring process. In this paper two more item response models are investigated with respect to their suitability for sequential scoring: the partial credit model and the graded response model. The investigation is
Comparing two Poisson populations sequentially: an application
International Nuclear Information System (INIS)
Halteman, E.J.
1986-01-01
Rocky Flats Plant in Golden, Colorado monitors each of its employees for radiation exposure. Excess exposure is detected by comparing the means of two Poisson populations. A sequential probability ratio test (SPRT) is proposed as a replacement for the fixed sample normal approximation test. A uniformly most efficient SPRT exists, however logistics suggest using a truncated SPRT. The truncated SPRT is evaluated in detail and shown to possess large potential savings in average time spent by employees in the monitoring process
Likelihood analysis of supersymmetric SU(5) GUTs
Energy Technology Data Exchange (ETDEWEB)
Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Costa, J.C.; Buchmueller, O.; Citron, M.; Richards, A.; De Vries, K.J. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Sakurai, K. [University of Durham, Science Laboratories, Department of Physics, Institute for Particle Physics Phenomenology, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Borsato, M.; Chobanova, V.; Lucio, M.; Martinez Santos, D. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); Roeck, A. de [CERN, Experimental Physics Department, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, School of Physics, Parkville (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); Theoretical Physics Department, CERN, Geneva 23 (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Cantoblanco, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain); Isidori, G. [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Olive, K.A. [University of Minnesota, William I. Fine Theoretical Physics Institute, School of Physics and Astronomy, Minneapolis, MN (United States)
2017-02-15
We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has seven parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R} - χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub τ} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC. (orig.)
Likelihood analysis of supersymmetric SU(5) GUTs
Energy Technology Data Exchange (ETDEWEB)
Bagnaschi, E. [DESY, Hamburg (Germany); Costa, J.C. [Imperial College, London (United Kingdom). Blackett Lab.; Sakurai, K. [Durham Univ. (United Kingdom). Inst. for Particle Physics Phenomonology; Warsaw Univ. (Poland). Inst. of Theoretical Physics; Collaboration: MasterCode Collaboration; and others
2016-10-15
We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and avour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets+E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R}-χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub T} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC.
Maximum-Likelihood Detection Of Noncoherent CPM
Divsalar, Dariush; Simon, Marvin K.
1993-01-01
Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.
Synthetic Aperture Sequential Beamforming
DEFF Research Database (Denmark)
Kortbek, Jacob; Jensen, Jørgen Arendt; Gammelmark, Kim Løkke
2008-01-01
A synthetic aperture focusing (SAF) technique denoted Synthetic Aperture Sequential Beamforming (SASB) suitable for 2D and 3D imaging is presented. The technique differ from prior art of SAF in the sense that SAF is performed on pre-beamformed data contrary to channel data. The objective is to im......A synthetic aperture focusing (SAF) technique denoted Synthetic Aperture Sequential Beamforming (SASB) suitable for 2D and 3D imaging is presented. The technique differ from prior art of SAF in the sense that SAF is performed on pre-beamformed data contrary to channel data. The objective...... is to improve and obtain a more range independent lateral resolution compared to conventional dynamic receive focusing (DRF) without compromising frame rate. SASB is a two-stage procedure using two separate beamformers. First a set of Bmode image lines using a single focal point in both transmit and receive...... is stored. The second stage applies the focused image lines from the first stage as input data. The SASB method has been investigated using simulations in Field II and by off-line processing of data acquired with a commercial scanner. The performance of SASB with a static image object is compared with DRF...
The fine-tuning cost of the likelihood in SUSY models
Ghilencea, D M
2013-01-01
In SUSY models, the fine tuning of the electroweak (EW) scale with respect to their parameters gamma_i={m_0, m_{1/2}, mu_0, A_0, B_0,...} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Delta of the usual likelihood L and the traditional fine tuning measure Delta of the EW scale. A similar result is obtained for the integrated likelihood over the set {gamma_i}, that can be written as a surface integral of the ratio L/Delta, with the surface in gamma_i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Delta or equivalently, a small chi^2_{new}=chi^2_{old}+2*ln(Delta). This shows the fine-tuning cost to the likelihood ...
Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.
Rukhin, Andrew L
2011-01-01
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.
The composite sequential clustering technique for analysis of multispectral scanner data
Su, M. Y.
1972-01-01
The clustering technique consists of two parts: (1) a sequential statistical clustering which is essentially a sequential variance analysis, and (2) a generalized K-means clustering. In this composite clustering technique, the output of (1) is a set of initial clusters which are input to (2) for further improvement by an iterative scheme. This unsupervised composite technique was employed for automatic classification of two sets of remote multispectral earth resource observations. The classification accuracy by the unsupervised technique is found to be comparable to that by traditional supervised maximum likelihood classification techniques. The mathematical algorithms for the composite sequential clustering program and a detailed computer program description with job setup are given.
Energy Technology Data Exchange (ETDEWEB)
Racz, A.; Lux, I. [Hungarian Academy of Sciences, Budapest (Hungary). Atomic Energy Research Inst.
1996-04-16
The applicability of the classical sequential probability ratio testing (SPRT) for early failure detection problems is limited by the fact that there is an extra time delay between the occurrence of the failure and its first recognition. Chien and Adams developed a method to minimize this time for the case when the problem can be formulated as testing the mean value of a Gaussian signal. In our paper we propose a procedure that can be applied for both mean and variance testing and that minimizes the time delay. The method is based on a special parametrization of the classical SPRT. The one-sided sequential tests (OSST) can reproduce the results of the Chien-Adams test when applied for mean values. (author).
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....
Maximum likelihood estimation for integrated diffusion processes
DEFF Research Database (Denmark)
Baltazar-Larios, Fernando; Sørensen, Michael
We propose a method for obtaining maximum likelihood estimates of parameters in diffusion models when the data is a discrete time sample of the integral of the process, while no direct observations of the process itself are available. The data are, moreover, assumed to be contaminated...... EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...... by measurement errors. Integrated volatility is an example of this type of observations. Another example is ice-core data on oxygen isotopes used to investigate paleo-temperatures. The data can be viewed as incomplete observations of a model with a tractable likelihood function. Therefore we propose a simulated...
Maintaining symmetry of simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...
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....
Approximate maximum likelihood estimation for population genetic inference.
Bertl, Johanna; Ewing, Gregory; Kosiol, Carolin; Futschik, Andreas
2017-11-27
In many population genetic problems, parameter estimation is obstructed by an intractable likelihood function. Therefore, approximate estimation methods have been developed, and with growing computational power, sampling-based methods became popular. However, these methods such as Approximate Bayesian Computation (ABC) can be inefficient in high-dimensional problems. This led to the development of more sophisticated iterative estimation methods like particle filters. Here, we propose an alternative approach that is based on stochastic approximation. By moving along a simulated gradient or ascent direction, the algorithm produces a sequence of estimates that eventually converges to the maximum likelihood estimate, given a set of observed summary statistics. This strategy does not sample much from low-likelihood regions of the parameter space, and is fast, even when many summary statistics are involved. We put considerable efforts into providing tuning guidelines that improve the robustness and lead to good performance on problems with high-dimensional summary statistics and a low signal-to-noise ratio. We then investigate the performance of our resulting approach and study its properties in simulations. Finally, we re-estimate parameters describing the demographic history of Bornean and Sumatran orang-utans.
Improved Likelihood Function in Particle-based IR Eye Tracking
DEFF Research Database (Denmark)
Satria, R.; Sorensen, J.; Hammoud, R.
2005-01-01
In this paper we propose a log likelihood-ratio function of foreground and background models used in a particle filter to track the eye region in dark-bright pupil image sequences. This model fuses information from both dark and bright pupil images and their difference image into one model. Our...... enhanced tracker overcomes the issues of prior selection of static thresholds during the detection of feature observations in the bright-dark difference images. The auto-initialization process is performed using cascaded classifier trained using adaboost and adapted to IR eye images. Experiments show good...
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.
Adaptive sequential controller
Energy Technology Data Exchange (ETDEWEB)
El-Sharkawi, Mohamed A. (Renton, WA); Xing, Jian (Seattle, WA); Butler, Nicholas G. (Newberg, OR); Rodriguez, Alonso (Pasadena, CA)
1994-01-01
An adaptive sequential controller (50/50') for controlling a circuit breaker (52) or other switching device to substantially eliminate transients on a distribution line caused by closing and opening the circuit breaker. The device adaptively compensates for changes in the response time of the circuit breaker due to aging and environmental effects. A potential transformer (70) provides a reference signal corresponding to the zero crossing of the voltage waveform, and a phase shift comparator circuit (96) compares the reference signal to the time at which any transient was produced when the circuit breaker closed, producing a signal indicative of the adaptive adjustment that should be made. Similarly, in controlling the opening of the circuit breaker, a current transformer (88) provides a reference signal that is compared against the time at which any transient is detected when the circuit breaker last opened. An adaptive adjustment circuit (102) produces a compensation time that is appropriately modified to account for changes in the circuit breaker response, including the effect of ambient conditions and aging. When next opened or closed, the circuit breaker is activated at an appropriately compensated time, so that it closes when the voltage crosses zero and opens when the current crosses zero, minimizing any transients on the distribution line. Phase angle can be used to control the opening of the circuit breaker relative to the reference signal provided by the potential transformer.
Adaptive sequential controller
El-Sharkawi, Mohamed A.; Xing, Jian; Butler, Nicholas G.; Rodriguez, Alonso
1994-01-01
An adaptive sequential controller (50/50') for controlling a circuit breaker (52) or other switching device to substantially eliminate transients on a distribution line caused by closing and opening the circuit breaker. The device adaptively compensates for changes in the response time of the circuit breaker due to aging and environmental effects. A potential transformer (70) provides a reference signal corresponding to the zero crossing of the voltage waveform, and a phase shift comparator circuit (96) compares the reference signal to the time at which any transient was produced when the circuit breaker closed, producing a signal indicative of the adaptive adjustment that should be made. Similarly, in controlling the opening of the circuit breaker, a current transformer (88) provides a reference signal that is compared against the time at which any transient is detected when the circuit breaker last opened. An adaptive adjustment circuit (102) produces a compensation time that is appropriately modified to account for changes in the circuit breaker response, including the effect of ambient conditions and aging. When next opened or closed, the circuit breaker is activated at an appropriately compensated time, so that it closes when the voltage crosses zero and opens when the current crosses zero, minimizing any transients on the distribution line. Phase angle can be used to control the opening of the circuit breaker relative to the reference signal provided by the potential transformer.
Efficient Bit-to-Symbol Likelihood Mappings
Moision, Bruce E.; Nakashima, Michael A.
2010-01-01
This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.
Quantum Inequalities and Sequential Measurements
International Nuclear Information System (INIS)
Candelpergher, B.; Grandouz, T.; Rubinx, J.L.
2011-01-01
In this article, the peculiar context of sequential measurements is chosen in order to analyze the quantum specificity in the two most famous examples of Heisenberg and Bell inequalities: Results are found at some interesting variance with customary textbook materials, where the context of initial state re-initialization is described. A key-point of the analysis is the possibility of defining Joint Probability Distributions for sequential random variables associated to quantum operators. Within the sequential context, it is shown that Joint Probability Distributions can be defined in situations where not all of the quantum operators (corresponding to random variables) do commute two by two. (authors)
Phylogenetic analysis using parsimony and likelihood methods.
Yang, Z
1996-02-01
The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were
Framework for sequential approximate optimization
Jacobs, J.H.; Etman, L.F.P.; Keulen, van F.; Rooda, J.E.
2004-01-01
An object-oriented framework for Sequential Approximate Optimization (SAO) isproposed. The framework aims to provide an open environment for thespecification and implementation of SAO strategies. The framework is based onthe Python programming language and contains a toolbox of Python
Sequentially pulsed traveling wave accelerator
Caporaso, George J [Livermore, CA; Nelson, Scott D [Patterson, CA; Poole, Brian R [Tracy, CA
2009-08-18
A sequentially pulsed traveling wave compact accelerator having two or more pulse forming lines each with a switch for producing a short acceleration pulse along a short length of a beam tube, and a trigger mechanism for sequentially triggering the switches so that a traveling axial electric field is produced along the beam tube in synchronism with an axially traversing pulsed beam of charged particles to serially impart energy to the particle beam.
Review of Elaboration Likelihood Model of persuasion
藤原, 武弘; 神山, 貴弥
1989-01-01
This article mainly introduces Elaboration Likelihood Model (ELM), proposed by Petty & Cacioppo, that is, a general attitude change theory. ELM posturates two routes to persuasion; central and peripheral route. Attitude change by central route is viewed as resulting from a diligent consideration of the issue-relevant informations presented. On the other hand, attitude change by peripheral route is viewed as resulting from peripheral cues in the persuasion context. Secondly we compare these tw...
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
Indian Academy of Sciences (India)
Our attraction to another body increases if the body is symmetricaland in proportion. If a face or a structure is in proportion,we are more likely to notice it and find it beautiful.The universal ratio of beauty is the 'Golden Ratio', found inmany structures. This ratio comes from Fibonacci numbers.In this article, we explore this ...
Indian Academy of Sciences (India)
Keywords. Fibonacci numbers, golden ratio, Sanskrit prosody, solar panel. Abstract. Our attraction to another body increases if the body is symmetricaland in proportion. If a face or a structure is in proportion,we are more likely to notice it and find it beautiful.The universal ratio of beauty is the 'Golden Ratio', found inmany ...
Indian Academy of Sciences (India)
Our attraction to another body increases if the body is sym- metrical and in proportion. If a face or a structure is in pro- portion, we are more likely to notice it and find it beautiful. The universal ratio of beauty is the 'Golden Ratio', found in many structures. This ratio comes from Fibonacci numbers. In this article, we explore this ...
Dimension-Independent Likelihood-Informed MCMC
Cui, Tiangang; Law, Kody; Marzouk, Youssef
2015-01-01
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.
Dimension-Independent Likelihood-Informed MCMC
Cui, Tiangang
2015-01-07
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.
Remarks on sequential designs in risk assessment
International Nuclear Information System (INIS)
Seidenfeld, T.
1982-01-01
The special merits of sequential designs are reviewed in light of particular challenges that attend risk assessment for human population. The kinds of ''statistical inference'' are distinguished and the problem of design which is pursued is the clash between Neyman-Pearson and Bayesian programs of sequential design. The value of sequential designs is discussed and the Neyman-Pearson vs. Bayesian sequential designs are probed in particular. Finally, warnings with sequential designs are considered, especially in relation to utilitarianism
Risk factors and likelihood of Campylobacter colonization in broiler flocks
Directory of Open Access Journals (Sweden)
SL Kuana
2007-09-01
Full Text Available Campylobacter was investigated in cecal droppings, feces, and cloacal swabs of 22 flocks of 3 to 5 week-old broilers. Risk factors and the likelihood of the presence of this agent in these flocks were determined. Management practices, such as cleaning and disinfection, feeding, drinkers, and litter treatments, were assessed. Results were evaluated using Odds Ratio (OR test, and their significance was tested by Fisher's test (p<0.05. A Campylobacter prevalence of 81.8% was found in the broiler flocks (18/22, and within positive flocks, it varied between 85 and 100%. Campylobacter incidence among sample types was homogenous, being 81.8% in cecal droppings, 80.9% in feces, and 80.4% in cloacal swabs (230. Flocks fed by automatic feeding systems presented higher incidence of Campylobacter as compared to those fed by tube feeders. Litter was reused in 63.6% of the farm, and, despite the lack of statistical significance, there was higher likelihood of Campylobacter incidence when litter was reused. Foot bath was not used in 45.5% of the flocks, whereas the use of foot bath associated to deficient lime management increased the number of positive flocks, although with no statiscal significance. The evaluated parameters were not significantly associated with Campylobacter colonization in the assessed broiler flocks.
The fine-tuning cost of the likelihood in SUSY models
International Nuclear Information System (INIS)
Ghilencea, D.M.; Ross, G.G.
2013-01-01
In SUSY models, the fine-tuning of the electroweak (EW) scale with respect to their parameters γ i ={m 0 ,m 1/2 ,μ 0 ,A 0 ,B 0 ,…} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Δ of the usual likelihood L and the traditional fine-tuning measure Δ of the EW scale. A similar result is obtained for the integrated likelihood over the set {γ i }, that can be written as a surface integral of the ratio L/Δ, with the surface in γ i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Δ or equivalently, a small χ new 2 =χ old 2 +2lnΔ. This shows the fine-tuning cost to the likelihood (χ new 2 ) of the EW scale stability enforced by SUSY, that is ignored in data fits. A good χ new 2 /d.o.f.≈1 thus demands SUSY models have a fine-tuning amount Δ≪exp(d.o.f./2), which provides a model-independent criterion for acceptable fine-tuning. If this criterion is not met, one can thus rule out SUSY models without a further χ 2 /d.o.f. analysis. Numerical methods to fit the data can easily be adapted to account for this effect.
West, Stuart A; Reece, S E; Sheldon, Ben C
2002-01-01
Sex ratio theory attempts to explain variation at all levels (species, population, individual, brood) in the proportion of offspring that are male (the sex ratio). In many cases this work has been extremely successful, providing qualitative and even quantitative explanations of sex ratio variation. However, this is not always the situation, and one of the greatest remaining problems is explaining broad taxonomic patterns. Specifically, why do different organisms show so ...
Sequential versus simultaneous market delineation
DEFF Research Database (Denmark)
Haldrup, Niels; Møllgaard, Peter; Kastberg Nielsen, Claus
2005-01-01
and geographical markets. Using a unique data setfor prices of Norwegian and Scottish salmon, we propose a methodologyfor simultaneous market delineation and we demonstrate that comparedto a sequential approach conclusions will be reversed.JEL: C3, K21, L41, Q22Keywords: Relevant market, econometric delineation......Delineation of the relevant market forms a pivotal part of most antitrustcases. The standard approach is sequential. First the product marketis delineated, then the geographical market is defined. Demand andsupply substitution in both the product dimension and the geographicaldimension...
Sequential logic analysis and synthesis
Cavanagh, Joseph
2007-01-01
Until now, there was no single resource for actual digital system design. Using both basic and advanced concepts, Sequential Logic: Analysis and Synthesis offers a thorough exposition of the analysis and synthesis of both synchronous and asynchronous sequential machines. With 25 years of experience in designing computing equipment, the author stresses the practical design of state machines. He clearly delineates each step of the structured and rigorous design principles that can be applied to practical applications. The book begins by reviewing the analysis of combinatorial logic and Boolean a
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...
Directory of Open Access Journals (Sweden)
Chiara Sabina
2014-07-01
Full Text Available Help-seeking is a process that is influenced by individual, interpersonal, and sociocultural factors. Thecurrent study examined these influences on the likelihood of seeking help (police, pressing charges,medical services, social services, and informal help for interpersonal violence among a national sample ofLatino women. Women living in high-density Latino neighborhoods in the USA were interviewed by phonein their preferred language. Women reporting being, on average, between "somewhat likely" and "verylikely" to seek help should they experience interpersonal victimization. Sequential linear regression resultsindicated that individual (age, depression, interpersonal (having children, past victimization, andsociocultural factors (immigrant status, acculturation were associated with the self-reported likelihood ofseeking help for interpersonal violence. Having children was consistently related to a greater likelihood toseek all forms of help. Overall, women appear to respond to violence in ways that reflects their ecologicalcontext. Help-seeking is best understood within a multi-layered and dynamic context.
Evaluation Using Sequential Trials Methods.
Cohen, Mark E.; Ralls, Stephen A.
1986-01-01
Although dental school faculty as well as practitioners are interested in evaluating products and procedures used in clinical practice, research design and statistical analysis can sometimes pose problems. Sequential trials methods provide an analytical structure that is both easy to use and statistically valid. (Author/MLW)
Attack Trees with Sequential Conjunction
Jhawar, Ravi; Kordy, Barbara; Mauw, Sjouke; Radomirović, Sasa; Trujillo-Rasua, Rolando
2015-01-01
We provide the first formal foundation of SAND attack trees which are a popular extension of the well-known attack trees. The SAND at- tack tree formalism increases the expressivity of attack trees by intro- ducing the sequential conjunctive operator SAND. This operator enables the modeling of
A Predictive Likelihood Approach to Bayesian Averaging
Directory of Open Access Journals (Sweden)
Tomáš Jeřábek
2015-01-01
Full Text Available Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis. In this paper we combine multivariate density forecasts of GDP growth, inflation and real interest rates from four various models, two type of Bayesian vector autoregression (BVAR models, a New Keynesian dynamic stochastic general equilibrium (DSGE model of small open economy and DSGE-VAR model. The performance of models is identified using historical dates including domestic economy and foreign economy, which is represented by countries of the Eurozone. Because forecast accuracy of observed models are different, the weighting scheme based on the predictive likelihood, the trace of past MSE matrix, model ranks are used to combine the models. The equal-weight scheme is used as a simple combination scheme. The results show that optimally combined densities are comparable to the best individual models.
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L
2016-08-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.
Subtracting and Fitting Histograms using Profile Likelihood
D'Almeida, F M L
2008-01-01
It is known that many interesting signals expected at LHC are of unknown shape and strongly contaminated by background events. These signals will be dif cult to detect during the rst years of LHC operation due to the initial low luminosity. In this work, one presents a method of subtracting histograms based on the pro le likelihood function when the background is previously estimated by Monte Carlo events and one has low statistics. Estimators for the signal in each bin of the histogram difference are calculated so as limits for the signals with 68.3% of Con dence Level in a low statistics case when one has a exponential background and a Gaussian signal. The method can also be used to t histograms when the signal shape is known. Our results show a good performance and avoid the problem of negative values when subtracting histograms.
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...
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...
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
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)
Pan, Zhen; Anderes, Ethan; Knox, Lloyd
2018-05-01
One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.
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)
Native Frames: Disentangling Sequential from Concerted Three-Body Fragmentation
Rajput, Jyoti; Severt, T.; Berry, Ben; Jochim, Bethany; Feizollah, Peyman; Kaderiya, Balram; Zohrabi, M.; Ablikim, U.; Ziaee, Farzaneh; Raju P., Kanaka; Rolles, D.; Rudenko, A.; Carnes, K. D.; Esry, B. D.; Ben-Itzhak, I.
2018-03-01
A key question concerning the three-body fragmentation of polyatomic molecules is the distinction of sequential and concerted mechanisms, i.e., the stepwise or simultaneous cleavage of bonds. Using laser-driven fragmentation of OCS into O++C++S+ and employing coincidence momentum imaging, we demonstrate a novel method that enables the clear separation of sequential and concerted breakup. The separation is accomplished by analyzing the three-body fragmentation in the native frame associated with each step and taking advantage of the rotation of the intermediate molecular fragment, CO2 + or CS2 + , before its unimolecular dissociation. This native-frame method works for any projectile (electrons, ions, or photons), provides details on each step of the sequential breakup, and enables the retrieval of the relevant spectra for sequential and concerted breakup separately. Specifically, this allows the determination of the branching ratio of all these processes in OCS3 + breakup. Moreover, we find that the first step of sequential breakup is tightly aligned along the laser polarization and identify the likely electronic states of the intermediate dication that undergo unimolecular dissociation in the second step. Finally, the separated concerted breakup spectra show clearly that the central carbon atom is preferentially ejected perpendicular to the laser field.
Sequential infiltration synthesis for advanced lithography
Energy Technology Data Exchange (ETDEWEB)
Darling, Seth B.; Elam, Jeffrey W.; Tseng, Yu-Chih; Peng, Qing
2017-10-10
A plasma etch resist material modified by an inorganic protective component via sequential infiltration synthesis (SIS) and methods of preparing the modified resist material. The modified resist material is characterized by an improved resistance to a plasma etching or related process relative to the unmodified resist material, thereby allowing formation of patterned features into a substrate material, which may be high-aspect ratio features. The SIS process forms the protective component within the bulk resist material through a plurality of alternating exposures to gas phase precursors which infiltrate the resist material. The plasma etch resist material may be initially patterned using photolithography, electron-beam lithography or a block copolymer self-assembly process.
Dancing Twins: Stellar Hierarchies That Formed Sequentially?
Tokovinin, Andrei
2018-04-01
This paper draws attention to the class of resolved triple stars with moderate ratios of inner and outer periods (possibly in a mean motion resonance) and nearly circular, mutually aligned orbits. Moreover, stars in the inner pair are twins with almost identical masses, while the mass sum of the inner pair is comparable to the mass of the outer component. Such systems could be formed either sequentially (inside-out) by disk fragmentation with subsequent accretion and migration, or by a cascade hierarchical fragmentation of a rotating cloud. Orbits of the outer and inner subsystems are computed or updated in four such hierarchies: LHS 1070 (GJ 2005, periods 77.6 and 17.25 years), HIP 9497 (80 and 14.4 years), HIP 25240 (1200 and 47.0 years), and HIP 78842 (131 and 10.5 years).
Multi-agent sequential hypothesis testing
Kim, Kwang-Ki K.; Shamma, Jeff S.
2014-01-01
incorporate costs of taking private/public measurements, costs of time-difference and disagreement in actions of agents, and costs of false declaration/choices in the sequential hypothesis testing. The corresponding sequential decision processes have well
Likelihood analysis of the minimal AMSB model
Energy Technology Data Exchange (ETDEWEB)
Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Borsato, M.; Chobanova, V.; Lucio, M.; Santos, D.M. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Sakurai, K. [Institute for Particle Physics Phenomenology, University of Durham, Science Laboratories, Department of Physics, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Buchmueller, O.; Citron, M.; Costa, J.C.; Richards, A. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); De Roeck, A. [Experimental Physics Department, CERN, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [School of Physics, University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, Melbourne (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); CERN, Theoretical Physics Department, Geneva (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Cantabria (Spain); Isidori, G. [Physik-Institut, Universitaet Zuerich, Zurich (Switzerland); Luo, F. [Kavli IPMU (WPI), UTIAS, The University of Tokyo, Kashiwa, Chiba (Japan); Olive, K.A. [School of Physics and Astronomy, University of Minnesota, William I. Fine Theoretical Physics Institute, Minneapolis, MN (United States)
2017-04-15
We perform a likelihood analysis of the minimal anomaly-mediated supersymmetry-breaking (mAMSB) model using constraints from cosmology and accelerator experiments. We find that either a wino-like or a Higgsino-like neutralino LSP, χ{sup 0}{sub 1}, may provide the cold dark matter (DM), both with similar likelihoods. The upper limit on the DM density from Planck and other experiments enforces m{sub χ{sup 0}{sub 1}}
Laser-Based Slam with Efficient Occupancy Likelihood Map Learning for Dynamic Indoor Scenes
Li, Li; Yao, Jian; Xie, Renping; Tu, Jinge; Feng, Chen
2016-06-01
Location-Based Services (LBS) have attracted growing attention in recent years, especially in indoor environments. The fundamental technique of LBS is the map building for unknown environments, this technique also named as simultaneous localization and mapping (SLAM) in robotic society. In this paper, we propose a novel approach for SLAMin dynamic indoor scenes based on a 2D laser scanner mounted on a mobile Unmanned Ground Vehicle (UGV) with the help of the grid-based occupancy likelihood map. Instead of applying scan matching in two adjacent scans, we propose to match current scan with the occupancy likelihood map learned from all previous scans in multiple scales to avoid the accumulation of matching errors. Due to that the acquisition of the points in a scan is sequential but not simultaneous, there unavoidably exists the scan distortion at different extents. To compensate the scan distortion caused by the motion of the UGV, we propose to integrate a velocity of a laser range finder (LRF) into the scan matching optimization framework. Besides, to reduce the effect of dynamic objects such as walking pedestrians often existed in indoor scenes as much as possible, we propose a new occupancy likelihood map learning strategy by increasing or decreasing the probability of each occupancy grid after each scan matching. Experimental results in several challenged indoor scenes demonstrate that our proposed approach is capable of providing high-precision SLAM results.
Dimension-independent likelihood-informed MCMC
Cui, Tiangang
2015-10-08
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.
Reducing the likelihood of long tennis matches.
Barnett, Tristan; Alan, Brown; Pollard, Graham
2006-01-01
Long matches can cause problems for tournaments. For example, the starting times of subsequent matches can be substantially delayed causing inconvenience to players, spectators, officials and television scheduling. They can even be seen as unfair in the tournament setting when the winner of a very long match, who may have negative aftereffects from such a match, plays the winner of an average or shorter length match in the next round. Long matches can also lead to injuries to the participating players. One factor that can lead to long matches is the use of the advantage set as the fifth set, as in the Australian Open, the French Open and Wimbledon. Another factor is long rallies and a greater than average number of points per game. This tends to occur more frequently on the slower surfaces such as at the French Open. The mathematical method of generating functions is used to show that the likelihood of long matches can be substantially reduced by using the tiebreak game in the fifth set, or more effectively by using a new type of game, the 50-40 game, throughout the match. Key PointsThe cumulant generating function has nice properties for calculating the parameters of distributions in a tennis matchA final tiebreaker set reduces the length of matches as currently being used in the US OpenA new 50-40 game reduces the length of matches whilst maintaining comparable probabilities for the better player to win the match.
Dimension-independent likelihood-informed MCMC
Cui, Tiangang; Law, Kody; Marzouk, Youssef M.
2015-01-01
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.
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.
Robustness of the Sequential Lineup Advantage
Gronlund, Scott D.; Carlson, Curt A.; Dailey, Sarah B.; Goodsell, Charles A.
2009-01-01
A growing movement in the United States and around the world involves promoting the advantages of conducting an eyewitness lineup in a sequential manner. We conducted a large study (N = 2,529) that included 24 comparisons of sequential versus simultaneous lineups. A liberal statistical criterion revealed only 2 significant sequential lineup…
Random sequential adsorption of cubes
Cieśla, Michał; Kubala, Piotr
2018-01-01
Random packings built of cubes are studied numerically using a random sequential adsorption algorithm. To compare the obtained results with previous reports, three different models of cube orientation sampling were used. Also, three different cube-cube intersection algorithms were tested to find the most efficient one. The study focuses on the mean saturated packing fraction as well as kinetics of packing growth. Microstructural properties of packings were analyzed using density autocorrelation function.
Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation
Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.
2015-11-01
We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.
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)
Goegebeur, Y.; de Boeck, P.; Molenberghs, G.
2010-01-01
The local influence diagnostics, proposed by Cook (1986), provide a flexible way to assess the impact of minor model perturbations on key model parameters’ estimates. In this paper, we apply the local influence idea to the detection of test speededness in a model describing nonresponse in test data,
Table 1 Log likelihood ratios for the respective traits under different ...
African Journals Online (AJOL)
Schalk Cloete
content, digestion, gut fill and passage rate in ruminants (West, 1998). ... Before the start of each sampling cycle, the plots were machine-cut at the early ..... Hay quality and marketing in the Rocky Mountain Front Range and High Plains.
Diffuse Prior Monotonic Likelihood Ratio Test for Evaluation of Fused Image Quality Measures
2011-02-01
pathological case 3As discussed in [33], any pmf of over can be generated by choosing a specific pdf to generate . WEI et al.: DIFFUSE PRIOR...fused via six different algorithms: 1) contrast pyramid A (CONA), 2) contrast pyramid B (CONB) [34], 3) dis- crete wavelet transform (DWTT) [1], [35...36] 4) color discrete wavelet transform (CDWT), 5) color averaging (CLAV), and 6) color multiscale transform (CLMT) [37]. The first three al
Thompson, WC; Newman, EJ
2015-01-01
Forensic scientists have come under increasing pressure to quantify the strength of their evidence, but it is not clear which of several possible formats for presenting quantitative conclusions will be easiest for lay people, such as jurors, to understand. This experiment examined the way that people recruited from Amazon’s Mechanical Turk (n = 541) responded to 2 types of forensic evidence—a DNA comparison and a shoeprint comparison—when an expert explained the strength of this evidence 3 di...
Table 1 Log likelihood ratios for the respective traits under different ...
African Journals Online (AJOL)
Schalk Cloete
2003). The live weight of lactating cows is an important measure as it reflects feeding costs related to maintenance. Although genetic parameters for yield traits have been estimated in the major South African ... km east of Cape Town in the winter rainfall region of South Africa at an altitude of 177 m, longitude 18° 51'.
Testing Measurement Invariance Using MIMIC: Likelihood Ratio Test with a Critical Value Adjustment
Kim, Eun Sook; Yoon, Myeongsun; Lee, Taehun
2012-01-01
Multiple-indicators multiple-causes (MIMIC) modeling is often used to test a latent group mean difference while assuming the equivalence of factor loadings and intercepts over groups. However, this study demonstrated that MIMIC was insensitive to the presence of factor loading noninvariance, which implies that factor loading invariance should be…
DEFF Research Database (Denmark)
Danieli, Matteo; Forchhammer, Søren; Andersen, Jakob Dahl
2010-01-01
analysis leads to using maximum mutual information (MMI) as optimality criterion and in turn Kullback-Leibler (KL) divergence as distortion measure. Simulations run based on an LTE-like system have proven that VQ can be implemented in a computationally simple way at low rates of 2-3 bits per LLR value......Modern mobile telecommunication systems, such as 3GPP LTE, make use of Hybrid Automatic Repeat reQuest (HARQ) for efficient and reliable communication between base stations and mobile terminals. To this purpose, marginal posterior probabilities of the received bits are stored in the form of log...
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
Phenomenology of the next sequential lepton
International Nuclear Information System (INIS)
Rizzo, T.G.
1980-01-01
We consider the phenomenology of a sequential, charged lepton in the mass range 6 --13 GeV. We find the semileptonic branching ratio of such a lepton to be approx. 13%; the dominant two-body modes are found to include the decay L → ν/sub L/F* with a branching ratio approx. 6%. In this analysis we assume that the mass of the lepton under consideration is lighter than the t quark such that decays such as L → ν/sub L/t-barq, where q= (d, s, or b) are kinematically forbidden. We also find that decays such as L → ν/sub L/B* (c-barb) can also be as large as approx. 6% depending on the mixing angles; the lifetime of such a lepton is found to be approx. 2.6 x 10 -12 M/sub L/ -5 sec, where M/sub L/ is in GeV
Sequential series for nuclear reactions
International Nuclear Information System (INIS)
Izumo, Ko
1975-01-01
A new time-dependent treatment of nuclear reactions is given, in which the wave function of compound nucleus is expanded by a sequential series of the reaction processes. The wave functions of the sequential series form another complete set of compound nucleus at the limit Δt→0. It is pointed out that the wave function is characterized by the quantities: the number of degrees of freedom of motion n, the period of the motion (Poincare cycle) tsub(n), the delay time t sub(nμ) and the relaxation time tausub(n) to the equilibrium of compound nucleus, instead of the usual quantum number lambda, the energy eigenvalue Esub(lambda) and the total width GAMMAsub(lambda) of resonance levels, respectively. The transition matrix elements and the yields of nuclear reactions also become the functions of time given by the Fourier transform of the usual ones. The Poincare cycles of compound nuclei are compared with the observed correlations among resonance levels, which are about 10 -17 --10 -16 sec for medium and heavy nuclei and about 10 -20 sec for the intermediate resonances. (auth.)
Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods
Directory of Open Access Journals (Sweden)
Anthony Hoak
2017-03-01
Full Text Available We develop an interactive likelihood (ILH for sequential Monte Carlo (SMC methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL and TUD-Stadtmitte using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA and classification of events, activities and relationships for multi-object trackers (CLEAR MOT. In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.
Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods.
Hoak, Anthony; Medeiros, Henry; Povinelli, Richard J
2017-03-03
We develop an interactive likelihood (ILH) for sequential Monte Carlo (SMC) methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL) and TUD-Stadtmitte) using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA) and classification of events, activities and relationships for multi-object trackers (CLEAR MOT)). In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.
Exploring the sequential lineup advantage using WITNESS.
Goodsell, Charles A; Gronlund, Scott D; Carlson, Curt A
2010-12-01
Advocates claim that the sequential lineup is an improvement over simultaneous lineup procedures, but no formal (quantitatively specified) explanation exists for why it is better. The computational model WITNESS (Clark, Appl Cogn Psychol 17:629-654, 2003) was used to develop theoretical explanations for the sequential lineup advantage. In its current form, WITNESS produced a sequential advantage only by pairing conservative sequential choosing with liberal simultaneous choosing. However, this combination failed to approximate four extant experiments that exhibited large sequential advantages. Two of these experiments became the focus of our efforts because the data were uncontaminated by likely suspect position effects. Decision-based and memory-based modifications to WITNESS approximated the data and produced a sequential advantage. The next step is to evaluate the proposed explanations and modify public policy recommendations accordingly.
Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.
Kobert, K; Stamatakis, A; Flouri, T
2017-03-01
The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
Planck intermediate results: XVI. Profile likelihoods for cosmological parameters
DEFF Research Database (Denmark)
Bartlett, J.G.; Cardoso, J.-F.; Delabrouille, J.
2014-01-01
We explore the 2013 Planck likelihood function with a high-precision multi-dimensional minimizer (Minuit). This allows a refinement of the CDM best-fit solution with respect to previously-released results, and the construction of frequentist confidence intervals using profile likelihoods. The agr...
Planck 2013 results. XV. CMB power spectra and likelihood
DEFF Research Database (Denmark)
Tauber, Jan; Bartlett, J.G.; Bucher, M.
2014-01-01
This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best...
Sequential lineup presentation: Patterns and policy
Lindsay, R C L; Mansour, Jamal K; Beaudry, J L; Leach, A-M; Bertrand, M I
2009-01-01
Sequential lineups were offered as an alternative to the traditional simultaneous lineup. Sequential lineups reduce incorrect lineup selections; however, the accompanying loss of correct identifications has resulted in controversy regarding adoption of the technique. We discuss the procedure and research relevant to (1) the pattern of results found using sequential versus simultaneous lineups; (2) reasons (theory) for differences in witness responses; (3) two methodological issues; and (4) im...
Likelihood analysis of parity violation in the compound nucleus
International Nuclear Information System (INIS)
Bowman, D.; Sharapov, E.
1993-01-01
We discuss the determination of the root mean-squared matrix element of the parity-violating interaction between compound-nuclear states using likelihood analysis. We briefly review the relevant features of the statistical model of the compound nucleus and the formalism of likelihood analysis. We then discuss the application of likelihood analysis to data on panty-violating longitudinal asymmetries. The reliability of the extracted value of the matrix element and errors assigned to the matrix element is stressed. We treat the situations where the spins of the p-wave resonances are not known and known using experimental data and Monte Carlo techniques. We conclude that likelihood analysis provides a reliable way to determine M and its confidence interval. We briefly discuss some problems associated with the normalization of the likelihood function
The Bacterial Sequential Markov Coalescent.
De Maio, Nicola; Wilson, Daniel J
2017-05-01
Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is
Biased lineups: sequential presentation reduces the problem.
Lindsay, R C; Lea, J A; Nosworthy, G J; Fulford, J A; Hector, J; LeVan, V; Seabrook, C
1991-12-01
Biased lineups have been shown to increase significantly false, but not correct, identification rates (Lindsay, Wallbridge, & Drennan, 1987; Lindsay & Wells, 1980; Malpass & Devine, 1981). Lindsay and Wells (1985) found that sequential lineup presentation reduced false identification rates, presumably by reducing reliance on relative judgment processes. Five staged-crime experiments were conducted to examine the effect of lineup biases and sequential presentation on eyewitness recognition accuracy. Sequential lineup presentation significantly reduced false identification rates from fair lineups as well as from lineups biased with regard to foil similarity, instructions, or witness attire, and from lineups biased in all of these ways. The results support recommendations that police present lineups sequentially.
Group sequential designs for stepped-wedge cluster randomised trials.
Grayling, Michael J; Wason, James Ms; Mander, Adrian P
2017-10-01
The stepped-wedge cluster randomised trial design has received substantial attention in recent years. Although various extensions to the original design have been proposed, no guidance is available on the design of stepped-wedge cluster randomised trials with interim analyses. In an individually randomised trial setting, group sequential methods can provide notable efficiency gains and ethical benefits. We address this by discussing how established group sequential methodology can be adapted for stepped-wedge designs. Utilising the error spending approach to group sequential trial design, we detail the assumptions required for the determination of stepped-wedge cluster randomised trials with interim analyses. We consider early stopping for efficacy, futility, or efficacy and futility. We describe first how this can be done for any specified linear mixed model for data analysis. We then focus on one particular commonly utilised model and, using a recently completed stepped-wedge cluster randomised trial, compare the performance of several designs with interim analyses to the classical stepped-wedge design. Finally, the performance of a quantile substitution procedure for dealing with the case of unknown variance is explored. We demonstrate that the incorporation of early stopping in stepped-wedge cluster randomised trial designs could reduce the expected sample size under the null and alternative hypotheses by up to 31% and 22%, respectively, with no cost to the trial's type-I and type-II error rates. The use of restricted error maximum likelihood estimation was found to be more important than quantile substitution for controlling the type-I error rate. The addition of interim analyses into stepped-wedge cluster randomised trials could help guard against time-consuming trials conducted on poor performing treatments and also help expedite the implementation of efficacious treatments. In future, trialists should consider incorporating early stopping of some kind into
Immediate Sequential Bilateral Cataract Surgery
DEFF Research Database (Denmark)
Kessel, Line; Andresen, Jens; Erngaard, Ditte
2015-01-01
The aim of the present systematic review was to examine the benefits and harms associated with immediate sequential bilateral cataract surgery (ISBCS) with specific emphasis on the rate of complications, postoperative anisometropia, and subjective visual function in order to formulate evidence......-based national Danish guidelines for cataract surgery. A systematic literature review in PubMed, Embase, and Cochrane central databases identified three randomized controlled trials that compared outcome in patients randomized to ISBCS or bilateral cataract surgery on two different dates. Meta-analyses were...... performed using the Cochrane Review Manager software. The quality of the evidence was assessed using the GRADE method (Grading of Recommendation, Assessment, Development, and Evaluation). We did not find any difference in the risk of complications or visual outcome in patients randomized to ISBCS or surgery...
Random and cooperative sequential adsorption
Evans, J. W.
1993-10-01
Irreversible random sequential adsorption (RSA) on lattices, and continuum "car parking" analogues, have long received attention as models for reactions on polymer chains, chemisorption on single-crystal surfaces, adsorption in colloidal systems, and solid state transformations. Cooperative generalizations of these models (CSA) are sometimes more appropriate, and can exhibit richer kinetics and spatial structure, e.g., autocatalysis and clustering. The distribution of filled or transformed sites in RSA and CSA is not described by an equilibrium Gibbs measure. This is the case even for the saturation "jammed" state of models where the lattice or space cannot fill completely. However exact analysis is often possible in one dimension, and a variety of powerful analytic methods have been developed for higher dimensional models. Here we review the detailed understanding of asymptotic kinetics, spatial correlations, percolative structure, etc., which is emerging for these far-from-equilibrium processes.
Trial Sequential Methods for Meta-Analysis
Kulinskaya, Elena; Wood, John
2014-01-01
Statistical methods for sequential meta-analysis have applications also for the design of new trials. Existing methods are based on group sequential methods developed for single trials and start with the calculation of a required information size. This works satisfactorily within the framework of fixed effects meta-analysis, but conceptual…
Sequential lineup laps and eyewitness accuracy.
Steblay, Nancy K; Dietrich, Hannah L; Ryan, Shannon L; Raczynski, Jeanette L; James, Kali A
2011-08-01
Police practice of double-blind sequential lineups prompts a question about the efficacy of repeated viewings (laps) of the sequential lineup. Two laboratory experiments confirmed the presence of a sequential lap effect: an increase in witness lineup picks from first to second lap, when the culprit was a stranger. The second lap produced more errors than correct identifications. In Experiment 2, lineup diagnosticity was significantly higher for sequential lineup procedures that employed a single versus double laps. Witnesses who elected to view a second lap made significantly more errors than witnesses who chose to stop after one lap or those who were required to view two laps. Witnesses with prior exposure to the culprit did not exhibit a sequential lap effect.
Multi-agent sequential hypothesis testing
Kim, Kwang-Ki K.
2014-12-15
This paper considers multi-agent sequential hypothesis testing and presents a framework for strategic learning in sequential games with explicit consideration of both temporal and spatial coordination. The associated Bayes risk functions explicitly incorporate costs of taking private/public measurements, costs of time-difference and disagreement in actions of agents, and costs of false declaration/choices in the sequential hypothesis testing. The corresponding sequential decision processes have well-defined value functions with respect to (a) the belief states for the case of conditional independent private noisy measurements that are also assumed to be independent identically distributed over time, and (b) the information states for the case of correlated private noisy measurements. A sequential investment game of strategic coordination and delay is also discussed as an application of the proposed strategic learning rules.
Sequential Product of Quantum Effects: An Overview
Gudder, Stan
2010-12-01
This article presents an overview for the theory of sequential products of quantum effects. We first summarize some of the highlights of this relatively recent field of investigation and then provide some new results. We begin by discussing sequential effect algebras which are effect algebras endowed with a sequential product satisfying certain basic conditions. We then consider sequential products of (discrete) quantum measurements. We next treat transition effect matrices (TEMs) and their associated sequential product. A TEM is a matrix whose entries are effects and whose rows form quantum measurements. We show that TEMs can be employed for the study of quantum Markov chains. Finally, we prove some new results concerning TEMs and vector densities.
Smoking increases the likelihood of Helicobacter pylori treatment failure.
Itskoviz, David; Boltin, Doron; Leibovitzh, Haim; Tsadok Perets, Tsachi; Comaneshter, Doron; Cohen, Arnon; Niv, Yaron; Levi, Zohar
2017-07-01
Data regarding the impact of smoking on the success of Helicobacter pylori (H. pylori) eradication are conflicting, partially due to the fact that sociodemographic status is associated with both smoking and H. pylori treatment success. We aimed to assess the effect of smoking on H. pylori eradication rates after controlling for sociodemographic confounders. Included were subjects aged 15 years or older, with a first time positive C 13 -urea breath test (C 13 -UBT) between 2007 to 2014, who underwent a second C 13 -UBT after receiving clarithromycin-based triple therapy. Data regarding age, gender, socioeconomic status (SES), smoking (current smokers or "never smoked"), and drug use were extracted from the Clalit health maintenance organization database. Out of 120,914 subjects with a positive first time C 13 -UBT, 50,836 (42.0%) underwent a second C 13 -UBT test. After excluding former smokers, 48,130 remained who were eligible for analysis. The mean age was 44.3±18.2years, 69.2% were females, 87.8% were Jewish and 12.2% Arabs, 25.5% were current smokers. The overall eradication failure rates were 33.3%: 34.8% in current smokers and 32.8% in subjects who never smoked. In a multivariate analysis, eradication failure was positively associated with current smoking (Odds Ratio {OR} 1.15, 95% CI 1.10-1.20, psmoking was found to significantly increase the likelihood of unsuccessful first-line treatment for H. pylori infection. Copyright © 2017 Editrice Gastroenterologica Italiana S.r.l. Published by Elsevier Ltd. All rights reserved.
Obstetric History and Likelihood of Preterm Birth of Twins.
Easter, Sarah Rae; Little, Sarah E; Robinson, Julian N; Mendez-Figueroa, Hector; Chauhan, Suneet P
2018-01-05
The objective of this study was to investigate the relationship between preterm birth in a prior pregnancy and preterm birth in a twin pregnancy. We performed a secondary analysis of a randomized controlled trial evaluating 17-α-hydroxyprogesterone caproate in twins. Women were classified as nulliparous, multiparous with a prior term birth, or multiparous with a prior preterm birth. We used logistic regression to examine the odds of spontaneous preterm birth of twins before 35 weeks according to past obstetric history. Of the 653 women analyzed, 294 were nulliparas, 310 had a prior term birth, and 49 had a prior preterm birth. Prior preterm birth increased the likelihood of spontaneous delivery before 35 weeks (adjusted odds ratio [aOR]: 2.44, 95% confidence interval [CI]: 1.28-4.66), whereas prior term delivery decreased these odds (aOR: 0.55, 95% CI: 0.38-0.78) in the current twin pregnancy compared with the nulliparous reference group. This translated into a lower odds of composite neonatal morbidity (aOR: 0.38, 95% CI: 0.27-0.53) for women with a prior term delivery. For women carrying twins, a history of preterm birth increases the odds of spontaneous preterm birth, whereas a prior term birth decreases odds of spontaneous preterm birth and neonatal morbidity for the current twin pregnancy. These results offer risk stratification and reassurance for clinicians. Thieme Medical Publishers 333 Seventh Avenue, New York, NY 10001, USA.
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...
Algorithms of maximum likelihood data clustering with applications
Giada, Lorenzo; Marsili, Matteo
2002-12-01
We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.
Generalized empirical likelihood methods for analyzing longitudinal data
Wang, S.; Qian, L.; Carroll, R. J.
2010-01-01
Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks
Maximum likelihood estimation of finite mixture model for economic data
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-06-01
Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.
Attitude towards, and likelihood of, complaining in the banking ...
African Journals Online (AJOL)
aims to determine customers' attitudes towards complaining as well as their likelihood of voicing a .... is particularly powerful and impacts greatly on customer satisfaction and retention. ...... 'Cross-national analysis of hotel customers' attitudes ...
Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach
Sohail, Muhammad Sadiq; Al-Naffouri, Tareq Y.; Al-Ghadhban, Samir N.
2012-01-01
This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous
On the likelihood function of Gaussian max-stable processes
Genton, M. G.; Ma, Y.; Sang, H.
2011-01-01
We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.
Incorporating Nuisance Parameters in Likelihoods for Multisource Spectra
Conway, J.S.
2011-01-01
We describe here the general mathematical approach to constructing likelihoods for fitting observed spectra in one or more dimensions with multiple sources, including the effects of systematic uncertainties represented as nuisance parameters, when the likelihood is to be maximized with respect to these parameters. We consider three types of nuisance parameters: simple multiplicative factors, source spectra "morphing" parameters, and parameters representing statistical uncertainties in the predicted source spectra.
On the likelihood function of Gaussian max-stable processes
Genton, M. G.
2011-05-24
We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan
2016-01-01
In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . âˆž>h0>h1â‹¯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. Â© 2016 Elsevier B.V.
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros
2016-08-29
In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . âˆž>h0>h1â‹¯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. Â© 2016 Elsevier B.V.
Sequential Scintigraphy in Renal Transplantation
Energy Technology Data Exchange (ETDEWEB)
Winkel, K. zum; Harbst, H.; Schenck, P.; Franz, H. E.; Ritz, E.; Roehl, L.; Ziegler, M.; Ammann, W.; Maier-Borst, W. [Institut Fuer Nuklearmedizin, Deutsches Krebsforschungszentrum, Heidelberg, Federal Republic of Germany (Germany)
1969-05-15
Based on experience gained from more than 1600 patients with proved or suspected kidney diseases and on results on extended studies with dogs, sequential scintigraphy was performed after renal transplantation in dogs. After intravenous injection of 500 {mu}Ci. {sup 131}I-Hippuran scintiphotos were taken during the first minute with an exposure time of 15 sec each and thereafter with an exposure of 2 min up to at least 16 min.. Several examinations were evaluated digitally. 26 examinations were performed on 11 dogs with homotransplanted kidneys. Immediately after transplantation the renal function was almost normal arid the bladder was filled in due time. At the beginning of rejection the initial uptake of radioactive Hippuran was reduced. The intrarenal transport became delayed; probably the renal extraction rate decreased. Corresponding to the development of an oedema in the transplant the uptake area increased in size. In cases of thrombosis of the main artery there was no evidence of any uptake of radioactivity in the transplant. Similar results were obtained in 41 examinations on 15 persons. Patients with postoperative anuria due to acute tubular necrosis showed still some uptake of radioactivity contrary to those with thrombosis of the renal artery, where no uptake was found. In cases of rejection the most frequent signs were a reduced initial uptake and a delayed intrarenal transport of radioactive Hippuran. Infarction could be detected by a reduced uptake in distinct areas of the transplant. (author)
Sequential provisional implant prosthodontics therapy.
Zinner, Ira D; Markovits, Stanley; Jansen, Curtis E; Reid, Patrick E; Schnader, Yale E; Shapiro, Herbert J
2012-01-01
The fabrication and long-term use of first- and second-stage provisional implant prostheses is critical to create a favorable prognosis for function and esthetics of a fixed-implant supported prosthesis. The fixed metal and acrylic resin cemented first-stage prosthesis, as reviewed in Part I, is needed for prevention of adjacent and opposing tooth movement, pressure on the implant site as well as protection to avoid micromovement of the freshly placed implant body. The second-stage prosthesis, reviewed in Part II, should be used following implant uncovering and abutment installation. The patient wears this provisional prosthesis until maturation of the bone and healing of soft tissues. The second-stage provisional prosthesis is also a fail-safe mechanism for possible early implant failures and also can be used with late failures and/or for the necessity to repair the definitive prosthesis. In addition, the screw-retained provisional prosthesis is used if and when an implant requires removal or other implants are to be placed as in a sequential approach. The creation and use of both first- and second-stage provisional prostheses involve a restorative dentist, dental technician, surgeon, and patient to work as a team. If the dentist alone cannot do diagnosis and treatment planning, surgery, and laboratory techniques, he or she needs help by employing the expertise of a surgeon and a laboratory technician. This team approach is essential for optimum results.
Tapered composite likelihood for spatial max-stable models
Sang, Huiyan
2014-05-01
Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.
Dissociating response conflict and error likelihood in anterior cingulate cortex.
Yeung, Nick; Nieuwenhuis, Sander
2009-11-18
Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.
Tapered composite likelihood for spatial max-stable models
Sang, Huiyan; Genton, Marc G.
2014-01-01
Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.
International Nuclear Information System (INIS)
Qi, Jinyi; Klein, Gregory J.; Huesman, Ronald H.
2000-01-01
A positron emission mammography scanner is under development at our Laboratory. The tomograph has a rectangular geometry consisting of four banks of detector modules. For each detector, the system can measure the depth of interaction information inside the crystal. The rectangular geometry leads to irregular radial and angular sampling and spatially variant sensitivity that are different from conventional PET systems. Therefore, it is of importance to study the image properties of the reconstructions. We adapted the theoretical analysis that we had developed for conventional PET systems to the list mode likelihood reconstruction for this tomograph. The local impulse response and covariance of the reconstruction can be easily computed using FFT. These theoretical results are also used with computer observer models to compute the signal-to-noise ratio for lesion detection. The analysis reveals the spatially variant resolution and noise properties of the list mode likelihood reconstruction. The theoretical predictions are in good agreement with Monte Carlo results
Clarification of the use of chi-square and likelihood functions in fits to histograms
International Nuclear Information System (INIS)
Baker, S.; Cousins, R.D.
1984-01-01
We consider the problem of fitting curves to histograms in which the data obey multinomial or Poisson statistics. Techniques commonly used by physicists are examined in light of standard results found in the statistics literature. We review the relationship between multinomial and Poisson distributions, and clarify a sufficient condition for equality of the area under the fitted curve and the number of events on the histogram. Following the statisticians, we use the likelihood ratio test to construct a general Z 2 statistic, Zsub(lambda) 2 , which yields parameter and error estimates identical to those of the method of maximum likelihood. The Zsub(lambda) 2 statistic is further useful for testing goodness-of-fit since the value of its minimum asymptotically obeys a classical chi-square distribution. One should be aware, however, of the potential for statistical bias, especially when the number of events is small. (orig.)
Tradable permit allocations and sequential choice
Energy Technology Data Exchange (ETDEWEB)
MacKenzie, Ian A. [Centre for Economic Research, ETH Zuerich, Zurichbergstrasse 18, 8092 Zuerich (Switzerland)
2011-01-15
This paper investigates initial allocation choices in an international tradable pollution permit market. For two sovereign governments, we compare allocation choices that are either simultaneously or sequentially announced. We show sequential allocation announcements result in higher (lower) aggregate emissions when announcements are strategic substitutes (complements). Whether allocation announcements are strategic substitutes or complements depends on the relationship between the follower's damage function and governments' abatement costs. When the marginal damage function is relatively steep (flat), allocation announcements are strategic substitutes (complements). For quadratic abatement costs and damages, sequential announcements provide a higher level of aggregate emissions. (author)
Sequential Generalized Transforms on Function Space
Directory of Open Access Journals (Sweden)
Jae Gil Choi
2013-01-01
Full Text Available We define two sequential transforms on a function space Ca,b[0,T] induced by generalized Brownian motion process. We then establish the existence of the sequential transforms for functionals in a Banach algebra of functionals on Ca,b[0,T]. We also establish that any one of these transforms acts like an inverse transform of the other transform. Finally, we give some remarks about certain relations between our sequential transforms and other well-known transforms on Ca,b[0,T].
Cosmic shear measurement with maximum likelihood and maximum a posteriori inference
Hall, Alex; Taylor, Andy
2017-06-01
We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.
Efficacy of premixed versus sequential administration of ...
African Journals Online (AJOL)
sequential administration in separate syringes on block characteristics, haemodynamic parameters, side effect profile and postoperative analgesic requirement. Trial design: This was a prospective, randomised clinical study. Method: Sixty orthopaedic patients scheduled for elective lower limb surgery under spinal ...
Profile-likelihood Confidence Intervals in Item Response Theory Models.
Chalmers, R Philip; Pek, Jolynn; Liu, Yang
2017-01-01
Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.
Likelihood based inference for partially observed renewal processes
van Lieshout, Maria Nicolette Margaretha
2016-01-01
This paper is concerned with inference for renewal processes on the real line that are observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point process theory to propose a Monte Carlo maximum
Unbinned likelihood maximisation framework for neutrino clustering in Python
Energy Technology Data Exchange (ETDEWEB)
Coenders, Stefan [Technische Universitaet Muenchen, Boltzmannstr. 2, 85748 Garching (Germany)
2016-07-01
Albeit having detected an astrophysical neutrino flux with IceCube, sources of astrophysical neutrinos remain hidden up to now. A detection of a neutrino point source is a smoking gun for hadronic processes and acceleration of cosmic rays. The search for neutrino sources has many degrees of freedom, for example steady versus transient, point-like versus extended sources, et cetera. Here, we introduce a Python framework designed for unbinned likelihood maximisations as used in searches for neutrino point sources by IceCube. Implementing source scenarios in a modular way, likelihood searches on various kinds can be implemented in a user-friendly way, without sacrificing speed and memory management.
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
Directory of Open Access Journals (Sweden)
K. Yao
2007-12-01
Full Text Available We investigate the maximum likelihood (ML direction-of-arrival (DOA estimation of multiple wideband sources in the presence of unknown nonuniform sensor noise. New closed-form expression for the direction estimation CramÃƒÂ©r-Rao-Bound (CRB has been derived. The performance of the conventional wideband uniform ML estimator under nonuniform noise has been studied. In order to mitigate the performance degradation caused by the nonuniformity of the noise, a new deterministic wideband nonuniform ML DOA estimator is derived and two associated processing algorithms are proposed. The first algorithm is based on an iterative procedure which stepwise concentrates the log-likelihood function with respect to the DOAs and the noise nuisance parameters, while the second is a noniterative algorithm that maximizes the derived approximately concentrated log-likelihood function. The performance of the proposed algorithms is tested through extensive computer simulations. Simulation results show the stepwise-concentrated ML algorithm (SC-ML requires only a few iterations to converge and both the SC-ML and the approximately-concentrated ML algorithm (AC-ML attain a solution close to the derived CRB at high signal-to-noise ratio.
A 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.
Meisters, Julia; Diedenhofen, Birk; Musch, Jochen
2018-04-20
For decades, sequential lineups have been considered superior to simultaneous lineups in the context of eyewitness identification. However, most of the research leading to this conclusion was based on the analysis of diagnosticity ratios that do not control for the respondent's response criterion. Recent research based on the analysis of ROC curves has found either equal discriminability for sequential and simultaneous lineups, or higher discriminability for simultaneous lineups. Some evidence for potential position effects and for criterion shifts in sequential lineups has also been reported. Using ROC curve analysis, we investigated the effects of the suspect's position on discriminability and response criteria in both simultaneous and sequential lineups. We found that sequential lineups suffered from an unwanted position effect. Respondents employed a strict criterion for the earliest lineup positions, and shifted to a more liberal criterion for later positions. No position effects and no criterion shifts were observed in simultaneous lineups. This result suggests that sequential lineups are not superior to simultaneous lineups, and may give rise to unwanted position effects that have to be considered when conducting police lineups.
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...
Planck 2013 results. XV. CMB power spectra and likelihood
Ade, P.A.R.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A.J.; Barreiro, R.B.; Bartlett, J.G.; Battaner, E.; Benabed, K.; Benoit, A.; Benoit-Levy, A.; Bernard, J.P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J.J.; Bonaldi, A.; Bonavera, L.; Bond, J.R.; Borrill, J.; Bouchet, F.R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R.C.; Calabrese, E.; Cardoso, J.F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, L.Y.; Chiang, H.C.; Christensen, P.R.; Church, S.; Clements, D.L.; Colombi, S.; Colombo, L.P.L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B.P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R.D.; Davis, R.J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.M.; Desert, F.X.; Dickinson, C.; Diego, J.M.; Dole, H.; Donzelli, S.; Dore, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Ensslin, T.A.; Eriksen, H.K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A.A.; Franceschi, E.; Gaier, T.C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Heraud, Y.; Gjerlow, E.; Gonzalez-Nuevo, J.; Gorski, K.M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J.E.; Hansen, F.K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versille, S.; Hernandez-Monteagudo, C.; Herranz, D.; Hildebrandt, S.R.; Hivon, E.; Hobson, M.; Holmes, W.A.; Hornstrup, A.; Hovest, W.; Huffenberger, K.M.; Hurier, G.; Jaffe, T.R.; Jaffe, A.H.; Jewell, J.; Jones, W.C.; Juvela, M.; Keihanen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T.S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lahteenmaki, A.; Lamarre, J.M.; Lasenby, A.; Lattanzi, M.; Laureijs, R.J.; Lawrence, C.R.; Le Jeune, M.; Leach, S.; Leahy, J.P.; Leonardi, R.; Leon-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P.B.; Lindholm, V.; Linden-Vornle, M.; Lopez-Caniego, M.; Lubin, P.M.; Macias-Perez, J.F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D.J.; Martin, P.G.; Martinez-Gonzalez, E.; Masi, S.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P.R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschenes, M.A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C.B.; Norgaard-Nielsen, H.U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I.J.; Orieux, F.; Osborne, S.; Oxborrow, C.A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G.W.; Prezeau, G.; Prunet, S.; Puget, J.L.; Rachen, J.P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubino-Martin, J.A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M.D.; Shellard, E.P.S.; Spencer, L.D.; Starck, J.L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.S.; Sygnet, J.F.; Tauber, J.A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Turler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L.A.; Wandelt, B.D.; Wehus, I.K.; White, M.; White, S.D.M.; Yvon, D.; Zacchei, A.; Zonca, A.
2014-01-01
We present the Planck likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations. We use this likelihood to derive the Planck CMB power spectrum over three decades in l, covering 2 = 50, we employ a correlated Gaussian likelihood approximation based on angular cross-spectra derived from the 100, 143 and 217 GHz channels. We validate our likelihood through an extensive suite of consistency tests, and assess the impact of residual foreground and instrumental uncertainties on cosmological parameters. We find good internal agreement among the high-l cross-spectra with residuals of a few uK^2 at l <= 1000. We compare our results with foreground-cleaned CMB maps, and with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. The best-fit LCDM cosmology is in excellent agreement with preliminary Planck polarisation spectra. The standard LCDM cosmology is well constrained b...
Robust Gaussian Process Regression with a Student-t Likelihood
Jylänki, P.P.; Vanhatalo, J.; Vehtari, A.
2011-01-01
This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model, which has a non-log-concave likelihood. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have
MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR
SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the
Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Poulsen, Niels Kjølstad; Madsen, Henrik
2017-01-01
The purpose of this study is to develop an adaptive unscented Kalman filter (UKF) by tuning the measurement noise covariance. We use the maximum likelihood estimation (MLE) and the covariance matching (CM) method to estimate the noise covariance. The multi-step prediction errors generated...
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....
Likelihood-based inference for clustered line transect data
DEFF Research Database (Denmark)
Waagepetersen, Rasmus; Schweder, Tore
2006-01-01
The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...
Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting
Jungbacker, B.M.J.P.; Koopman, S.J.
2015-01-01
We present new results for the likelihood-based analysis of the dynamic factor model. The latent factors are modelled by linear dynamic stochastic processes. The idiosyncratic disturbance series are specified as autoregressive processes with mutually correlated innovations. The new results lead to
Likelihood-based inference for clustered line transect data
DEFF Research Database (Denmark)
Waagepetersen, Rasmus Plenge; Schweder, Tore
The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...
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...
Reconceptualizing Social Influence in Counseling: The Elaboration Likelihood Model.
McNeill, Brian W.; Stoltenberg, Cal D.
1989-01-01
Presents Elaboration Likelihood Model (ELM) of persuasion (a reconceptualization of the social influence process) as alternative model of attitude change. Contends ELM unifies conflicting social psychology results and can potentially account for inconsistent research findings in counseling psychology. Provides guidelines on integrating…
Counseling Pretreatment and the Elaboration Likelihood Model of Attitude Change.
Heesacker, Martin
1986-01-01
Results of the application of the Elaboration Likelihood Model (ELM) to a counseling context revealed that more favorable attitudes toward counseling occurred as subjects' ego involvement increased and as intervention quality improved. Counselor credibility affected the degree to which subjects' attitudes reflected argument quality differences.…
Cases in which ancestral maximum likelihood will be confusingly misleading.
Handelman, Tomer; Chor, Benny
2017-05-07
Ancestral maximum likelihood (AML) is a phylogenetic tree reconstruction criteria that "lies between" maximum parsimony (MP) and maximum likelihood (ML). ML has long been known to be statistically consistent. On the other hand, Felsenstein (1978) showed that MP is statistically inconsistent, and even positively misleading: There are cases where the parsimony criteria, applied to data generated according to one tree topology, will be optimized on a different tree topology. The question of weather AML is statistically consistent or not has been open for a long time. Mossel et al. (2009) have shown that AML can "shrink" short tree edges, resulting in a star tree with no internal resolution, which yields a better AML score than the original (resolved) model. This result implies that AML is statistically inconsistent, but not that it is positively misleading, because the star tree is compatible with any other topology. We show that AML is confusingly misleading: For some simple, four taxa (resolved) tree, the ancestral likelihood optimization criteria is maximized on an incorrect (resolved) tree topology, as well as on a star tree (both with specific edge lengths), while the tree with the original, correct topology, has strictly lower ancestral likelihood. Interestingly, the two short edges in the incorrect, resolved tree topology are of length zero, and are not adjacent, so this resolved tree is in fact a simple path. While for MP, the underlying phenomenon can be described as long edge attraction, it turns out that here we have long edge repulsion. Copyright © 2017. Published by Elsevier Ltd.
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
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.
Optimisation of beryllium-7 gamma analysis following BCR sequential extraction
Energy Technology Data Exchange (ETDEWEB)
Taylor, A. [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Blake, W.H., E-mail: wblake@plymouth.ac.uk [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Keith-Roach, M.J. [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Kemakta Konsult, Stockholm (Sweden)
2012-03-30
{sigma}) where extract activity >40% of total activity) and generated statistically useful sequential extraction profiles. Total recoveries of {sup 7}Be fell between 84 and 112%. The stable Be data demonstrated that the extraction procedure had a high reproducibility (<1% RSD), thus gamma counting uncertainties dominated the overall uncertainty. In addition, extractions of soil equilibrated with stable Be at a concentration below the Cation Exchange Capacity (CEC) of the soil demonstrated that doubling the soil:solution ratio to enhance the mass of soil used in a sequential extraction scheme affects the apparent distribution of approximately 10% of the total Be. At high concentration, stable Be was found to be a poor proxy for {sup 7}Be fallout in sequential extractions.
Gaussian copula as a likelihood function for environmental models
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an
Wakamiya, Eiji; Okumura, Tomohito; Nakanishi, Makoto; Takeshita, Takashi; Mizuta, Mekumi; Kurimoto, Naoko; Tamai, Hiroshi
2011-06-01
To clarify whether rapid naming ability itself is a main underpinning factor of rapid automatized naming tests (RAN) and how deep an influence the discrete decoding process has on reading, we performed discrete naming tasks and discrete hiragana reading tasks as well as sequential naming tasks and sequential hiragana reading tasks with 38 Japanese schoolchildren with reading difficulty. There were high correlations between both discrete and sequential hiragana reading and sentence reading, suggesting that some mechanism which automatizes hiragana reading makes sentence reading fluent. In object and color tasks, there were moderate correlations between sentence reading and sequential naming, and between sequential naming and discrete naming. But no correlation was found between reading tasks and discrete naming tasks. The influence of rapid naming ability of objects and colors upon reading seemed relatively small, and multi-item processing may work in relation to these. In contrast, in the digit naming task there was moderate correlation between sentence reading and discrete naming, while no correlation was seen between sequential naming and discrete naming. There was moderate correlation between reading tasks and sequential digit naming tasks. Digit rapid naming ability has more direct effect on reading while its effect on RAN is relatively limited. The ratio of how rapid naming ability influences RAN and reading seems to vary according to kind of the stimuli used. An assumption about components in RAN which influence reading is discussed in the context of both sequential processing and discrete naming speed. Copyright © 2010 The Japanese Society of Child Neurology. Published by Elsevier B.V. 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
Sequential dependencies in magnitude scaling of loudness
DEFF Research Database (Denmark)
Joshi, Suyash Narendra; Jesteadt, Walt
2013-01-01
Ten normally hearing listeners used a programmable sone-potentiometer knob to adjust the level of a 1000-Hz sinusoid to match the loudness of numbers presented to them in a magnitude production task. Three different power-law exponents (0.15, 0.30, and 0.60) and a log-law with equal steps in d......B were used to program the sone-potentiometer. The knob settings systematically influenced the form of the loudness function. Time series analysis was used to assess the sequential dependencies in the data, which increased with increasing exponent and were greatest for the log-law. It would be possible......, therefore, to choose knob properties that minimized these dependencies. When the sequential dependencies were removed from the data, the slope of the loudness functions did not change, but the variability decreased. Sequential dependencies were only present when the level of the tone on the previous trial...
Belkina, S V; Semkina, M A; Kritskiĭ, R O; Petin, V G
2010-01-01
Data obtained by other authors for mammalian cells treated by sequential action of ionizing radiation and hyperthermia were used to estimate the dependence of synergistic enhancement ratio on the ratio of damages induced by these agents. Experimental results were described and interpreted by means of the mathematical model of synergism in accordance with which the synergism is expected to result from the additional lethal damage arising from the interaction of sublesions induced by both agents.
Dihydroazulene photoswitch operating in sequential tunneling regime
DEFF Research Database (Denmark)
Broman, Søren Lindbæk; Lara-Avila, Samuel; Thisted, Christine Lindbjerg
2012-01-01
to electrodes so that the electron transport goes by sequential tunneling. To assure weak coupling, the DHA switching kernel is modified by incorporating p-MeSC6H4 end-groups. Molecules are prepared by Suzuki cross-couplings on suitable halogenated derivatives of DHA. The synthesis presents an expansion of our......, incorporating a p-MeSC6H4 anchoring group in one end, has been placed in a silver nanogap. Conductance measurements justify that transport through both DHA (high resistivity) and VHF (low resistivity) forms goes by sequential tunneling. The switching is fairly reversible and reenterable; after more than 20 ON...
Asynchronous Operators of Sequential Logic Venjunction & Sequention
Vasyukevich, Vadim
2011-01-01
This book is dedicated to new mathematical instruments assigned for logical modeling of the memory of digital devices. The case in point is logic-dynamical operation named venjunction and venjunctive function as well as sequention and sequentional function. Venjunction and sequention operate within the framework of sequential logic. In a form of the corresponding equations, they organically fit analytical expressions of Boolean algebra. Thus, a sort of symbiosis is formed using elements of asynchronous sequential logic on the one hand and combinational logic on the other hand. So, asynchronous
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.
Belkina, S V; Petin, V G
2016-01-01
Previously developed mathematical model of simultaneous action of two inactivating agents has been adapted and tested to describe the results of sequential action. The possibility of applying the mathematical model to the interpretation and prognosis of the increase in radio-sensitivity of tumor cells as well as mammalian cells after sequential action of two high temperatures or hyperthermia and ionizing radiation is analyzed. The model predicts the value of the thermal enhancement ratio depending on the duration of thermal exposure, its greatest value, and the condition under which it is achieved.
A composite likelihood approach for spatially correlated survival data
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450
A composite likelihood approach for spatially correlated survival data.
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory.
Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood
Directory of Open Access Journals (Sweden)
Olli Saarela
2012-01-01
Full Text Available Under cohort sampling designs, additional covariate data are collected on cases of a specific type and a randomly selected subset of noncases, primarily for the purpose of studying associations with a time-to-event response of interest. With such data available, an interest may arise to reuse them for studying associations between the additional covariate data and a secondary non-time-to-event response variable, usually collected for the whole study cohort at the outset of the study. Following earlier literature, we refer to such a situation as secondary analysis. We outline a general conditional likelihood approach for secondary analysis under cohort sampling designs and discuss the specific situations of case-cohort and nested case-control designs. We also review alternative methods based on full likelihood and inverse probability weighting. We compare the alternative methods for secondary analysis in two simulated settings and apply them in a real-data example.
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.
Likelihood inference for a nonstationary fractional autoregressive model
DEFF Research Database (Denmark)
Johansen, Søren; Ørregård Nielsen, Morten
2010-01-01
This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...
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.
Physical constraints on the likelihood of life on exoplanets
Lingam, Manasvi; Loeb, Abraham
2018-04-01
One of the most fundamental questions in exoplanetology is to determine whether a given planet is habitable. We estimate the relative likelihood of a planet's propensity towards habitability by considering key physical characteristics such as the role of temperature on ecological and evolutionary processes, and atmospheric losses via hydrodynamic escape and stellar wind erosion. From our analysis, we demonstrate that Earth-sized exoplanets in the habitable zone around M-dwarfs seemingly display much lower prospects of being habitable relative to Earth, owing to the higher incident ultraviolet fluxes and closer distances to the host star. We illustrate our results by specifically computing the likelihood (of supporting life) for the recently discovered exoplanets, Proxima b and TRAPPIST-1e, which we find to be several orders of magnitude smaller than that of Earth.
THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.
Theobald, Douglas L; Wuttke, Deborah S
2006-09-01
THESEUS is a command line program for performing maximum likelihood (ML) superpositions and analysis of macromolecular structures. While conventional superpositioning methods use ordinary least-squares (LS) as the optimization criterion, ML superpositions provide substantially improved accuracy by down-weighting variable structural regions and by correcting for correlations among atoms. ML superpositioning is robust and insensitive to the specific atoms included in the analysis, and thus it does not require subjective pruning of selected variable atomic coordinates. Output includes both likelihood-based and frequentist statistics for accurate evaluation of the adequacy of a superposition and for reliable analysis of structural similarities and differences. THESEUS performs principal components analysis for analyzing the complex correlations found among atoms within a structural ensemble. ANSI C source code and selected binaries for various computing platforms are available under the GNU open source license from http://monkshood.colorado.edu/theseus/ or http://www.theseus3d.org.
Deformation of log-likelihood loss function for multiclass boosting.
Kanamori, Takafumi
2010-09-01
The purpose of this paper is to study loss functions in multiclass classification. In classification problems, the decision function is estimated by minimizing an empirical loss function, and then, the output label is predicted by using the estimated decision function. We propose a class of loss functions which is obtained by a deformation of the log-likelihood loss function. There are four main reasons why we focus on the deformed log-likelihood loss function: (1) this is a class of loss functions which has not been deeply investigated so far, (2) in terms of computation, a boosting algorithm with a pseudo-loss is available to minimize the proposed loss function, (3) the proposed loss functions provide a clear correspondence between the decision functions and conditional probabilities of output labels, (4) the proposed loss functions satisfy the statistical consistency of the classification error rate which is a desirable property in classification problems. Based on (3), we show that the deformed log-likelihood loss provides a model of mislabeling which is useful as a statistical model of medical diagnostics. We also propose a robust loss function against outliers in multiclass classification based on our approach. The robust loss function is a natural extension of the existing robust loss function for binary classification. A model of mislabeling and a robust loss function are useful to cope with noisy data. Some numerical studies are presented to show the robustness of the proposed loss function. A mathematical characterization of the deformed log-likelihood loss function is also presented. Copyright 2010 Elsevier Ltd. All rights reserved.
Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Rochet , Paul
2011-01-01
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted, extending the MEM procedure to parametric moment conditions. We show in particular that a large number of GEL estimators can be interpreted as a maximum entropy solution. Moreover, we provide a more general field of applications by proving the method to be rob...
Menyoal Elaboration Likelihood Model (ELM) dan Teori Retorika
Yudi Perbawaningsih
2012-01-01
Abstract: Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM). This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of ...
Corporate governance effect on financial distress likelihood: Evidence from Spain
Directory of Open Access Journals (Sweden)
Montserrat Manzaneque
2016-01-01
Full Text Available The paper explores some mechanisms of corporate governance (ownership and board characteristics in Spanish listed companies and their impact on the likelihood of financial distress. An empirical study was conducted between 2007 and 2012 using a matched-pairs research design with 308 observations, with half of them classified as distressed and non-distressed. Based on the previous study by Pindado, Rodrigues, and De la Torre (2008, a broader concept of bankruptcy is used to define business failure. Employing several conditional logistic models, as well as to other previous studies on bankruptcy, the results confirm that in difficult situations prior to bankruptcy, the impact of board ownership and proportion of independent directors on business failure likelihood are similar to those exerted in more extreme situations. These results go one step further, to offer a negative relationship between board size and the likelihood of financial distress. This result is interpreted as a form of creating diversity and to improve the access to the information and resources, especially in contexts where the ownership is highly concentrated and large shareholders have a great power to influence the board structure. However, the results confirm that ownership concentration does not have a significant impact on financial distress likelihood in the Spanish context. It is argued that large shareholders are passive as regards an enhanced monitoring of management and, alternatively, they do not have enough incentives to hold back the financial distress. These findings have important implications in the Spanish context, where several changes in the regulatory listing requirements have been carried out with respect to corporate governance, and where there is no empirical evidence regarding this respect.
Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
Rajiv D. Banker
1993-01-01
This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...
Maximum likelihood convolutional decoding (MCD) performance due to system losses
Webster, L.
1976-01-01
A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.
Menyoal Elaboration Likelihood Model (ELM) Dan Teori Retorika
Perbawaningsih, Yudi
2012-01-01
: Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM). This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of the mess...
Penggunaan Elaboration Likelihood Model dalam Menganalisis Penerimaan Teknologi Informasi
vitrian, vitrian2
2010-01-01
This article discusses some technology acceptance models in an organization. Thorough analysis of how technology is acceptable help managers make any planning to implement new teachnology and make sure that new technology could enhance organization's performance. Elaboration Likelihood Model (ELM) is the one which sheds light on some behavioral factors in acceptance of information technology. The basic tenet of ELM states that human behavior in principle can be influenced through central r...
Statistical Bias in Maximum Likelihood Estimators of Item Parameters.
1982-04-01
34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC
Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.
Xie, Yanmei; Zhang, Biao
2017-04-20
Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and
Democracy, Autocracy and the Likelihood of International Conflict
Tangerås, Thomas
2008-01-01
This is a game-theoretic analysis of the link between regime type and international conflict. The democratic electorate can credibly punish the leader for bad conflict outcomes, whereas the autocratic selectorate cannot. For the fear of being thrown out of office, democratic leaders are (i) more selective about the wars they initiate and (ii) on average win more of the wars they start. Foreign policy behaviour is found to display strategic complementarities. The likelihood of interstate war, ...
Dobolyi, David G; Dodson, Chad S
2013-12-01
Confidence judgments for eyewitness identifications play an integral role in determining guilt during legal proceedings. Past research has shown that confidence in positive identifications is strongly associated with accuracy. Using a standard lineup recognition paradigm, we investigated accuracy using signal detection and ROC analyses, along with the tendency to choose a face with both simultaneous and sequential lineups. We replicated past findings of reduced rates of choosing with sequential as compared to simultaneous lineups, but notably found an accuracy advantage in favor of simultaneous lineups. Moreover, our analysis of the confidence-accuracy relationship revealed two key findings. First, we observed a sequential mistaken identification overconfidence effect: despite an overall reduction in false alarms, confidence for false alarms that did occur was higher with sequential lineups than with simultaneous lineups, with no differences in confidence for correct identifications. This sequential mistaken identification overconfidence effect is an expected byproduct of the use of a more conservative identification criterion with sequential than with simultaneous lineups. Second, we found a steady drop in confidence for mistaken identifications (i.e., foil identifications and false alarms) from the first to the last face in sequential lineups, whereas confidence in and accuracy of correct identifications remained relatively stable. Overall, we observed that sequential lineups are both less accurate and produce higher confidence false identifications than do simultaneous lineups. Given the increasing prominence of sequential lineups in our legal system, our data argue for increased scrutiny and possibly a wholesale reevaluation of this lineup format. PsycINFO Database Record (c) 2013 APA, all rights reserved.
Moment Conditions Selection Based on Adaptive Penalized Empirical Likelihood
Directory of Open Access Journals (Sweden)
Yunquan Song
2014-01-01
Full Text Available Empirical likelihood is a very popular method and has been widely used in the fields of artificial intelligence (AI and data mining as tablets and mobile application and social media dominate the technology landscape. This paper proposes an empirical likelihood shrinkage method to efficiently estimate unknown parameters and select correct moment conditions simultaneously, when the model is defined by moment restrictions in which some are possibly misspecified. We show that our method enjoys oracle-like properties; that is, it consistently selects the correct moment conditions and at the same time its estimator is as efficient as the empirical likelihood estimator obtained by all correct moment conditions. Moreover, unlike the GMM, our proposed method allows us to carry out confidence regions for the parameters included in the model without estimating the covariances of the estimators. For empirical implementation, we provide some data-driven procedures for selecting the tuning parameter of the penalty function. The simulation results show that the method works remarkably well in terms of correct moment selection and the finite sample properties of the estimators. Also, a real-life example is carried out to illustrate the new methodology.
Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains
Energy Technology Data Exchange (ETDEWEB)
Bouland, Adam; Easther, Richard; Rosenfeld, Katherine, E-mail: adam.bouland@aya.yale.edu, E-mail: richard.easther@yale.edu, E-mail: krosenfeld@cfa.harvard.edu [Department of Physics, Yale University, New Haven CT 06520 (United States)
2011-05-01
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user.
Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains
International Nuclear Information System (INIS)
Bouland, Adam; Easther, Richard; Rosenfeld, Katherine
2011-01-01
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user
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)
Interpretability degrees of finitely axiomatized sequential theories
Visser, Albert
In this paper we show that the degrees of interpretability of finitely axiomatized extensions-in-the-same-language of a finitely axiomatized sequential theory-like Elementary Arithmetic EA, IΣ1, or the Gödel-Bernays theory of sets and classes GB-have suprema. This partially answers a question posed
Interpretability Degrees of Finitely Axiomatized Sequential Theories
Visser, Albert
2012-01-01
In this paper we show that the degrees of interpretability of finitely axiomatized extensions-in-the-same-language of a finitely axiomatized sequential theory —like Elementary Arithmetic EA, IΣ1, or the Gödel-Bernays theory of sets and classes GB— have suprema. This partially answers a question
S.M.P. SEQUENTIAL MATHEMATICS PROGRAM.
CICIARELLI, V; LEONARD, JOSEPH
A SEQUENTIAL MATHEMATICS PROGRAM BEGINNING WITH THE BASIC FUNDAMENTALS ON THE FOURTH GRADE LEVEL IS PRESENTED. INCLUDED ARE AN UNDERSTANDING OF OUR NUMBER SYSTEM, AND THE BASIC OPERATIONS OF WORKING WITH WHOLE NUMBERS--ADDITION, SUBTRACTION, MULTIPLICATION, AND DIVISION. COMMON FRACTIONS ARE TAUGHT IN THE FIFTH, SIXTH, AND SEVENTH GRADES. A…
Sequential and Simultaneous Logit: A Nested Model.
van Ophem, J.C.M.; Schram, A.J.H.C.
1997-01-01
A nested model is presented which has both the sequential and the multinomial logit model as special cases. This model provides a simple test to investigate the validity of these specifications. Some theoretical properties of the model are discussed. In the analysis a distribution function is
Sensitivity Analysis in Sequential Decision Models.
Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet
2017-02-01
Sequential decision problems are frequently encountered in medical decision making, which are commonly solved using Markov decision processes (MDPs). Modeling guidelines recommend conducting sensitivity analyses in decision-analytic models to assess the robustness of the model results against the uncertainty in model parameters. However, standard methods of conducting sensitivity analyses cannot be directly applied to sequential decision problems because this would require evaluating all possible decision sequences, typically in the order of trillions, which is not practically feasible. As a result, most MDP-based modeling studies do not examine confidence in their recommended policies. In this study, we provide an approach to estimate uncertainty and confidence in the results of sequential decision models. First, we provide a probabilistic univariate method to identify the most sensitive parameters in MDPs. Second, we present a probabilistic multivariate approach to estimate the overall confidence in the recommended optimal policy considering joint uncertainty in the model parameters. We provide a graphical representation, which we call a policy acceptability curve, to summarize the confidence in the optimal policy by incorporating stakeholders' willingness to accept the base case policy. For a cost-effectiveness analysis, we provide an approach to construct a cost-effectiveness acceptability frontier, which shows the most cost-effective policy as well as the confidence in that for a given willingness to pay threshold. We demonstrate our approach using a simple MDP case study. We developed a method to conduct sensitivity analysis in sequential decision models, which could increase the credibility of these models among stakeholders.
Sequential models for coarsening and missingness
Gill, R.D.; Robins, J.M.
1997-01-01
In a companion paper we described what intuitively would seem to be the most general possible way to generate Coarsening at Random mechanisms a sequential procedure called randomized monotone coarsening Counterexamples showed that CAR mechanisms exist which cannot be represented in this way Here we
Sequential motor skill: cognition, perception and action
Ruitenberg, M.F.L.
2013-01-01
Discrete movement sequences are assumed to be the building blocks of more complex sequential actions that are present in our everyday behavior. The studies presented in this dissertation address the (neuro)cognitive underpinnings of such movement sequences, in particular in relationship to the role
Sequential decoders for large MIMO systems
Ali, Konpal S.; Abediseid, Walid; Alouini, Mohamed-Slim
2014-01-01
the Sequential Decoder using the Fano Algorithm for large MIMO systems. A parameter called the bias is varied to attain different performance-complexity trade-offs. Low values of the bias result in excellent performance but at the expense of high complexity
A framework for sequential multiblock component methods
Smilde, A.K.; Westerhuis, J.A.; Jong, S.de
2003-01-01
Multiblock or multiset methods are starting to be used in chemistry and biology to study complex data sets. In chemometrics, sequential multiblock methods are popular; that is, methods that calculate one component at a time and use deflation for finding the next component. In this paper a framework
Classical and sequential limit analysis revisited
Leblond, Jean-Baptiste; Kondo, Djimédo; Morin, Léo; Remmal, Almahdi
2018-04-01
Classical limit analysis applies to ideal plastic materials, and within a linearized geometrical framework implying small displacements and strains. Sequential limit analysis was proposed as a heuristic extension to materials exhibiting strain hardening, and within a fully general geometrical framework involving large displacements and strains. The purpose of this paper is to study and clearly state the precise conditions permitting such an extension. This is done by comparing the evolution equations of the full elastic-plastic problem, the equations of classical limit analysis, and those of sequential limit analysis. The main conclusion is that, whereas classical limit analysis applies to materials exhibiting elasticity - in the absence of hardening and within a linearized geometrical framework -, sequential limit analysis, to be applicable, strictly prohibits the presence of elasticity - although it tolerates strain hardening and large displacements and strains. For a given mechanical situation, the relevance of sequential limit analysis therefore essentially depends upon the importance of the elastic-plastic coupling in the specific case considered.
Sequential spatial processes for image analysis
M.N.M. van Lieshout (Marie-Colette); V. Capasso
2009-01-01
htmlabstractWe give a brief introduction to sequential spatial processes. We discuss their definition, formulate a Markov property, and indicate why such processes are natural tools in tackling high level vision problems. We focus on the problem of tracking a variable number of moving objects
Sequential spatial processes for image analysis
Lieshout, van M.N.M.; Capasso, V.
2009-01-01
We give a brief introduction to sequential spatial processes. We discuss their definition, formulate a Markov property, and indicate why such processes are natural tools in tackling high level vision problems. We focus on the problem of tracking a variable number of moving objects through a video
Sequential Analysis: Hypothesis Testing and Changepoint Detection
2014-07-11
maintains the flexibility of deciding sooner than the fixed sample size procedure at the price of some lower power [13, 514]. The sequential probability... markets , detection of signals with unknown arrival time in seismology, navigation, radar and sonar signal processing, speech segmentation, and the... skimming cruise missile can yield a significant increase in the probability of raid annihilation. Furthermore, usually detection systems are
STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY
Directory of Open Access Journals (Sweden)
Damián Fernández
2014-12-01
Full Text Available We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.
Truly costly sequential search and oligopolistic pricing
Janssen, Maarten C W; Moraga-González, José Luis; Wildenbeest, Matthijs R.
We modify the paper of Stahl (1989) [Stahl, D.O., 1989. Oligopolistic pricing with sequential consumer search. American Economic Review 79, 700-12] by relaxing the assumption that consumers obtain the first price quotation for free. When all price quotations are costly to obtain, the unique
Zips : mining compressing sequential patterns in streams
Hoang, T.L.; Calders, T.G.K.; Yang, J.; Mörchen, F.; Fradkin, D.; Chau, D.H.; Vreeken, J.; Leeuwen, van M.; Faloutsos, C.
2013-01-01
We propose a streaming algorithm, based on the minimal description length (MDL) principle, for extracting non-redundant sequential patterns. For static databases, the MDL-based approach that selects patterns based on their capacity to compress data rather than their frequency, was shown to be
How to Read the Tractatus Sequentially
Directory of Open Access Journals (Sweden)
Tim Kraft
2016-11-01
Full Text Available One of the unconventional features of Wittgenstein’s Tractatus Logico-Philosophicus is its use of an elaborated and detailed numbering system. Recently, Bazzocchi, Hacker und Kuusela have argued that the numbering system means that the Tractatus must be read and interpreted not as a sequentially ordered book, but as a text with a two-dimensional, tree-like structure. Apart from being able to explain how the Tractatus was composed, the tree reading allegedly solves exegetical issues both on the local (e. g. how 4.02 fits into the series of remarks surrounding it and the global level (e. g. relation between ontology and picture theory, solipsism and the eye analogy, resolute and irresolute readings. This paper defends the sequential reading against the tree reading. After presenting the challenges generated by the numbering system and the two accounts as attempts to solve them, it is argued that Wittgenstein’s own explanation of the numbering system, anaphoric references within the Tractatus and the exegetical issues mentioned above do not favour the tree reading, but a version of the sequential reading. This reading maintains that the remarks of the Tractatus form a sequential chain: The role of the numbers is to indicate how remarks on different levels are interconnected to form a concise, surveyable and unified whole.
Adult Word Recognition and Visual Sequential Memory
Holmes, V. M.
2012-01-01
Two experiments were conducted investigating the role of visual sequential memory skill in the word recognition efficiency of undergraduate university students. Word recognition was assessed in a lexical decision task using regularly and strangely spelt words, and nonwords that were either standard orthographically legal strings or items made from…
Terminating Sequential Delphi Survey Data Collection
Kalaian, Sema A.; Kasim, Rafa M.
2012-01-01
The Delphi survey technique is an iterative mail or electronic (e-mail or web-based) survey method used to obtain agreement or consensus among a group of experts in a specific field on a particular issue through a well-designed and systematic multiple sequential rounds of survey administrations. Each of the multiple rounds of the Delphi survey…
Communicating likelihoods and probabilities in forecasts of volcanic eruptions
Doyle, Emma E. H.; McClure, John; Johnston, David M.; Paton, Douglas
2014-02-01
The issuing of forecasts and warnings of natural hazard events, such as volcanic eruptions, earthquake aftershock sequences and extreme weather often involves the use of probabilistic terms, particularly when communicated by scientific advisory groups to key decision-makers, who can differ greatly in relative expertise and function in the decision making process. Recipients may also differ in their perception of relative importance of political and economic influences on interpretation. Consequently, the interpretation of these probabilistic terms can vary greatly due to the framing of the statements, and whether verbal or numerical terms are used. We present a review from the psychology literature on how the framing of information influences communication of these probability terms. It is also unclear as to how people rate their perception of an event's likelihood throughout a time frame when a forecast time window is stated. Previous research has identified that, when presented with a 10-year time window forecast, participants viewed the likelihood of an event occurring ‘today’ as being of less than that in year 10. Here we show that this skew in perception also occurs for short-term time windows (under one week) that are of most relevance for emergency warnings. In addition, unlike the long-time window statements, the use of the phrasing “within the next…” instead of “in the next…” does not mitigate this skew, nor do we observe significant differences between the perceived likelihoods of scientists and non-scientists. This finding suggests that effects occurring due to the shorter time window may be ‘masking’ any differences in perception due to wording or career background observed for long-time window forecasts. These results have implications for scientific advice, warning forecasts, emergency management decision-making, and public information as any skew in perceived event likelihood towards the end of a forecast time window may result in
Comparisons of likelihood and machine learning methods of individual classification
Guinand, B.; Topchy, A.; Page, K.S.; Burnham-Curtis, M. K.; Punch, W.F.; Scribner, K.T.
2002-01-01
Classification methods used in machine learning (e.g., artificial neural networks, decision trees, and k-nearest neighbor clustering) are rarely used with population genetic data. We compare different nonparametric machine learning techniques with parametric likelihood estimations commonly employed in population genetics for purposes of assigning individuals to their population of origin (“assignment tests”). Classifier accuracy was compared across simulated data sets representing different levels of population differentiation (low and high FST), number of loci surveyed (5 and 10), and allelic diversity (average of three or eight alleles per locus). Empirical data for the lake trout (Salvelinus namaycush) exhibiting levels of population differentiation comparable to those used in simulations were examined to further evaluate and compare classification methods. Classification error rates associated with artificial neural networks and likelihood estimators were lower for simulated data sets compared to k-nearest neighbor and decision tree classifiers over the entire range of parameters considered. Artificial neural networks only marginally outperformed the likelihood method for simulated data (0–2.8% lower error rates). The relative performance of each machine learning classifier improved relative likelihood estimators for empirical data sets, suggesting an ability to “learn” and utilize properties of empirical genotypic arrays intrinsic to each population. Likelihood-based estimation methods provide a more accessible option for reliable assignment of individuals to the population of origin due to the intricacies in development and evaluation of artificial neural networks. In recent years, characterization of highly polymorphic molecular markers such as mini- and microsatellites and development of novel methods of analysis have enabled researchers to extend investigations of ecological and evolutionary processes below the population level to the level of
Fault detection in multiply-redundant measurement systems via sequential testing
International Nuclear Information System (INIS)
Ray, A.
1988-01-01
The theory and application of a sequential test procedure for fault detection and isolation. The test procedure is suited for development of intelligent instrumentation in strategic processes like aircraft and nuclear plants where redundant measurements are usually available for individual critical variables. The test procedure consists of: (1) a generic redundancy management procedure which is essentially independent of the fault detection strategy and measurement noise statistics, and (2) a modified version of sequential probability ratio test algorithm for fault detection and isolation, which functions within the framework of this redundancy management procedure. The sequential test procedure is suitable for real-time applications using commercially available microcomputers and its efficacy has been verified by online fault detection in an operating nuclear reactor. 15 references
On Lattice Sequential Decoding for The Unconstrained AWGN Channel
Abediseid, Walid
2013-04-04
In this paper, the performance limits and the computational complexity of the lattice sequential decoder are analyzed for the unconstrained additive white Gaussian noise channel. The performance analysis available in the literature for such a channel has been studied only under the use of the minimum Euclidean distance decoder that is commonly referred to as the \\\\textit{lattice decoder}. Lattice decoders based on solutions to the NP-hard closest vector problem are very complex to implement, and the search for low complexity receivers for the detection of lattice codes is considered a challenging problem. However, the low computational complexity advantage that sequential decoding promises, makes it an alternative solution to the lattice decoder. In this work, we characterize the performance and complexity tradeoff via the error exponent and the decoding complexity, respectively, of such a decoder as a function of the decoding parameter --- the bias term. For the above channel, we derive the cut-off volume-to-noise ratio that is required to achieve a good error performance with low decoding complexity.
A MEMS lamination technology based on sequential multilayer electrodeposition
International Nuclear Information System (INIS)
Kim, Minsoo; Kim, Jooncheol; Herrault, Florian; Schafer, Richard; Allen, Mark G
2013-01-01
A MEMS lamination technology based on sequential multilayer electrodeposition is presented. The process comprises three main steps: (1) automated sequential electrodeposition of permalloy (Ni 80 Fe 20 ) structural and copper sacrificial layers to form multilayer structures of significant total thickness; (2) fabrication of polymeric anchor structures through the thickness of the multilayer structures and (3) selective removal of copper. The resulting structure is a set of air-insulated permalloy laminations, the separation of which is sustained by insulating polymeric anchor structures. Individual laminations have precisely controllable thicknesses ranging from 500 nm to 5 µm, and each lamination layer is electrically isolated from adjacent layers by narrow air gaps of similar scale. In addition to air, interlamination insulators based on polymers are investigated. Interlamination air gaps with very high aspect ratio (>1:100) can be filled with polyvinylalcohol and polydimethylsiloxane. The laminated structures are characterized using scanning electron microscopy and atomic force microscopy to directly examine properties such as the roughness and the thickness uniformity of the layers. In addition, the quality of the electrical insulation between the laminations is evaluated by quantifying the eddy current within the sample as a function of frequency. Fabricated laminations are comprised of uniform, smooth (surface roughness <100 nm) layers with effective electrical insulation for all layer thicknesses and insulator approaches studied. Such highly laminated structures have potential uses ranging from energy conversion to applications where composite materials with highly anisotropic mechanical or thermal properties are required. (paper)
On Lattice Sequential Decoding for The Unconstrained AWGN Channel
Abediseid, Walid
2012-10-01
In this paper, the performance limits and the computational complexity of the lattice sequential decoder are analyzed for the unconstrained additive white Gaussian noise channel. The performance analysis available in the literature for such a channel has been studied only under the use of the minimum Euclidean distance decoder that is commonly referred to as the lattice decoder. Lattice decoders based on solutions to the NP-hard closest vector problem are very complex to implement, and the search for low complexity receivers for the detection of lattice codes is considered a challenging problem. However, the low computational complexity advantage that sequential decoding promises, makes it an alternative solution to the lattice decoder. In this work, we characterize the performance and complexity tradeoff via the error exponent and the decoding complexity, respectively, of such a decoder as a function of the decoding parameter --- the bias term. For the above channel, we derive the cut-off volume-to-noise ratio that is required to achieve a good error performance with low decoding complexity.
On Lattice Sequential Decoding for The Unconstrained AWGN Channel
Abediseid, Walid; Alouini, Mohamed-Slim
2012-01-01
In this paper, the performance limits and the computational complexity of the lattice sequential decoder are analyzed for the unconstrained additive white Gaussian noise channel. The performance analysis available in the literature for such a channel has been studied only under the use of the minimum Euclidean distance decoder that is commonly referred to as the lattice decoder. Lattice decoders based on solutions to the NP-hard closest vector problem are very complex to implement, and the search for low complexity receivers for the detection of lattice codes is considered a challenging problem. However, the low computational complexity advantage that sequential decoding promises, makes it an alternative solution to the lattice decoder. In this work, we characterize the performance and complexity tradeoff via the error exponent and the decoding complexity, respectively, of such a decoder as a function of the decoding parameter --- the bias term. For the above channel, we derive the cut-off volume-to-noise ratio that is required to achieve a good error performance with low decoding complexity.
Energy Technology Data Exchange (ETDEWEB)
Jennings, E.; Madigan, M.
2017-04-01
Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrain high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC
Identifying Malignant Pleural Effusion by A Cancer Ratio (Serum LDH: Pleural Fluid ADA Ratio).
Verma, Akash; Abisheganaden, John; Light, R W
2016-02-01
We studied the diagnostic potential of serum lactate dehydrogenase (LDH) in malignant pleural effusion. Retrospective analysis of patients hospitalized with exudative pleural effusion in 2013. Serum LDH and serum LDH: pleural fluid ADA ratio was significantly higher in cancer patients presenting with exudative pleural effusion. In multivariate logistic regression analysis, pleural fluid ADA was negatively correlated 0.62 (0.45-0.85, p = 0.003) with malignancy, whereas serum LDH 1.02 (1.0-1.03, p = 0.004) and serum LDH: pleural fluid ADA ratio 0.94 (0.99-1.0, p = 0.04) was correlated positively with malignant pleural effusion. For serum LDH: pleural fluid ADA ratio, a cut-off level of >20 showed sensitivity, specificity of 0.98 (95 % CI 0.92-0.99) and 0.94 (95 % CI 0.83-0.98), respectively. The positive likelihood ratio was 32.6 (95 % CI 10.7-99.6), while the negative likelihood ratio at this cut-off was 0.03 (95 % CI 0.01-0.15). Higher serum LDH and serum LDH: pleural fluid ADA ratio in patients presenting with exudative pleural effusion can distinguish between malignant and non-malignant effusion on the first day of hospitalization. The cut-off level for serum LDH: pleural fluid ADA ratio of >20 is highly predictive of malignancy in patients with exudative pleural effusion (whether lymphocytic or neutrophilic) with high sensitivity and specificity.
Directory of Open Access Journals (Sweden)
Rachel L. Rosenthal
2014-10-01
Full Text Available The objective of the present study is to determine the likelihood of injured or poisoned patients in special populations, such as those patients that are elderly and self-injurious, being seen within an emergency department’s triage nurse assigned urgency. Data from the National Hospital Ambulatory Medical Care Survey (2007 was utilized in this study. Multi-level models and multivariate linear regression models were used; patient age, sex, reported pain levels, wait time, and injury type were examined as potential predictors of being seen within assigned urgency. From a random sample across all US Emergency Departments, 5616 patients nested in 312 hospital emergency departments were included into the study. Typically, approximately 1 in 5 emergency department patients were not seen within their triage nurse assigned urgencies. The typical patient in the average hospital had an 81% likelihood of being seen within their assigned urgency. P atients who were oldest [odds ratio (OR=0.0990] and had self-inflicted injuries (vs assault OR=1.246 and OR=1.596 had the least likelihood to be seen within their assigned urgencies. As actual wait-time increased for patients, they were less likely to be seen within their assigned urgencies. The most powerful predictors of the study’s outcome were injury type and age, indicating that patients from special populations such as the elderly or those with injuries resulting from deliberate self-harm are less likely to be actually priority patients independent of triage nurse assigned urgencies.
Wang, Lina; Li, Hao; Yang, Zhongyuan; Guo, Zhuming; Zhang, Quan
2015-07-01
This study was designed to assess the efficiency of the serum thyrotropin to thyroglobulin ratio for thyroid nodule evaluation in euthyroid patients. Cross-sectional study. Sun Yat-sen University Cancer Center, State Key Laboratory of Oncology in South China. Retrospective analysis was performed for 400 previously untreated cases presenting with thyroid nodules. Thyroid function was tested with commercially available radioimmunoassays. The receiver operating characteristic curves were constructed to determine cutoff values. The efficacy of the thyrotropin:thyroglobulin ratio and thyroid-stimulating hormone for thyroid nodule evaluation was evaluated in terms of sensitivity, specificity, positive predictive value, positive likelihood ratio, negative likelihood ratio, and odds ratio. In receiver operating characteristic curve analysis, the area under the curve was 0.746 for the thyrotropin:thyroglobulin ratio and 0.659 for thyroid-stimulating hormone. With a cutoff point value of 24.97 IU/g for the thyrotropin:thyroglobulin ratio, the sensitivity, specificity, positive predictive value, positive likelihood ratio, and negative likelihood ratio were 78.9%, 60.8%, 75.5%, 2.01, and 0.35, respectively. The odds ratio for the thyrotropin:thyroglobulin ratio indicating malignancy was 5.80. With a cutoff point value of 1.525 µIU/mL for thyroid-stimulating hormone, the sensitivity, specificity, positive predictive value, positive likelihood ratio, and negative likelihood ratio were 74.0%, 53.2%, 70.8%, 1.58, and 0.49, respectively. The odds ratio indicating malignancy for thyroid-stimulating hormone was 3.23. Increasing preoperative serum thyrotropin:thyroglobulin ratio is a risk factor for thyroid carcinoma, and the correlation of the thyrotropin:thyroglobulin ratio to malignancy is higher than that for serum thyroid-stimulating hormone. © American Academy of Otolaryngology—Head and Neck Surgery Foundation 2015.
Lindström, Elin; Sundin, Anders; Trampal, Carlos; Lindsjö, Lars; Ilan, Ezgi; Danfors, Torsten; Antoni, Gunnar; Sörensen, Jens; Lubberink, Mark
2018-02-15
Resolution and quantitative accuracy of positron emission tomography (PET) are highly influenced by the reconstruction method. Penalized likelihood estimation algorithms allow for fully convergent iterative reconstruction, generating a higher image contrast while limiting noise compared to ordered subsets expectation maximization (OSEM). In this study, block-sequential regularized expectation maximization (BSREM) was compared to time-of-flight OSEM (TOF-OSEM). Various strengths of noise penalization factor β were tested along with scan durations and transaxial field of views (FOVs) with the aim to evaluate the performance and clinical use of BSREM for 18 F-FDG-PET-computed tomography (CT), both in quantitative terms and in a qualitative visual evaluation. Methods: Eleven clinical whole-body 18 F-FDG-PET/CT examinations acquired on a digital TOF PET/CT scanner were included. The data were reconstructed using BSREM with point spread function (PSF) recovery and β 133, 267, 400 and 533, and TOF-OSEM with PSF, for various acquisition times/bed position (bp) and FOVs. Noise, signal-to-noise ratio (SNR), signal-to-background ratio (SBR), and standardized uptake values (SUVs) were analysed. A blinded visual image quality evaluation, rating several aspects, performed by two nuclear medicine physicians complemented the analysis. Results: The lowest levels of noise were reached with the highest β resulting in the highest SNR, which in turn resulted in the lowest SBR. Noise equivalence to TOF-OSEM was found with β 400 but produced a significant increase of SUV max (11%), SNR (22%) and SBR (12%) compared to TOF-OSEM. BSREM with β 533 at decreased acquisition (2 min/bp) was comparable to TOF-OSEM at full acquisition duration (3 min/bp). Reconstructed FOV had an impact on BSREM outcome measures, SNR increased while SBR decreased when shifting FOV from 70 to 50 cm. The visual image quality evaluation resulted in similar scores for reconstructions although β 400 obtained the
Applying exclusion likelihoods from LHC searches to extended Higgs sectors
International Nuclear Information System (INIS)
Bechtle, Philip; Heinemeyer, Sven; Staal, Oscar; Stefaniak, Tim; Weiglein, Georg
2015-01-01
LHC searches for non-standard Higgs bosons decaying into tau lepton pairs constitute a sensitive experimental probe for physics beyond the Standard Model (BSM), such as supersymmetry (SUSY). Recently, the limits obtained from these searches have been presented by the CMS collaboration in a nearly model-independent fashion - as a narrow resonance model - based on the full 8 TeV dataset. In addition to publishing a 95 % C.L. exclusion limit, the full likelihood information for the narrowresonance model has been released. This provides valuable information that can be incorporated into global BSM fits. We present a simple algorithm that maps an arbitrary model with multiple neutral Higgs bosons onto the narrow resonance model and derives the corresponding value for the exclusion likelihood from the CMS search. This procedure has been implemented into the public computer code HiggsBounds (version 4.2.0 and higher). We validate our implementation by cross-checking against the official CMS exclusion contours in three Higgs benchmark scenarios in the Minimal Supersymmetric Standard Model (MSSM), and find very good agreement. Going beyond validation, we discuss the combined constraints of the ττ search and the rate measurements of the SM-like Higgs at 125 GeV in a recently proposed MSSM benchmark scenario, where the lightest Higgs boson obtains SM-like couplings independently of the decoupling of the heavier Higgs states. Technical details for how to access the likelihood information within HiggsBounds are given in the appendix. The program is available at http:// higgsbounds.hepforge.org. (orig.)
Impact of Diagrams on Recalling Sequential Elements in Expository Texts.
Guri-Rozenblit, Sarah
1988-01-01
Examines the instructional effectiveness of abstract diagrams on recall of sequential relations in social science textbooks. Concludes that diagrams assist significantly the recall of sequential relations in a text and decrease significantly the rate of order mistakes. (RS)
Fingeret, Abbey L; Arnell, Tracey; McNelis, John; Statter, Mindy; Dresner, Lisa; Widmann, Warren
We sought to determine whether sequential participation in a multi-institutional mock oral examination affected the likelihood of passing the American Board of Surgery Certifying Examination (ABSCE) in first attempt. Residents from 3 academic medical centers were able to participate in a regional mock oral examination in the fall and spring of their fourth and fifth postgraduate year from 2011 to 2014. Candidate׳s highest composite score of all mock orals attempts was classified as risk for failure, intermediate, or likely to pass. Factors including United States Medical Licensing Examination steps 1, 2, and 3, number of cases logged, American Board of Surgery In-Training Examination performance, American Board of Surgery Qualifying Examination (ABSQE) performance, number of attempts, and performance in the mock orals were assessed to determine factors predictive of passing the ABSCE. A total of 128 mock oral examinations were administered to 88 (71%) of 124 eligible residents. The overall first-time pass rate for the ABSCE was 82%. There was no difference in pass rates between participants and nonparticipants. Of them, 16 (18%) residents were classified as at risk, 47 (53%) as intermediate, and 25 (29%) as likely to pass. ABSCE pass rate for each group was as follows: 36% for at risk, 84% for intermediate, and 96% for likely pass. The following 4 factors were associated with first-time passing of ABSCE on bivariate analysis: mock orals participation in postgraduate year 4 (p = 0.05), sequential participation in mock orals (p = 0.03), ABSQE performance (p = 0.01), and best performance on mock orals (p = 0.001). In multivariable logistic regression, the following 3 factors remained associated with ABSCE passing: ABSQE performance, odds ratio (OR) = 2.9 (95% CI: 1.3-6.1); mock orals best performance, OR = 1.7 (1.2-2.4); and participation in multiple mock oral examinations, OR = 1.4 (1.1-2.7). Performance on a multi-institutional mock oral examination can identify
Australian food life style segments and elaboration likelihood differences
DEFF Research Database (Denmark)
Brunsø, Karen; Reid, Mike
As the global food marketing environment becomes more competitive, the international and comparative perspective of consumers' attitudes and behaviours becomes more important for both practitioners and academics. This research employs the Food-Related Life Style (FRL) instrument in Australia...... in order to 1) determine Australian Life Style Segments and compare these with their European counterparts, and to 2) explore differences in elaboration likelihood among the Australian segments, e.g. consumers' interest and motivation to perceive product related communication. The results provide new...
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
How to Improve the Likelihood of CDM Approval?
DEFF Research Database (Denmark)
Brandt, Urs Steiner; Svendsen, Gert Tinggaard
2014-01-01
How can the likelihood of Clean Development Mechanism (CDM) approval be improved in the face of institutional shortcomings? To answer this question, we focus on the three institutional shortcomings of income sharing, risk sharing and corruption prevention concerning afforestation/reforestation (A....../R). Furthermore, three main stakeholders are identified, namely investors, governments and agents in a principal-agent model regarding monitoring and enforcement capacity. Developing countries such as West Africa have, despite huge potentials, not been integrated in A/R CDM projects yet. Remote sensing, however...
Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution
Directory of Open Access Journals (Sweden)
Hare Krishna
2017-01-01
Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.
Elemental composition of cosmic rays using a maximum likelihood method
International Nuclear Information System (INIS)
Ruddick, K.
1996-01-01
We present a progress report on our attempts to determine the composition of cosmic rays in the knee region of the energy spectrum. We have used three different devices to measure properties of the extensive air showers produced by primary cosmic rays: the Soudan 2 underground detector measures the muon flux deep underground, a proportional tube array samples shower density at the surface of the earth, and a Cherenkov array observes light produced high in the atmosphere. We have begun maximum likelihood fits to these measurements with the hope of determining the nuclear mass number A on an event by event basis. (orig.)
Likelihood-Based Inference in Nonlinear Error-Correction Models
DEFF Research Database (Denmark)
Kristensen, Dennis; Rahbæk, Anders
We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...
Process criticality accident likelihoods, consequences and emergency planning
International Nuclear Information System (INIS)
McLaughlin, T.P.
1992-01-01
Evaluation of criticality accident risks in the processing of significant quantities of fissile materials is both complex and subjective, largely due to the lack of accident statistics. Thus, complying with national and international standards and regulations which require an evaluation of the net benefit of a criticality accident alarm system, is also subjective. A review of guidance found in the literature on potential accident magnitudes is presented for different material forms and arrangements. Reasoned arguments are also presented concerning accident prevention and accident likelihoods for these material forms and arrangements. (Author)
Likelihood Estimation of Gamma Ray Bursts Duration Distribution
Horvath, Istvan
2005-01-01
Two classes of Gamma Ray Bursts have been identified so far, characterized by T90 durations shorter and longer than approximately 2 seconds. It was shown that the BATSE 3B data allow a good fit with three Gaussian distributions in log T90. In the same Volume in ApJ. another paper suggested that the third class of GRBs is may exist. Using the full BATSE catalog here we present the maximum likelihood estimation, which gives us 0.5% probability to having only two subclasses. The MC simulation co...
Process criticality accident likelihoods, consequences, and emergency planning
Energy Technology Data Exchange (ETDEWEB)
McLaughlin, T.P.
1991-01-01
Evaluation of criticality accident risks in the processing of significant quantities of fissile materials is both complex and subjective, largely due to the lack of accident statistics. Thus, complying with standards such as ISO 7753 which mandates that the need for an alarm system be evaluated, is also subjective. A review of guidance found in the literature on potential accident magnitudes is presented for different material forms and arrangements. Reasoned arguments are also presented concerning accident prevention and accident likelihoods for these material forms and arrangements. 13 refs., 1 fig., 1 tab.
Estimating likelihood of future crashes for crash-prone drivers
Subasish Das; Xiaoduan Sun; Fan Wang; Charles Leboeuf
2015-01-01
At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the a...
de Queiroz, Kevin; Poe, Steven
2003-06-01
single body of data; however, both classes of methods can be used to perform severe tests. The assumption of descent with modification is insufficient background knowledge to justify cladistic parsimony as a method for assessing degree of corroboration. Invoking equivalency between parsimony methods and likelihood models that assume no common mechanism emphasizes the necessity of additional assumptions, at least some of which are probabilistic in nature. Incongruent characters do not qualify as falsifiers of phylogenetic hypotheses except under extremely unrealistic evolutionary models; therefore, justifications of parsimony methods as falsificationist based on the idea that they minimize the ad hoc dismissal of falsifiers are questionable. Probabilistic concepts such as degree of corroboration and likelihood provide a more appropriate framework for understanding how phylogenetics conforms with Popper's philosophy of science. Likelihood ratio tests do not assume what is at issue but instead are methods for testing hypotheses according to an accepted standard of statistical significance and for incorporating considerations about test severity. These tests are fundamentally similar to Popper's degree of corroboration in being based on the relationship between the probability of the evidence e in the presence versus absence of the hypothesis h, i.e., between p(e|hb) and p(e|b), where b is the background knowledge. Both parsimony and likelihood methods are inductive in that their inferences (particular trees) contain more information than (and therefore do not follow necessarily from) the observations upon which they are based; however, both are deductive in that their conclusions (tree lengths and likelihoods) follow necessarily from their premises (particular trees, observed character state distributions, and evolutionary models). For these and other reasons, phylogenetic likelihood methods are highly compatible with Karl Popper's philosophy of science and offer several
Documentscape: Intertextuality, Sequentiality & Autonomy at Work
DEFF Research Database (Denmark)
Christensen, Lars Rune; Bjørn, Pernille
2014-01-01
On the basis of an ethnographic field study, this article introduces the concept of documentscape to the analysis of document-centric work practices. The concept of documentscape refers to the entire ensemble of documents in their mutual intertextual interlocking. Providing empirical data from...... a global software development case, we show how hierarchical structures and sequentiality across the interlocked documents are critical to how actors make sense of the work of others and what to do next in a geographically distributed setting. Furthermore, we found that while each document is created...... as part of a quasi-sequential order, this characteristic does not make the document, as a single entity, into a stable object. Instead, we found that the documents were malleable and dynamic while suspended in intertextual structures. Our concept of documentscape points to how the hierarchical structure...
A minimax procedure in the context of sequential mastery testing
Vos, Hendrik J.
1999-01-01
The purpose of this paper is to derive optimal rules for sequential mastery tests. In a sequential mastery test, the decision is to classify a subject as a master or a nonmaster, or to continue sampling and administering another random test item. The framework of minimax sequential decision theory
Applying the minimax principle to sequential mastery testing
Vos, Hendrik J.
2002-01-01
The purpose of this paper is to derive optimal rules for sequential mastery tests. In a sequential mastery test, the decision is to classify a subject as a master, a nonmaster, or to continue sampling and administering another random item. The framework of minimax sequential decision theory (minimum
Optimal Sequential Rules for Computer-Based Instruction.
Vos, Hans J.
1998-01-01
Formulates sequential rules for adapting the appropriate amount of instruction to learning needs in the context of computer-based instruction. Topics include Bayesian decision theory, threshold and linear-utility structure, psychometric model, optimal sequential number of test questions, and an empirical example of sequential instructional…
On Locally Most Powerful Sequential Rank Tests
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2017-01-01
Roč. 36, č. 1 (2017), s. 111-125 ISSN 0747-4946 R&D Projects: GA ČR GA17-07384S Grant - others:Nadační fond na podporu vědy(CZ) Neuron Institutional support: RVO:67985807 Keywords : nonparametric test s * sequential ranks * stopping variable Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 0.339, year: 2016
Sequential pattern recognition by maximum conditional informativity
Czech Academy of Sciences Publication Activity Database
Grim, Jiří
2014-01-01
Roč. 45, č. 1 (2014), s. 39-45 ISSN 0167-8655 R&D Projects: GA ČR(CZ) GA14-02652S; GA ČR(CZ) GA14-10911S Keywords : Multivariate statistics * Statistical pattern recognition * Sequential decision making * Product mixtures * EM algorithm * Shannon information Subject RIV: IN - Informatics, Computer Sci ence Impact factor: 1.551, year: 2014 http://library.utia.cas.cz/separaty/2014/RO/grim-0428565.pdf
Heat accumulation during sequential cortical bone drilling.
Palmisano, Andrew C; Tai, Bruce L; Belmont, Barry; Irwin, Todd A; Shih, Albert; Holmes, James R
2016-03-01
Significant research exists regarding heat production during single-hole bone drilling. No published data exist regarding repetitive sequential drilling. This study elucidates the phenomenon of heat accumulation for sequential drilling with both Kirschner wires (K wires) and standard two-flute twist drills. It was hypothesized that cumulative heat would result in a higher temperature with each subsequent drill pass. Nine holes in a 3 × 3 array were drilled sequentially on moistened cadaveric tibia bone kept at body temperature (about 37 °C). Four thermocouples were placed at the center of four adjacent holes and 2 mm below the surface. A battery-driven hand drill guided by a servo-controlled motion system was used. Six samples were drilled with each tool (2.0 mm K wire and 2.0 and 2.5 mm standard drills). K wire drilling increased temperature from 5 °C at the first hole to 20 °C at holes 6 through 9. A similar trend was found in standard drills with less significant increments. The maximum temperatures of both tools increased from drill sizes was found to be insignificant (P > 0.05). In conclusion, heat accumulated during sequential drilling, with size difference being insignificant. K wire produced more heat than its twist-drill counterparts. This study has demonstrated the heat accumulation phenomenon and its significant effect on temperature. Maximizing the drilling field and reducing the number of drill passes may decrease bone injury. © 2015 Orthopaedic Research Society. Published by Wiley Periodicals, Inc.
Sequential Monte Carlo with Highly Informative Observations
Del Moral, Pierre; Murray, Lawrence M.
2014-01-01
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is simulating bridges between given initial and final values. The basic idea is to introduce a schedule of intermediate weighting and resampling times between observation times, which guide particles towards the final state. This can always be done for continuous-...
Sequential test procedures for inventory differences
International Nuclear Information System (INIS)
Goldman, A.S.; Kern, E.A.; Emeigh, C.W.
1985-01-01
By means of a simulation study, we investigated the appropriateness of Page's and power-one sequential tests on sequences of inventory differences obtained from an example materials control unit, a sub-area of a hypothetical UF 6 -to-U 3 O 8 conversion process. The study examined detection probability and run length curves obtained from different loss scenarios. 12 refs., 10 figs., 2 tabs
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets
Litvinenko, Alexander
2017-11-01
The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\H$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.
Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets
Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E.
2017-01-01
The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\H$-) matrix format with computational cost $\\mathcal{O}(k^2n \\log^2 n/p)$ and storage $\\mathcal{O}(kn \\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.
Superfast maximum-likelihood reconstruction for quantum tomography
Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon
2017-06-01
Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.
Likelihood inference for a fractionally cointegrated vector autoregressive model
DEFF Research Database (Denmark)
Johansen, Søren; Ørregård Nielsen, Morten
2012-01-01
such that the process X_{t} is fractional of order d and cofractional of order d-b; that is, there exist vectors ß for which ß'X_{t} is fractional of order d-b, and no other fractionality order is possible. We define the statistical model by 0inference when the true values satisfy b0¿1/2 and d0-b0......We consider model based inference in a fractionally cointegrated (or cofractional) vector autoregressive model with a restricted constant term, ¿, based on the Gaussian likelihood conditional on initial values. The model nests the I(d) VAR model. We give conditions on the parameters...... process in the parameters when errors are i.i.d. with suitable moment conditions and initial values are bounded. When the limit is deterministic this implies uniform convergence in probability of the conditional likelihood function. If the true value b0>1/2, we prove that the limit distribution of (ß...
Likelihood-Based Inference of B Cell Clonal Families.
Directory of Open Access Journals (Sweden)
Duncan K Ralph
2016-10-01
Full Text Available The human immune system depends on a highly diverse collection of antibody-making B cells. B cell receptor sequence diversity is generated by a random recombination process called "rearrangement" forming progenitor B cells, then a Darwinian process of lineage diversification and selection called "affinity maturation." The resulting receptors can be sequenced in high throughput for research and diagnostics. Such a collection of sequences contains a mixture of various lineages, each of which may be quite numerous, or may consist of only a single member. As a step to understanding the process and result of this diversification, one may wish to reconstruct lineage membership, i.e. to cluster sampled sequences according to which came from the same rearrangement events. We call this clustering problem "clonal family inference." In this paper we describe and validate a likelihood-based framework for clonal family inference based on a multi-hidden Markov Model (multi-HMM framework for B cell receptor sequences. We describe an agglomerative algorithm to find a maximum likelihood clustering, two approximate algorithms with various trade-offs of speed versus accuracy, and a third, fast algorithm for finding specific lineages. We show that under simulation these algorithms greatly improve upon existing clonal family inference methods, and that they also give significantly different clusters than previous methods when applied to two real data sets.
Simulation-based marginal likelihood for cluster strong lensing cosmology
Killedar, M.; Borgani, S.; Fabjan, D.; Dolag, K.; Granato, G.; Meneghetti, M.; Planelles, S.; Ragone-Figueroa, C.
2018-01-01
Comparisons between observed and predicted strong lensing properties of galaxy clusters have been routinely used to claim either tension or consistency with Λ cold dark matter cosmology. However, standard approaches to such cosmological tests are unable to quantify the preference for one cosmology over another. We advocate approximating the relevant Bayes factor using a marginal likelihood that is based on the following summary statistic: the posterior probability distribution function for the parameters of the scaling relation between Einstein radii and cluster mass, α and β. We demonstrate, for the first time, a method of estimating the marginal likelihood using the X-ray selected z > 0.5 Massive Cluster Survey clusters as a case in point and employing both N-body and hydrodynamic simulations of clusters. We investigate the uncertainty in this estimate and consequential ability to compare competing cosmologies, which arises from incomplete descriptions of baryonic processes, discrepancies in cluster selection criteria, redshift distribution and dynamical state. The relation between triaxial cluster masses at various overdensities provides a promising alternative to the strong lensing test.
Menyoal Elaboration Likelihood Model (ELM dan Teori Retorika
Directory of Open Access Journals (Sweden)
Yudi Perbawaningsih
2012-06-01
Full Text Available Abstract: Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM. This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of the message, and vice versa. Separating the two routes of the persuasion process as described in the ELM theory would not be relevant. Abstrak: Persuasi adalah proses komunikasi untuk membentuk atau mengubah sikap, yang dapat dipahami dengan teori Retorika dan teori Elaboration Likelihood Model (ELM. Penelitian ini mengelaborasi teori tersebut dalam Kuliah Umum sebagai sarana mempersuasi mahasiswa untuk memilih konsentrasi studi studi yang didasarkan pada proses pengolahan informasi. Menggunakan metode survey, didapatkan hasil yaitu tidaklah cukup relevan memisahkan pesan dan narasumber dalam melihat efektivitas persuasi. Keduanya menyatu yang berarti bahwa kualitas narasumber ditentukan oleh kualitas pesan yang disampaikannya, dan sebaliknya. Memisahkan proses persuasi dalam dua lajur seperti yang dijelaskan dalam ELM teori menjadi tidak relevan.
Corporate brand extensions based on the purchase likelihood: governance implications
Directory of Open Access Journals (Sweden)
Spyridon Goumas
2018-03-01
Full Text Available This paper is examining the purchase likelihood of hypothetical service brand extensions from product companies focusing on consumer electronics based on sector categorization and perceptions of fit between the existing product category and image of the company. Prior research has recognized that levels of brand knowledge eases the transference of associations and affect to the new products. Similarity to the existing products of the parent company and perceived image also influence the success of brand extensions. However, sector categorization may interfere with this relationship. The purpose of this study is to examine Greek consumers’ attitudes towards hypothetical brand extensions, and how these are affected by consumers’ existing knowledge about the brand, sector categorization and perceptions of image and category fit of cross-sector extensions. This aim is examined in the context of technological categories, where less-known companies exhibited significance in purchase likelihood, and contradictory with the existing literature, service companies did not perform as positively as expected. Additional insights to the existing literature about sector categorization are provided. The effect of both image and category fit is also examined and predictions regarding the effect of each are made.
Gauging the likelihood of stable cavitation from ultrasound contrast agents.
Bader, Kenneth B; Holland, Christy K
2013-01-07
The mechanical index (MI) was formulated to gauge the likelihood of adverse bioeffects from inertial cavitation. However, the MI formulation did not consider bubble activity from stable cavitation. This type of bubble activity can be readily nucleated from ultrasound contrast agents (UCAs) and has the potential to promote beneficial bioeffects. Here, the presence of stable cavitation is determined numerically by tracking the onset of subharmonic oscillations within a population of bubbles for frequencies up to 7 MHz and peak rarefactional pressures up to 3 MPa. In addition, the acoustic pressure rupture threshold of an UCA population was determined using the Marmottant model. The threshold for subharmonic emissions of optimally sized bubbles was found to be lower than the inertial cavitation threshold for all frequencies studied. The rupture thresholds of optimally sized UCAs were found to be lower than the threshold for subharmonic emissions for either single cycle or steady state acoustic excitations. Because the thresholds of both subharmonic emissions and UCA rupture are linearly dependent on frequency, an index of the form I(CAV) = P(r)/f (where P(r) is the peak rarefactional pressure in MPa and f is the frequency in MHz) was derived to gauge the likelihood of subharmonic emissions due to stable cavitation activity nucleated from UCAs.
Safe semi-supervised learning based on weighted likelihood.
Kawakita, Masanori; Takeuchi, Jun'ichi
2014-05-01
We are interested in developing a safe semi-supervised learning that works in any situation. Semi-supervised learning postulates that n(') unlabeled data are available in addition to n labeled data. However, almost all of the previous semi-supervised methods require additional assumptions (not only unlabeled data) to make improvements on supervised learning. If such assumptions are not met, then the methods possibly perform worse than supervised learning. Sokolovska, Cappé, and Yvon (2008) proposed a semi-supervised method based on a weighted likelihood approach. They proved that this method asymptotically never performs worse than supervised learning (i.e., it is safe) without any assumption. Their method is attractive because it is easy to implement and is potentially general. Moreover, it is deeply related to a certain statistical paradox. However, the method of Sokolovska et al. (2008) assumes a very limited situation, i.e., classification, discrete covariates, n(')→∞ and a maximum likelihood estimator. In this paper, we extend their method by modifying the weight. We prove that our proposal is safe in a significantly wide range of situations as long as n≤n('). Further, we give a geometrical interpretation of the proof of safety through the relationship with the above-mentioned statistical paradox. Finally, we show that the above proposal is asymptotically safe even when n(')
An improved single sensor parity space algorithm for sequential probability ratio test
Energy Technology Data Exchange (ETDEWEB)
Racz, A. [Hungarian Academy of Sciences, Budapest (Hungary). Atomic Energy Research Inst.
1995-12-01
In our paper we propose a modification of the single sensor parity algorithm in order to make the statistical properties of the generated residual determinable in advance. The algorithm is tested via computer simulated ramp failure at the temperature readings of the pressurizer. (author).
DEFF Research Database (Denmark)
Petersen, Per Hyltoft; Sandberg, Sverre; Iglesias, Natàlia
2007-01-01
and odds used for diagnostic test evaluations is applied to monitoring by substituting measured concentrations with measured differences. Thus, two frequency distributions of differences are assumed, one for a stable, steady-state, situation and one for a certain change. Values exceeding a measured...
Rodriguez, Jesse M.; Batzoglou, Serafim; Bercovici, Sivan
2013-01-01
, accurate and efficient detection of hidden relatedness becomes a challenge. To enable disease-mapping studies of increasingly large cohorts, a fast and accurate method to detect IBD segments is required. We present PARENTE, a novel method for detecting
A Multiple Model SNR/RCS Likelihood Ratio Score for Radar-Based Feature-Aided Tracking
National Research Council Canada - National Science Library
Slocumb, Benjamin J; Klusman, III, Michael E
2005-01-01
...) and radar cross section (RCS) for use in narrowband radar tracking. The formulation requires an estimate of the target mean RCS, and a key challenge is the tracking of the mean RCS through significant jumps due to aspect dependencies...
1976-01-01
Analytic techniques have been developed for detecting and identifying abrupt changes in dynamic systems. The GLR technique monitors the output of the Kalman filter and searches for the time that the failure occured, thus allowing it to be sensitive to new data and consequently increasing the chances for fast system recovery following detection of a failure. All failure detections are based on functional redundancy. Performance tests of the F-8 aircraft flight control system and computerized modelling of the technique are presented.
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...
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation
Directory of Open Access Journals (Sweden)
Shu Cai
2016-12-01
Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard
2008-01-01
with an exponentially decaying function of the time between observations is suggested. A model with a full covariance structure containing OD-dependent variance and an autocorrelation structure is compared to a model with variance only and with no variance or correlation implemented. It is shown that the model...... are used for parameter estimation. The data is log-transformed such that a linear model can be applied. The transformation changes the variance structure, and hence an OD-dependent variance is implemented in the model. The autocorrelation in the data is demonstrated, and a correlation model...... that best describes data is a model taking into account the full covariance structure. An inference study is made in order to determine whether the growth rate of the five bacteria strains is the same. After applying a likelihood-ratio test to models with a full covariance structure, it is concluded...
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...
LikelihoodLib - Fitting, Function Maximization, and Numerical Analysis
Smirnov, I B
2001-01-01
A new class library is designed for function maximization, minimization, solution of equations and for other problems related to mathematical analysis of multi-parameter functions by numerical iterative methods. When we search the maximum or another special point of a function, we may change and fit all parameters simultaneously, sequentially, recursively, or by any combination of these methods. The discussion is focused on the first the most complicated method, although the others are also supported by the library. For this method we apply: control of precision by interval computations; the calculation of derivatives either by differential arithmetic, or by the method of finite differences with the step lengths which provide suppression of the influence of numerical noise; possible synchronization of the subjective function calls with minimization of the number of iterations; competitive application of various methods for step calculation, and converging to the solution by many trajectories.
The association between sequences of sexual initiation and the likelihood of teenage pregnancy.
Reese, Bianka M; Haydon, Abigail A; Herring, Amy H; Halpern, Carolyn T
2013-02-01
Few studies have examined the health and developmental consequences, including unintended pregnancy, of different sexual behavior initiation sequences. Some work suggests that engaging in oral-genital sex first may slow the transition to coital activity and lead to more consistent contraception among adolescents. Using logistic regression analysis, we investigated the association between sequences of sexual initiation (i.e., initiating oral-genital or vaginal sex first based on reported age of first experience) and the likelihood of subsequent teenage pregnancy among 6,069 female respondents who reported vaginal sex before age 20 years and participated in waves I and IV of the National Longitudinal Study of Adolescent Health. Among female respondents initiating vaginal sex first, 31.4% reported a teen pregnancy. Among female respondents initiating two behaviors at the same age, 20.5% reported a teen pregnancy. Among female respondents initiating oral-genital sex first, 7.9% reported a teen pregnancy. In multivariate models, initiating oral-genital sex first, with a delay of at least 1 year to vaginal sex, and initiating two behaviors within the same year were each associated with a lower likelihood of adolescent pregnancy relative to teens who initiated vaginal sex first (odds ratio = .23, 95% confidence interval: .15-.37; and odds ratio = .78, 95% confidence interval: .60-.92, respectively). How adolescents begin their sexual lives may be differentially related to positive and negative health outcomes. To develop effective pregnancy prevention efforts for teens and ensure programs are relevant to youths' needs, it is important to consider multiple facets of sexual initiation and their implications for adolescent sexual health and fertility. Copyright © 2013 Society for Adolescent Health and Medicine. Published by Elsevier Inc. All rights reserved.
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
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...
DEFF Research Database (Denmark)
Chomchoei, R.; Hansen, Elo Harald; Shiowatana, J.
2007-01-01
This communication presents a novel approach to perform sequential extraction of elements in solid samples by using a sequential injection (SI) system incorporating a specially designed extraction microcolumn. Based on the operation of the syringe pump, different modes of extraction are potentially...... that the system entails many advantages such as being fully automated, and besides being characterised by rapidity, ease of operation and robustness, it is less prone to risks of contamination and personal errors as encountered in traditional batch systems. Moreover, improvement of the precision and accuracy...... of the chemical fractionation of metal in solids as compared with previous reports are obtained. The system ensures that extraction is performed at designated pH values. Variation of sample weight to column volume ratios do not affect the amounts of extractable metals, nor do extraction flow rates ranging from 50...
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)
Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach
Sohail, Muhammad Sadiq
2012-06-01
This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous with the frequency grid of the ZP-OFDM system. The proposed structure based technique uses the fact that the NBI signal is sparse as compared to the ZP-OFDM signal in the frequency domain. The structure is also useful in reducing the computational complexity of the proposed method. The paper also presents a data aided approach for improved NBI estimation. The suitability of the proposed method is demonstrated through simulations. © 2012 IEEE.
Calibration of two complex ecosystem models with different likelihood functions
Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán
2014-05-01
The biosphere is a sensitive carbon reservoir. Terrestrial ecosystems were approximately carbon neutral during the past centuries, but they became net carbon sinks due to climate change induced environmental change and associated CO2 fertilization effect of the atmosphere. Model studies and measurements indicate that the biospheric carbon sink can saturate in the future due to ongoing climate change which can act as a positive feedback. Robustness of carbon cycle models is a key issue when trying to choose the appropriate model for decision support. The input parameters of the process-based models are decisive regarding the model output. At the same time there are several input parameters for which accurate values are hard to obtain directly from experiments or no local measurements are available. Due to the uncertainty associated with the unknown model parameters significant bias can be experienced if the model is used to simulate the carbon and nitrogen cycle components of different ecosystems. In order to improve model performance the unknown model parameters has to be estimated. We developed a multi-objective, two-step calibration method based on Bayesian approach in order to estimate the unknown parameters of PaSim and Biome-BGC models. Biome-BGC and PaSim are a widely used biogeochemical models that simulate the storage and flux of water, carbon, and nitrogen between the ecosystem and the atmosphere, and within the components of the terrestrial ecosystems (in this research the developed version of Biome-BGC is used which is referred as BBGC MuSo). Both models were calibrated regardless the simulated processes and type of model parameters. The calibration procedure is based on the comparison of measured data with simulated results via calculating a likelihood function (degree of goodness-of-fit between simulated and measured data). In our research different likelihood function formulations were used in order to examine the effect of the different model
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)
H.264 SVC Complexity Reduction Based on Likelihood Mode Decision
Directory of Open Access Journals (Sweden)
L. Balaji
2015-01-01
Full Text Available H.264 Advanced Video Coding (AVC was prolonged to Scalable Video Coding (SVC. SVC executes in different electronics gadgets such as personal computer, HDTV, SDTV, IPTV, and full-HDTV in which user demands various scaling of the same content. The various scaling is resolution, frame rate, quality, heterogeneous networks, bandwidth, and so forth. Scaling consumes more encoding time and computational complexity during mode selection. In this paper, to reduce encoding time and computational complexity, a fast mode decision algorithm based on likelihood mode decision (LMD is proposed. LMD is evaluated in both temporal and spatial scaling. From the results, we conclude that LMD performs well, when compared to the previous fast mode decision algorithms. The comparison parameters are time, PSNR, and bit rate. LMD achieve time saving of 66.65% with 0.05% detriment in PSNR and 0.17% increment in bit rate compared with the full search method.
H.264 SVC Complexity Reduction Based on Likelihood Mode Decision.
Balaji, L; Thyagharajan, K K
2015-01-01
H.264 Advanced Video Coding (AVC) was prolonged to Scalable Video Coding (SVC). SVC executes in different electronics gadgets such as personal computer, HDTV, SDTV, IPTV, and full-HDTV in which user demands various scaling of the same content. The various scaling is resolution, frame rate, quality, heterogeneous networks, bandwidth, and so forth. Scaling consumes more encoding time and computational complexity during mode selection. In this paper, to reduce encoding time and computational complexity, a fast mode decision algorithm based on likelihood mode decision (LMD) is proposed. LMD is evaluated in both temporal and spatial scaling. From the results, we conclude that LMD performs well, when compared to the previous fast mode decision algorithms. The comparison parameters are time, PSNR, and bit rate. LMD achieve time saving of 66.65% with 0.05% detriment in PSNR and 0.17% increment in bit rate compared with the full search method.
Likelihood Approximation With Hierarchical Matrices For Large Spatial Datasets
Litvinenko, Alexander
2017-09-03
We use available measurements to estimate the unknown parameters (variance, smoothness parameter, and covariance length) of a covariance function by maximizing the joint Gaussian log-likelihood function. To overcome cubic complexity in the linear algebra, we approximate the discretized covariance function in the hierarchical (H-) matrix format. The H-matrix format has a log-linear computational cost and storage O(kn log n), where the rank k is a small integer and n is the number of locations. The H-matrix technique allows us to work with general covariance matrices in an efficient way, since H-matrices can approximate inhomogeneous covariance functions, with a fairly general mesh that is not necessarily axes-parallel, and neither the covariance matrix itself nor its inverse have to be sparse. We demonstrate our method with Monte Carlo simulations and an application to soil moisture data. The C, C++ codes and data are freely available.
Music genre classification via likelihood fusion from multiple feature models
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.
Marginal Maximum Likelihood Estimation of Item Response Models in R
Directory of Open Access Journals (Sweden)
Matthew S. Johnson
2007-02-01
Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.
Maximum likelihood estimation of phase-type distributions
DEFF Research Database (Denmark)
Esparza, Luz Judith R
for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...
The elaboration likelihood model and communication about food risks.
Frewer, L J; Howard, C; Hedderley, D; Shepherd, R
1997-12-01
Factors such as hazard type and source credibility have been identified as important in the establishment of effective strategies for risk communication. The elaboration likelihood model was adapted to investigate the potential impact of hazard type, information source, and persuasive content of information on individual engagement in elaborative, or thoughtful, cognitions about risk messages. One hundred sixty respondents were allocated to one of eight experimental groups, and the effects of source credibility, persuasive content of information and hazard type were systematically varied. The impact of the different factors on beliefs about the information and elaborative processing examined. Low credibility was particularly important in reducing risk perceptions, although persuasive content and hazard type were also influential in determining whether elaborative processing occurred.
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...
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
CONSTRUCTING A FLEXIBLE LIKELIHOOD FUNCTION FOR SPECTROSCOPIC INFERENCE
International Nuclear Information System (INIS)
Czekala, Ian; Andrews, Sean M.; Mandel, Kaisey S.; Green, Gregory M.; Hogg, David W.
2015-01-01
We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints (pixels) into the residual spectrum. For the high signal-to-noise data with large spectral range that is commonly employed in stellar astrophysics, that covariant structure can lead to dramatically underestimated parameter uncertainties (and, in some cases, biases). We construct a likelihood function that accounts for the structure of the covariance matrix, utilizing the machinery of Gaussian process kernels. This framework specifically addresses the common problem of mismatches in model spectral line strengths (with respect to data) due to intrinsic model imperfections (e.g., in the atomic/molecular databases or opacity prescriptions) by developing a novel local covariance kernel formalism that identifies and self-consistently downweights pathological spectral line “outliers.” By fitting many spectra in a hierarchical manner, these local kernels provide a mechanism to learn about and build data-driven corrections to synthetic spectral libraries. An open-source software implementation of this approach is available at http://iancze.github.io/Starfish, including a sophisticated probabilistic scheme for spectral interpolation when using model libraries that are sparsely sampled in the stellar parameters. We demonstrate some salient features of the framework by fitting the high-resolution V-band spectrum of WASP-14, an F5 dwarf with a transiting exoplanet, and the moderate-resolution K-band spectrum of Gliese 51, an M5 field dwarf
Likelihood of illegal alcohol sales at professional sport stadiums.
Toomey, Traci L; Erickson, Darin J; Lenk, Kathleen M; Kilian, Gunna R
2008-11-01
Several studies have assessed the propensity for illegal alcohol sales at licensed alcohol establishments and community festivals, but no previous studies examined the propensity for these sales at professional sport stadiums. In this study, we assessed the likelihood of alcohol sales to both underage youth and obviously intoxicated patrons at professional sports stadiums across the United States, and assessed the factors related to likelihood of both types of alcohol sales. We conducted pseudo-underage (i.e., persons age 21 or older who appear under 21) and pseudo-intoxicated (i.e., persons feigning intoxication) alcohol purchase attempts at stadiums that house professional hockey, basketball, baseball, and football teams. We conducted the purchase attempts at 16 sport stadiums located in 5 states. We measured 2 outcome variables: pseudo-underage sale (yes, no) and pseudo-intoxicated sale (yes, no), and 3 types of independent variables: (1) seller characteristics, (2) purchase attempt characteristics, and (3) event characteristics. Following univariate and bivariate analyses, we a separate series of logistic generalized mixed regression models for each outcome variable. The overall sales rates to the pseudo-underage and pseudo-intoxicated buyers were 18% and 74%, respectively. In the multivariate logistic analyses, we found that the odds of a sale to a pseudo-underage buyer in the stands was 2.9 as large as the odds of a sale at the concession booths (30% vs. 13%; p = 0.01). The odds of a sale to an obviously intoxicated buyer in the stands was 2.9 as large as the odds of a sale at the concession booths (89% vs. 73%; p = 0.02). Similar to studies assessing illegal alcohol sales at licensed alcohol establishments and community festivals, findings from this study shows the need for interventions specifically focused on illegal alcohol sales at professional sporting events.
Targeted maximum likelihood estimation for a binary treatment: A tutorial.
Luque-Fernandez, Miguel Angel; Schomaker, Michael; Rachet, Bernard; Schnitzer, Mireille E
2018-04-23
When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naïve regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository: https://github.com/migariane/SIM-TMLE-tutorial. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.
Maximum-likelihood estimation of the hyperbolic parameters from grouped observations
DEFF Research Database (Denmark)
Jensen, Jens Ledet
1988-01-01
a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...
A short proof that phylogenetic tree reconstruction by maximum likelihood is hard.
Roch, Sebastien
2006-01-01
Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.
A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood is Hard
Roch, S.
2005-01-01
Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.
Tănase Alin-Eliodor
2014-01-01
This article focuses on computing techniques starting from trial balance data regarding financial key ratios. There are presented activity, liquidity, solvency and profitability financial key ratios. It is presented a computing methodology in three steps based on a trial balance.
Tailored sequential drug release from bilayered calcium sulfate composites
International Nuclear Information System (INIS)
Orellana, Bryan R.; Puleo, David A.
2014-01-01
The current standard for treating infected bony defects, such as those caused by periodontal disease, requires multiple time-consuming steps and often multiple procedures to fight the infection and recover lost tissue. Releasing an antibiotic followed by an osteogenic agent from a synthetic bone graft substitute could allow for a streamlined treatment, reducing the need for multiple surgeries and thereby shortening recovery time. Tailorable bilayered calcium sulfate (CS) bone graft substitutes were developed with the ability to sequentially release multiple therapeutic agents. Bilayered composite samples having a shell and core geometry were fabricated with varying amounts (1 or 10 wt.%) of metronidazole-loaded poly(lactic-co-glycolic acid) (PLGA) particles embedded in the shell and simvastatin directly loaded into either the shell, core, or both. Microcomputed tomography showed the overall layered geometry as well as the uniform distribution of PLGA within the shells. Dissolution studies demonstrated that the amount of PLGA particles (i.e., 1 vs. 10 wt.%) had a small but significant effect on the erosion rate (3% vs. 3.4%/d). Mechanical testing determined that introducing a layered geometry had a significant effect on the compressive strength, with an average reduction of 35%, but properties were comparable to those of mandibular trabecular bone. Sustained release of simvastatin directly loaded into CS demonstrated that changing the shell to core volume ratio dictates the duration of drug release from each layer. When loaded together in the shell or in separate layers, sequential release of metronidazole and simvastatin was achieved. By introducing a tunable, layered geometry capable of releasing multiple drugs, CS-based bone graft substitutes could be tailored in order to help streamline the multiple steps needed to regenerate tissue in infected defects. - Highlights: • Bilayered CS composites were fabricated as potential bone graft substitutes. • The shell
Tailored sequential drug release from bilayered calcium sulfate composites
Energy Technology Data Exchange (ETDEWEB)
Orellana, Bryan R.; Puleo, David A., E-mail: puleo@uky.edu
2014-10-01
The current standard for treating infected bony defects, such as those caused by periodontal disease, requires multiple time-consuming steps and often multiple procedures to fight the infection and recover lost tissue. Releasing an antibiotic followed by an osteogenic agent from a synthetic bone graft substitute could allow for a streamlined treatment, reducing the need for multiple surgeries and thereby shortening recovery time. Tailorable bilayered calcium sulfate (CS) bone graft substitutes were developed with the ability to sequentially release multiple therapeutic agents. Bilayered composite samples having a shell and core geometry were fabricated with varying amounts (1 or 10 wt.%) of metronidazole-loaded poly(lactic-co-glycolic acid) (PLGA) particles embedded in the shell and simvastatin directly loaded into either the shell, core, or both. Microcomputed tomography showed the overall layered geometry as well as the uniform distribution of PLGA within the shells. Dissolution studies demonstrated that the amount of PLGA particles (i.e., 1 vs. 10 wt.%) had a small but significant effect on the erosion rate (3% vs. 3.4%/d). Mechanical testing determined that introducing a layered geometry had a significant effect on the compressive strength, with an average reduction of 35%, but properties were comparable to those of mandibular trabecular bone. Sustained release of simvastatin directly loaded into CS demonstrated that changing the shell to core volume ratio dictates the duration of drug release from each layer. When loaded together in the shell or in separate layers, sequential release of metronidazole and simvastatin was achieved. By introducing a tunable, layered geometry capable of releasing multiple drugs, CS-based bone graft substitutes could be tailored in order to help streamline the multiple steps needed to regenerate tissue in infected defects. - Highlights: • Bilayered CS composites were fabricated as potential bone graft substitutes. • The shell
Adrenal vein sampling in primary aldosteronism: concordance of simultaneous vs sequential sampling.
Almarzooqi, Mohamed-Karji; Chagnon, Miguel; Soulez, Gilles; Giroux, Marie-France; Gilbert, Patrick; Oliva, Vincent L; Perreault, Pierre; Bouchard, Louis; Bourdeau, Isabelle; Lacroix, André; Therasse, Eric
2017-02-01
Many investigators believe that basal adrenal venous sampling (AVS) should be done simultaneously, whereas others opt for sequential AVS for simplicity and reduced cost. This study aimed to evaluate the concordance of sequential and simultaneous AVS methods. Between 1989 and 2015, bilateral simultaneous sets of basal AVS were obtained twice within 5 min, in 188 consecutive patients (59 women and 129 men; mean age: 53.4 years). Selectivity was defined by adrenal-to-peripheral cortisol ratio ≥2, and lateralization was defined as an adrenal aldosterone-to-cortisol ratio ≥2, the contralateral side. Sequential AVS was simulated using right sampling at -5 min (t = -5) and left sampling at 0 min (t = 0). There was no significant difference in mean selectivity ratio (P = 0.12 and P = 0.42 for the right and left sides respectively) and in mean lateralization ratio (P = 0.93) between t = -5 and t = 0. Kappa for selectivity between 2 simultaneous AVS was 0.71 (95% CI: 0.60-0.82), whereas it was 0.84 (95% CI: 0.76-0.92) and 0.85 (95% CI: 0.77-0.93) between sequential and simultaneous AVS at respectively -5 min and at 0 min. Kappa for lateralization between 2 simultaneous AVS was 0.84 (95% CI: 0.75-0.93), whereas it was 0.86 (95% CI: 0.78-0.94) and 0.80 (95% CI: 0.71-0.90) between sequential AVS and simultaneous AVS at respectively -5 min at 0 min. Concordance between simultaneous and sequential AVS was not different than that between 2 repeated simultaneous AVS in the same patient. Therefore, a better diagnostic performance is not a good argument to select the AVS method. © 2017 European Society of Endocrinology.
On Locally Most Powerful Sequential Rank Tests
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2017-01-01
Roč. 36, č. 1 (2017), s. 111-125 ISSN 0747-4946 R&D Projects: GA ČR GA17-07384S Grant - others:Nadační fond na podporu vědy(CZ) Neuron Institutional support: RVO:67985556 Keywords : nonparametric test s * sequential ranks * stopping variable Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 0.339, year: 2016 http://library.utia.cas.cz/separaty/2017/SI/kalina-0474065.pdf
Decoding restricted participation in sequential electricity markets
Energy Technology Data Exchange (ETDEWEB)
Knaut, Andreas; Paschmann, Martin
2017-06-15
Restricted participation in sequential markets may cause high price volatility and welfare losses. In this paper we therefore analyze the drivers of restricted participation in the German intraday auction which is a short-term electricity market with quarter-hourly products. Applying a fundamental electricity market model with 15-minute temporal resolution, we identify the lack of sub-hourly market coupling being the most relevant driver of restricted participation. We derive a proxy for price volatility and find that full market coupling may trigger quarter-hourly price volatility to decrease by a factor close to four.
THE DEVELOPMENT OF SPECIAL SEQUENTIALLY-TIMED
Directory of Open Access Journals (Sweden)
Stanislav LICHOROBIEC
2016-06-01
Full Text Available This article documents the development of the noninvasive use of explosives during the destruction of ice mass in river flows. The system of special sequentially-timed charges utilizes the increase in efficiency of cutting charges by covering them with bags filled with water, while simultaneously increasing the effect of the entire system of timed charges. Timing, spatial combinations during placement, and the linking of these charges results in the loosening of ice barriers on a frozen waterway, while at the same time regulating the size of the ice fragments. The developed charges will increase the operability and safety of IRS units.
Pass-transistor asynchronous sequential circuits
Whitaker, Sterling R.; Maki, Gary K.
1989-01-01
Design methods for asynchronous sequential pass-transistor circuits, which result in circuits that are hazard- and critical-race-free and which have added degrees of freedom for the input signals, are discussed. The design procedures are straightforward and easy to implement. Two single-transition-time state assignment methods are presented, and hardware bounds for each are established. A surprising result is that the hardware realizations for each next state variable and output variable is identical for a given flow table. Thus, a state machine with N states and M outputs can be constructed using a single layout replicated N + M times.
A sequential/parallel track selector
Bertolino, F; Bressani, Tullio; Chiavassa, E; Costa, S; Dellacasa, G; Gallio, M; Musso, A
1980-01-01
A medium speed ( approximately 1 mu s) hardware pre-analyzer for the selection of events detected in four planes of drift chambers in the magnetic field of the Omicron Spectrometer at the CERN SC is described. Specific geometrical criteria determine patterns of hits in the four planes of vertical wires that have to be recognized and that are stored as patterns of '1's in random access memories. Pairs of good hits are found sequentially, then the RAMs are used as look-up tables. (6 refs).
Boundary conditions in random sequential adsorption
Cieśla, Michał; Ziff, Robert M.
2018-04-01
The influence of different boundary conditions on the density of random packings of disks is studied. Packings are generated using the random sequential adsorption algorithm with three different types of boundary conditions: periodic, open, and wall. It is found that the finite size effects are smallest for periodic boundary conditions, as expected. On the other hand, in the case of open and wall boundaries it is possible to introduce an effective packing size and a constant correction term to significantly improve the packing densities.
Automatic synthesis of sequential control schemes
International Nuclear Information System (INIS)
Klein, I.
1993-01-01
Of all hard- and software developed for industrial control purposes, the majority is devoted to sequential, or binary valued, control and only a minor part to classical linear control. Typically, the sequential parts of the controller are invoked during startup and shut-down to bring the system into its normal operating region and into some safe standby region, respectively. Despite its importance, fairly little theoretical research has been devoted to this area, and sequential control programs are therefore still created manually without much theoretical support to obtain a systematic approach. We propose a method to create sequential control programs automatically. The main ideas is to spend some effort off-line modelling the plant, and from this model generate the control strategy, that is the plan. The plant is modelled using action structures, thereby concentrating on the actions instead of the states of the plant. In general the planning problem shows exponential complexity in the number of state variables. However, by focusing on the actions, we can identify problem classes as well as algorithms such that the planning complexity is reduced to polynomial complexity. We prove that these algorithms are sound, i.e., the generated solution will solve the stated problem, and complete, i.e., if the algorithms fail, then no solution exists. The algorithms generate a plan as a set of actions and a partial order on this set specifying the execution order. The generated plant is proven to be minimal and maximally parallel. For a larger class of problems we propose a method to split the original problem into a number of simple problems that can each be solved using one of the presented algorithms. It is also shown how a plan can be translated into a GRAFCET chart, and to illustrate these ideas we have implemented a planing tool, i.e., a system that is able to automatically create control schemes. Such a tool can of course also be used on-line if it is fast enough. This
From sequential to parallel programming with patterns
CERN. Geneva
2018-01-01
To increase in both performance and efficiency, our programming models need to adapt to better exploit modern processors. The classic idioms and patterns for programming such as loops, branches or recursion are the pillars of almost every code and are well known among all programmers. These patterns all have in common that they are sequential in nature. Embracing parallel programming patterns, which allow us to program for multi- and many-core hardware in a natural way, greatly simplifies the task of designing a program that scales and performs on modern hardware, independently of the used programming language, and in a generic way.
Sequential extraction of uranium metal contamination
International Nuclear Information System (INIS)
Murry, M.M.; Spitz, H.B.; Connick, W.B.
2016-01-01
Samples of uranium contaminated dirt collected from the dirt floor of an abandoned metal rolling mill were analyzed for uranium using a sequential extraction protocol involving a series of five increasingly aggressive solvents. The quantity of uranium extracted from the contaminated dirt by each reagent can aid in predicting the fate and transport of the uranium contamination in the environment. Uranium was separated from each fraction using anion exchange, electrodeposition and analyzed by alpha spectroscopy analysis. Results demonstrate that approximately 77 % of the uranium was extracted using NH 4 Ac in 25 % acetic acid. (author)
Simultaneous optimization of sequential IMRT plans
International Nuclear Information System (INIS)
Popple, Richard A.; Prellop, Perri B.; Spencer, Sharon A.; Santos, Jennifer F. de los; Duan, Jun; Fiveash, John B.; Brezovich, Ivan A.
2005-01-01
Radiotherapy often comprises two phases, in which irradiation of a volume at risk for microscopic disease is followed by a sequential dose escalation to a smaller volume either at a higher risk for microscopic disease or containing only gross disease. This technique is difficult to implement with intensity modulated radiotherapy, as the tolerance doses of critical structures must be respected over the sum of the two plans. Techniques that include an integrated boost have been proposed to address this problem. However, clinical experience with such techniques is limited, and many clinicians are uncomfortable prescribing nonconventional fractionation schemes. To solve this problem, we developed an optimization technique that simultaneously generates sequential initial and boost IMRT plans. We have developed an optimization tool that uses a commercial treatment planning system (TPS) and a high level programming language for technical computing. The tool uses the TPS to calculate the dose deposition coefficients (DDCs) for optimization. The DDCs were imported into external software and the treatment ports duplicated to create the boost plan. The initial, boost, and tolerance doses were specified and used to construct cost functions. The initial and boost plans were optimized simultaneously using a gradient search technique. Following optimization, the fluence maps were exported to the TPS for dose calculation. Seven patients treated using sequential techniques were selected from our clinical database. The initial and boost plans used to treat these patients were developed independently of each other by dividing the tolerance doses proportionally between the initial and boost plans and then iteratively optimizing the plans until a summation that met the treatment goals was obtained. We used the simultaneous optimization technique to generate plans that met the original planning goals. The coverage of the initial and boost target volumes in the simultaneously optimized
Directory of Open Access Journals (Sweden)
Laurent Dewasme
2017-02-01
Full Text Available Hybridoma cells are commonly grown for the production of monoclonal antibodies (MAb. For monitoring and control purposes of the bioreactors, dynamic models of the cultures are required. However these models are difficult to infer from the usually limited amount of available experimental data and do not focus on target protein production optimization. This paper explores an experimental case study where hybridoma cells are grown in a sequential batch reactor. The simplest macroscopic reaction scheme translating the data is first derived using a maximum likelihood principal component analysis. Subsequently, nonlinear least-squares estimation is used to determine the kinetic laws. The resulting dynamic model reproduces quite satisfactorily the experimental data, as evidenced in direct and cross-validation tests. Furthermore, model predictions can also be used to predict optimal medium renewal time and composition.
International Nuclear Information System (INIS)
Zuhr, R.A.
1995-11-01
The linear and nonlinear optical properties of nanometer dimension metal colloids embedded in a dielectric depend explicitly on the electronic structure of the metal nanoclusters. The ability to control the electronic structure of the nanoclusters may make it possible to tailor the optical properties for enhanced performance. By sequential implantation of different metal ion species multi-component nanoclusters can be formed with significantly different optical properties than single element metal nanoclusters. The authors report the formation of multi-component Sb/Ag nanoclusters in silica by sequential implantation of Sb and Ag. Samples were implanted with relative ratios of Sb to Ag of 1:1 and 3:1. A second set of samples was made by single element implantations of Ag and Sb at the same energies and doses used to make the sequentially implanted samples. All samples were characterized using RBS and both linear and nonlinear optical measurements. The presence of both ions significantly modifies the optical properties of the composites compared to the single element nanocluster glass composites. In the sequentially implanted samples the optical density is lower, and the strong surface plasmon resonance absorption observed in the Ag implanted samples is not present. At the same time the nonlinear response of the these samples is larger than for the samples implanted with Sb alone, suggesting that the addition of Ag can increase the nonlinear response of the Sb particles formed. The results are consistent with the formation of multi-component Sb/Ag colloids
Comparison of Sequential and Variational Data Assimilation
Alvarado Montero, Rodolfo; Schwanenberg, Dirk; Weerts, Albrecht
2017-04-01
Data assimilation is a valuable tool to improve model state estimates by combining measured observations with model simulations. It has recently gained significant attention due to its potential in using remote sensing products to improve operational hydrological forecasts and for reanalysis purposes. This has been supported by the application of sequential techniques such as the Ensemble Kalman Filter which require no additional features within the modeling process, i.e. it can use arbitrary black-box models. Alternatively, variational techniques rely on optimization algorithms to minimize a pre-defined objective function. This function describes the trade-off between the amount of noise introduced into the system and the mismatch between simulated and observed variables. While sequential techniques have been commonly applied to hydrological processes, variational techniques are seldom used. In our believe, this is mainly attributed to the required computation of first order sensitivities by algorithmic differentiation techniques and related model enhancements, but also to lack of comparison between both techniques. We contribute to filling this gap and present the results from the assimilation of streamflow data in two basins located in Germany and Canada. The assimilation introduces noise to precipitation and temperature to produce better initial estimates of an HBV model. The results are computed for a hindcast period and assessed using lead time performance metrics. The study concludes with a discussion of the main features of each technique and their advantages/disadvantages in hydrological applications.
Time scale of random sequential adsorption.
Erban, Radek; Chapman, S Jonathan
2007-04-01
A simple multiscale approach to the diffusion-driven adsorption from a solution to a solid surface is presented. The model combines two important features of the adsorption process: (i) The kinetics of the chemical reaction between adsorbing molecules and the surface and (ii) geometrical constraints on the surface made by molecules which are already adsorbed. The process (i) is modeled in a diffusion-driven context, i.e., the conditional probability of adsorbing a molecule provided that the molecule hits the surface is related to the macroscopic surface reaction rate. The geometrical constraint (ii) is modeled using random sequential adsorption (RSA), which is the sequential addition of molecules at random positions on a surface; one attempt to attach a molecule is made per one RSA simulation time step. By coupling RSA with the diffusion of molecules in the solution above the surface the RSA simulation time step is related to the real physical time. The method is illustrated on a model of chemisorption of reactive polymers to a virus surface.
Hybrid Computerized Adaptive Testing: From Group Sequential Design to Fully Sequential Design
Wang, Shiyu; Lin, Haiyan; Chang, Hua-Hua; Douglas, Jeff
2016-01-01
Computerized adaptive testing (CAT) and multistage testing (MST) have become two of the most popular modes in large-scale computer-based sequential testing. Though most designs of CAT and MST exhibit strength and weakness in recent large-scale implementations, there is no simple answer to the question of which design is better because different…
Sequential and simultaneous choices: testing the diet selection and sequential choice models.
Freidin, Esteban; Aw, Justine; Kacelnik, Alex
2009-03-01
We investigate simultaneous and sequential choices in starlings, using Charnov's Diet Choice Model (DCM) and Shapiro, Siller and Kacelnik's Sequential Choice Model (SCM) to integrate function and mechanism. During a training phase, starlings encountered one food-related option per trial (A, B or R) in random sequence and with equal probability. A and B delivered food rewards after programmed delays (shorter for A), while R ('rejection') moved directly to the next trial without reward. In this phase we measured latencies to respond. In a later, choice, phase, birds encountered the pairs A-B, A-R and B-R, the first implementing a simultaneous choice and the second and third sequential choices. The DCM predicts when R should be chosen to maximize intake rate, and SCM uses latencies of the training phase to predict choices between any pair of options in the choice phase. The predictions of both models coincided, and both successfully predicted the birds' preferences. The DCM does not deal with partial preferences, while the SCM does, and experimental results were strongly correlated to this model's predictions. We believe that the SCM may expose a very general mechanism of animal choice, and that its wider domain of success reflects the greater ecological significance of sequential over simultaneous choices.
Planck 2013 results. XV. CMB power spectra and likelihood
Planck Collaboration; Ade, P. A. R.; Aghanim, N.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A. J.; Barreiro, R. B.; Bartlett, J. G.; Battaner, E.; Benabed, K.; Benoît, A.; Benoit-Lévy, A.; Bernard, J.-P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J. J.; Bonaldi, A.; Bonavera, L.; Bond, J. R.; Borrill, J.; Bouchet, F. R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R. C.; Calabrese, E.; Cardoso, J.-F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, H. C.; Chiang, L.-Y.; Christensen, P. R.; Church, S.; Clements, D. L.; Colombi, S.; Colombo, L. P. L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B. P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R. D.; Davis, R. J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.-M.; Désert, F.-X.; Dickinson, C.; Diego, J. M.; Dole, H.; Donzelli, S.; Doré, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Enßlin, T. A.; Eriksen, H. K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A. A.; Franceschi, E.; Gaier, T. C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Héraud, Y.; Gjerløw, E.; González-Nuevo, J.; Górski, K. M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J. E.; Hansen, F. K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versillé, S.; Hernández-Monteagudo, C.; Herranz, D.; Hildebrandt, S. R.; Hivon, E.; Hobson, M.; Holmes, W. A.; Hornstrup, A.; Hovest, W.; Huffenberger, K. M.; Hurier, G.; Jaffe, A. H.; Jaffe, T. R.; Jewell, J.; Jones, W. C.; Juvela, M.; Keihänen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T. S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lähteenmäki, A.; Lamarre, J.-M.; Lasenby, A.; Lattanzi, M.; Laureijs, R. J.; Lawrence, C. R.; Le Jeune, M.; Leach, S.; Leahy, J. P.; Leonardi, R.; León-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P. B.; Linden-Vørnle, M.; Lindholm, V.; López-Caniego, M.; Lubin, P. M.; Macías-Pérez, J. F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D. J.; Martin, P. G.; Martínez-González, E.; Masi, S.; Massardi, M.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P. R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschênes, M.-A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Murphy, J. A.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C. B.; Nørgaard-Nielsen, H. U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I. J.; Orieux, F.; Osborne, S.; Oxborrow, C. A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G. W.; Prézeau, G.; Prunet, S.; Puget, J.-L.; Rachen, J. P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubiño-Martín, J. A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M. D.; Shellard, E. P. S.; Spencer, L. D.; Starck, J.-L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.-S.; Sygnet, J.-F.; Tauber, J. A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Türler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L. A.; Wandelt, B. D.; Wehus, I. K.; White, M.; White, S. D. M.; Yvon, D.; Zacchei, A.; Zonca, A.
2014-11-01
This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best estimate of the CMB angular power spectrum from Planck over three decades in multipole moment, ℓ, covering 2 ≤ ℓ ≤ 2500. The main source of uncertainty at ℓ ≲ 1500 is cosmic variance. Uncertainties in small-scale foreground modelling and instrumental noise dominate the error budget at higher ℓs. For ℓ impact of residual foreground and instrumental uncertainties on the final cosmological parameters. We find good internal agreement among the high-ℓ cross-spectra with residuals below a few μK2 at ℓ ≲ 1000, in agreement with estimated calibration uncertainties. We compare our results with foreground-cleaned CMB maps derived from all Planck frequencies, as well as with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. We further show that the best-fit ΛCDM cosmology is in excellent agreement with preliminary PlanckEE and TE polarisation spectra. We find that the standard ΛCDM cosmology is well constrained by Planck from the measurements at ℓ ≲ 1500. One specific example is the spectral index of scalar perturbations, for which we report a 5.4σ deviation from scale invariance, ns = 1. Increasing the multipole range beyond ℓ ≃ 1500 does not increase our accuracy for the ΛCDM parameters, but instead allows us to study extensions beyond the standard model. We find no indication of significant departures from the ΛCDM framework. Finally, we report a tension between the Planck best-fit ΛCDM model and the low-ℓ spectrum in the form of a power deficit of 5-10% at ℓ ≲ 40, with a statistical significance of 2.5-3σ. Without a theoretically motivated model for
Efficient algorithms for maximum likelihood decoding in the surface code
Bravyi, Sergey; Suchara, Martin; Vargo, Alexander
2014-09-01
We describe two implementations of the optimal error correction algorithm known as the maximum likelihood decoder (MLD) for the two-dimensional surface code with a noiseless syndrome extraction. First, we show how to implement MLD exactly in time O (n2), where n is the number of code qubits. Our implementation uses a reduction from MLD to simulation of matchgate quantum circuits. This reduction however requires a special noise model with independent bit-flip and phase-flip errors. Secondly, we show how to implement MLD approximately for more general noise models using matrix product states (MPS). Our implementation has running time O (nχ3), where χ is a parameter that controls the approximation precision. The key step of our algorithm, borrowed from the density matrix renormalization-group method, is a subroutine for contracting a tensor network on the two-dimensional grid. The subroutine uses MPS with a bond dimension χ to approximate the sequence of tensors arising in the course of contraction. We benchmark the MPS-based decoder against the standard minimum weight matching decoder observing a significant reduction of the logical error probability for χ ≥4.
Maximum likelihood sequence estimation for optical complex direct modulation.
Che, Di; Yuan, Feng; Shieh, William
2017-04-17
Semiconductor lasers are versatile optical transmitters in nature. Through the direct modulation (DM), the intensity modulation is realized by the linear mapping between the injection current and the light power, while various angle modulations are enabled by the frequency chirp. Limited by the direct detection, DM lasers used to be exploited only as 1-D (intensity or angle) transmitters by suppressing or simply ignoring the other modulation. Nevertheless, through the digital coherent detection, simultaneous intensity and angle modulations (namely, 2-D complex DM, CDM) can be realized by a single laser diode. The crucial technique of CDM is the joint demodulation of intensity and differential phase with the maximum likelihood sequence estimation (MLSE), supported by a closed-form discrete signal approximation of frequency chirp to characterize the MLSE transition probability. This paper proposes a statistical method for the transition probability to significantly enhance the accuracy of the chirp model. Using the statistical estimation, we demonstrate the first single-channel 100-Gb/s PAM-4 transmission over 1600-km fiber with only 10G-class DM lasers.
Maximum likelihood estimation for cytogenetic dose-response curves
International Nuclear Information System (INIS)
Frome, E.L; DuFrain, R.J.
1983-10-01
In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa[γd + g(t, tau)d 2 ], where t is the time and d is dose. The coefficient of the d 2 term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure
Ringing Artefact Reduction By An Efficient Likelihood Improvement Method
Fuderer, Miha
1989-10-01
In MR imaging, the extent of the acquired spatial frequencies of the object is necessarily finite. The resulting image shows artefacts caused by "truncation" of its Fourier components. These are known as Gibbs artefacts or ringing artefacts. These artefacts are particularly. visible when the time-saving reduced acquisition method is used, say, when scanning only the lowest 70% of the 256 data lines. Filtering the data results in loss of resolution. A method is described that estimates the high frequency data from the low-frequency data lines, with the likelihood of the image as criterion. It is a computationally very efficient method, since it requires practically only two extra Fourier transforms, in addition to the normal. reconstruction. The results of this method on MR images of human subjects are promising. Evaluations on a 70% acquisition image show about 20% decrease of the error energy after processing. "Error energy" is defined as the total power of the difference to a 256-data-lines reference image. The elimination of ringing artefacts then appears almost complete..
Maximum-likelihood estimation of recent shared ancestry (ERSA).
Huff, Chad D; Witherspoon, David J; Simonson, Tatum S; Xing, Jinchuan; Watkins, W Scott; Zhang, Yuhua; Tuohy, Therese M; Neklason, Deborah W; Burt, Randall W; Guthery, Stephen L; Woodward, Scott R; Jorde, Lynn B
2011-05-01
Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package.
Quantifying uncertainty, variability and likelihood for ordinary differential equation models
LENUS (Irish Health Repository)
Weisse, Andrea Y
2010-10-28
Abstract Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.
Affective mapping: An activation likelihood estimation (ALE) meta-analysis.
Kirby, Lauren A J; Robinson, Jennifer L
2017-11-01
Functional neuroimaging has the spatial resolution to explain the neural basis of emotions. Activation likelihood estimation (ALE), as opposed to traditional qualitative meta-analysis, quantifies convergence of activation across studies within affective categories. Others have used ALE to investigate a broad range of emotions, but without the convenience of the BrainMap database. We used the BrainMap database and analysis resources to run separate meta-analyses on coordinates reported for anger, anxiety, disgust, fear, happiness, humor, and sadness. Resultant ALE maps were compared to determine areas of convergence between emotions, as well as to identify affect-specific networks. Five out of the seven emotions demonstrated consistent activation within the amygdala, whereas all emotions consistently activated the right inferior frontal gyrus, which has been implicated as an integration hub for affective and cognitive processes. These data provide the framework for models of affect-specific networks, as well as emotional processing hubs, which can be used for future studies of functional or effective connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.
Dark matter CMB constraints and likelihoods for poor particle physicists
Energy Technology Data Exchange (ETDEWEB)
Cline, James M.; Scott, Pat, E-mail: jcline@physics.mcgill.ca, E-mail: patscott@physics.mcgill.ca [Department of Physics, McGill University, 3600 rue University, Montréal, QC, H3A 2T8 (Canada)
2013-03-01
The cosmic microwave background provides constraints on the annihilation and decay of light dark matter at redshifts between 100 and 1000, the strength of which depends upon the fraction of energy ending up in the form of electrons and photons. The resulting constraints are usually presented for a limited selection of annihilation and decay channels. Here we provide constraints on the annihilation cross section and decay rate, at discrete values of the dark matter mass m{sub χ}, for all the annihilation and decay channels whose secondary spectra have been computed using PYTHIA in arXiv:1012.4515 (''PPPC 4 DM ID: a poor particle physicist cookbook for dark matter indirect detection''), namely e, μ, τ, V → e, V → μ, V → τ, u, d s, c, b, t, γ, g, W, Z and h. By interpolating in mass, these can be used to find the CMB constraints and likelihood functions from WMAP7 and Planck for a wide range of dark matter models, including those with annihilation or decay into a linear combination of different channels.
Dark matter CMB constraints and likelihoods for poor particle physicists
International Nuclear Information System (INIS)
Cline, James M.; Scott, Pat
2013-01-01
The cosmic microwave background provides constraints on the annihilation and decay of light dark matter at redshifts between 100 and 1000, the strength of which depends upon the fraction of energy ending up in the form of electrons and photons. The resulting constraints are usually presented for a limited selection of annihilation and decay channels. Here we provide constraints on the annihilation cross section and decay rate, at discrete values of the dark matter mass m χ , for all the annihilation and decay channels whose secondary spectra have been computed using PYTHIA in arXiv:1012.4515 (''PPPC 4 DM ID: a poor particle physicist cookbook for dark matter indirect detection''), namely e, μ, τ, V → e, V → μ, V → τ, u, d s, c, b, t, γ, g, W, Z and h. By interpolating in mass, these can be used to find the CMB constraints and likelihood functions from WMAP7 and Planck for a wide range of dark matter models, including those with annihilation or decay into a linear combination of different channels
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
Physical activity may decrease the likelihood of children developing constipation.
Seidenfaden, Sandra; Ormarsson, Orri Thor; Lund, Sigrun H; Bjornsson, Einar S
2018-01-01
Childhood constipation is common. We evaluated children diagnosed with constipation, who were referred to an Icelandic paediatric emergency department, and determined the effect of lifestyle factors on its aetiology. The parents of children who were diagnosed with constipation and participated in a phase IIB clinical trial on laxative suppositories answered an online questionnaire about their children's lifestyle and constipation in March-April 2013. The parents of nonconstipated children that visited the paediatric department of Landspitali University Hospital or an Icelandic outpatient clinic answered the same questionnaire. We analysed responses regarding 190 children aged one year to 18 years: 60 with constipation and 130 without. We found that 40% of the constipated children had recurrent symptoms, 27% had to seek medical attention more than once and 33% received medication per rectum. The 47 of 130 control group subjects aged 10-18 were much more likely to exercise more than three times a week (72%) and for more than a hour (62%) than the 26 of 60 constipated children of the same age (42% and 35%, respectively). Constipation risk factors varied with age and many children diagnosed with constipation had recurrent symptoms. Physical activity may affect the likelihood of developing constipation in older children. ©2017 Foundation Acta Paediatrica. Published by John Wiley & Sons Ltd.
Maximum likelihood pedigree reconstruction using integer linear programming.
Cussens, James; Bartlett, Mark; Jones, Elinor M; Sheehan, Nuala A
2013-01-01
Large population biobanks of unrelated individuals have been highly successful in detecting common genetic variants affecting diseases of public health concern. However, they lack the statistical power to detect more modest gene-gene and gene-environment interaction effects or the effects of rare variants for which related individuals are ideally required. In reality, most large population studies will undoubtedly contain sets of undeclared relatives, or pedigrees. Although a crude measure of relatedness might sometimes suffice, having a good estimate of the true pedigree would be much more informative if this could be obtained efficiently. Relatives are more likely to share longer haplotypes around disease susceptibility loci and are hence biologically more informative for rare variants than unrelated cases and controls. Distant relatives are arguably more useful for detecting variants with small effects because they are less likely to share masking environmental effects. Moreover, the identification of relatives enables appropriate adjustments of statistical analyses that typically assume unrelatedness. We propose to exploit an integer linear programming optimisation approach to pedigree learning, which is adapted to find valid pedigrees by imposing appropriate constraints. Our method is not restricted to small pedigrees and is guaranteed to return a maximum likelihood pedigree. With additional constraints, we can also search for multiple high-probability pedigrees and thus account for the inherent uncertainty in any particular pedigree reconstruction. The true pedigree is found very quickly by comparison with other methods when all individuals are observed. Extensions to more complex problems seem feasible. © 2012 Wiley Periodicals, Inc.
Kinnear, John; Jackson, Ruth
2017-07-01
Although physicians are highly trained in the application of evidence-based medicine, and are assumed to make rational decisions, there is evidence that their decision making is prone to biases. One of the biases that has been shown to affect accuracy of judgements is that of representativeness and base-rate neglect, where the saliency of a person's features leads to overestimation of their likelihood of belonging to a group. This results in the substitution of 'subjective' probability for statistical probability. This study examines clinicians' propensity to make estimations of subjective probability when presented with clinical information that is considered typical of a medical condition. The strength of the representativeness bias is tested by presenting choices in textual and graphic form. Understanding of statistical probability is also tested by omitting all clinical information. For the questions that included clinical information, 46.7% and 45.5% of clinicians made judgements of statistical probability, respectively. Where the question omitted clinical information, 79.9% of clinicians made a judgement consistent with statistical probability. There was a statistically significant difference in responses to the questions with and without representativeness information (χ2 (1, n=254)=54.45, pprobability. One of the causes for this representativeness bias may be the way clinical medicine is taught where stereotypic presentations are emphasised in diagnostic decision making. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/.
Race of source effects in the elaboration likelihood model.
White, P H; Harkins, S G
1994-11-01
In a series of experiments, we investigated the effect of race of source on persuasive communications in the Elaboration Likelihood Model (R.E. Petty & J.T. Cacioppo, 1981, 1986). In Experiment 1, we found no evidence that White participants responded to a Black source as a simple negative cue. Experiment 2 suggested the possibility that exposure to a Black source led to low-involvement message processing. In Experiments 3 and 4, a distraction paradigm was used to test this possibility, and it was found that participants under low involvement were highly motivated to process a message presented by a Black source. In Experiment 5, we found that attitudes toward the source's ethnic group, rather than violations of expectancies, accounted for this processing effect. Taken together, the results of these experiments are consistent with S.L. Gaertner and J.F. Dovidio's (1986) theory of aversive racism, which suggests that Whites, because of a combination of egalitarian values and underlying negative racial attitudes, are very concerned about not appearing unfavorable toward Blacks, leading them to be highly motivated to process messages presented by a source from this group.
Maximum likelihood estimation for cytogenetic dose-response curves
Energy Technology Data Exchange (ETDEWEB)
Frome, E.L; DuFrain, R.J.
1983-10-01
In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
Maximum likelihood approach for several stochastic volatility models
International Nuclear Information System (INIS)
Camprodon, Jordi; Perelló, Josep
2012-01-01
Volatility measures the amplitude of price fluctuations. Despite it being one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the simplest versions of the expOU, the OU and the Heston stochastic volatility models and we study their performance in terms of the log-price probability, the volatility probability, and its Mean First-Passage Time. The approach has some predictive power on the future returns amplitude by only knowing the current volatility. The assumed models do not consider long-range volatility autocorrelation and the asymmetric return-volatility cross-correlation but the method still yields very naturally these two important stylized facts. We apply the method to different market indices and with a good performance in all cases. (paper)
Equivalence between quantum simultaneous games and quantum sequential games
Kobayashi, Naoki
2007-01-01
A framework for discussing relationships between different types of games is proposed. Within the framework, quantum simultaneous games, finite quantum simultaneous games, quantum sequential games, and finite quantum sequential games are defined. In addition, a notion of equivalence between two games is defined. Finally, the following three theorems are shown: (1) For any quantum simultaneous game G, there exists a quantum sequential game equivalent to G. (2) For any finite quantum simultaneo...
Discrimination between sequential and simultaneous virtual channels with electrical hearing
Landsberger, David; Galvin, John J.
2011-01-01
In cochlear implants (CIs), simultaneous or sequential stimulation of adjacent electrodes can produce intermediate pitch percepts between those of the component electrodes. However, it is unclear whether simultaneous and sequential virtual channels (VCs) can be discriminated. In this study, CI users were asked to discriminate simultaneous and sequential VCs; discrimination was measured for monopolar (MP) and bipolar + 1 stimulation (BP + 1), i.e., relatively broad and focused stimulation mode...
C-quence: a tool for analyzing qualitative sequential data.
Duncan, Starkey; Collier, Nicholson T
2002-02-01
C-quence is a software application that matches sequential patterns of qualitative data specified by the user and calculates the rate of occurrence of these patterns in a data set. Although it was designed to facilitate analyses of face-to-face interaction, it is applicable to any data set involving categorical data and sequential information. C-quence queries are constructed using a graphical user interface. The program does not limit the complexity of the sequential patterns specified by the user.
Yang, Ji; Gu, Hongya; Yang, Ziheng
2004-01-01
Chalcone synthase (CHS) is a key enzyme in the biosynthesis of flavonoides, which are important for the pigmentation of flowers and act as attractants to pollinators. Genes encoding CHS constitute a multigene family in which the copy number varies among plant species and functional divergence appears to have occurred repeatedly. In morning glories (Ipomoea), five functional CHS genes (A-E) have been described. Phylogenetic analysis of the Ipomoea CHS gene family revealed that CHS A, B, and C experienced accelerated rates of amino acid substitution relative to CHS D and E. To examine whether the CHS genes of the morning glories underwent adaptive evolution, maximum-likelihood models of codon substitution were used to analyze the functional sequences in the Ipomoea CHS gene family. These models used the nonsynonymous/synonymous rate ratio (omega = d(N)/ d(S)) as an indicator of selective pressure and allowed the ratio to vary among lineages or sites. Likelihood ratio test suggested significant variation in selection pressure among amino acid sites, with a small proportion of them detected to be under positive selection along the branches ancestral to CHS A, B, and C. Positive Darwinian selection appears to have promoted the divergence of subfamily ABC and subfamily DE and is at least partially responsible for a rate increase following gene duplication.
International Nuclear Information System (INIS)
Gorodkov, S.
2009-01-01
Dominance ratio, or more precisely, its closeness to unity, is important characteristic of large reactor. It allows evaluate beforehand the number of source iterations required in deterministic calculations of power spatial distribution. Or the minimal number of histories to be modeled for achievement of statistical error level desired in large core Monte Carlo calculations. In this work relatively simple approach for dominance ratio evaluation is proposed. It essentially uses core symmetry. Dependence of dominance ratio on neutron flux spatial distribution is demonstrated. (author)
International Nuclear Information System (INIS)
Gorodkov, S.S.
2009-01-01
Dominance ratio, or more precisely, its closeness to unity, is important characteristic of large reactor. It allows evaluate beforehand the number of source iterations required in deterministic calculations of power spatial distribution. Or the minimal number of histories to be modeled for achievement of statistical error level desired in large core Monte Carlo calculations. In this work relatively simple approach for dominance ratio evaluation is proposed. It essentially uses core symmetry. Dependence of dominance ratio on neutron flux spatial distribution is demonstrated. (Authors)
William N. Goetzmann; Jonathan E. Ingersoll Jr.; Matthew I. Spiegel; Ivo Welch
2002-01-01
It is now well known that the Sharpe ratio and other related reward-to-risk measures may be manipulated with option-like strategies. In this paper we derive the general conditions for achieving the maximum expected Sharpe ratio. We derive static rules for achieving the maximum Sharpe ratio with two or more options, as well as a continuum of derivative contracts. The optimal strategy has a truncated right tail and a fat left tail. We also derive dynamic rules for increasing the Sharpe ratio. O...
Discrimination between sequential and simultaneous virtual channels with electrical hearing.
Landsberger, David; Galvin, John J
2011-09-01
In cochlear implants (CIs), simultaneous or sequential stimulation of adjacent electrodes can produce intermediate pitch percepts between those of the component electrodes. However, it is unclear whether simultaneous and sequential virtual channels (VCs) can be discriminated. In this study, CI users were asked to discriminate simultaneous and sequential VCs; discrimination was measured for monopolar (MP) and bipolar + 1 stimulation (BP + 1), i.e., relatively broad and focused stimulation modes. For sequential VCs, the interpulse interval (IPI) varied between 0.0 and 1.8 ms. All stimuli were presented at comfortably loud, loudness-balanced levels at a 250 pulse per second per electrode (ppse) stimulation rate. On average, CI subjects were able to reliably discriminate between sequential and simultaneous VCs. While there was no significant effect of IPI or stimulation mode on VC discrimination, some subjects exhibited better VC discrimination with BP + 1 stimulation. Subjects' discrimination between sequential and simultaneous VCs was correlated with electrode discrimination, suggesting that spatial selectivity may influence perception of sequential VCs. To maintain equal loudness, sequential VC amplitudes were nearly double those of simultaneous VCs, presumably resulting in a broader spread of excitation. These results suggest that perceptual differences between simultaneous and sequential VCs might be explained by differences in the spread of excitation. © 2011 Acoustical Society of America
Group-sequential analysis may allow for early trial termination
DEFF Research Database (Denmark)
Gerke, Oke; Vilstrup, Mie H; Halekoh, Ulrich
2017-01-01
BACKGROUND: Group-sequential testing is widely used in pivotal therapeutic, but rarely in diagnostic research, although it may save studies, time, and costs. The purpose of this paper was to demonstrate a group-sequential analysis strategy in an intra-observer study on quantitative FDG-PET/CT mea......BACKGROUND: Group-sequential testing is widely used in pivotal therapeutic, but rarely in diagnostic research, although it may save studies, time, and costs. The purpose of this paper was to demonstrate a group-sequential analysis strategy in an intra-observer study on quantitative FDG...
Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik
2018-05-01
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.
International Nuclear Information System (INIS)
Goldman, A.S.; Beedgen, R.
1982-01-01
The investigation of data falsification and/or diversion is of major concern in nuclear materials accounting procedures used in international safeguards. In this paper, two procedures, denoted by (D,MUF) and LR (Likelihood Ratio), are discussed and compared when testing the hypothesis that neither diversion nor falsification has taken place versus the one-sided alternative that at least one of these parameters is positive. Critical regions and detection probabilities are given for both tests. It is shown that the LR method outperforms (D,MUF) when diversion and falsification take place
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
2016-01-01
Based on an omnibus likelihood ratio test statistic for the equality of several variance-covariance matrices following the complex Wishart distribution with an associated p-value and a factorization of this test statistic, change analysis in a short sequence of multilook, polarimetric SAR data...... in the covariance matrix representation is carried out. The omnibus test statistic and its factorization detect if and when change(s) occur. The technique is demonstrated on airborne EMISAR L-band data but may be applied to Sentinel-1, Cosmo-SkyMed, TerraSAR-X, ALOS and RadarSat-2 or other dual- and quad...
Clinical evaluation of synthetic aperture sequential beamforming
DEFF Research Database (Denmark)
Hansen, Peter Møller; Hemmsen, Martin Christian; Lange, Theis
2012-01-01
In this study clinically relevant ultrasound images generated with synthetic aperture sequential beamforming (SASB) is compared to images generated with a conventional technique. The advantage of SASB is the ability to produce high resolution ultrasound images with a high frame rate and at the same...... time massively reduce the amount of generated data. SASB was implemented in a system consisting of a conventional ultrasound scanner connected to a PC via a research interface. This setup enables simultaneous recording with both SASB and conventional technique. Eighteen volunteers were ultrasound...... scanned abdominally, and 84 sequence pairs were recorded. Each sequence pair consists of two simultaneous recordings of the same anatomical location with SASB and conventional B-mode imaging. The images were evaluated in terms of spatial resolution, contrast, unwanted artifacts, and penetration depth...
Sequential cooling insert for turbine stator vane
Jones, Russel B
2017-04-04
A sequential flow cooling insert for a turbine stator vane of a small gas turbine engine, where the impingement cooling insert is formed as a single piece from a metal additive manufacturing process such as 3D metal printing, and where the insert includes a plurality of rows of radial extending impingement cooling air holes alternating with rows of radial extending return air holes on a pressure side wall, and where the insert includes a plurality of rows of chordwise extending second impingement cooling air holes on a suction side wall. The insert includes alternating rows of radial extending cooling air supply channels and return air channels that form a series of impingement cooling on the pressure side followed by the suction side of the insert.
Gleason-Busch theorem for sequential measurements
Flatt, Kieran; Barnett, Stephen M.; Croke, Sarah
2017-12-01
Gleason's theorem is a statement that, given some reasonable assumptions, the Born rule used to calculate probabilities in quantum mechanics is essentially unique [A. M. Gleason, Indiana Univ. Math. J. 6, 885 (1957), 10.1512/iumj.1957.6.56050]. We show that Gleason's theorem contains within it also the structure of sequential measurements, and along with this the state update rule. We give a small set of axioms, which are physically motivated and analogous to those in Busch's proof of Gleason's theorem [P. Busch, Phys. Rev. Lett. 91, 120403 (2003), 10.1103/PhysRevLett.91.120403], from which the familiar Kraus operator form follows. An axiomatic approach has practical relevance as well as fundamental interest, in making clear those assumptions which underlie the security of quantum communication protocols. Interestingly, the two-time formalism is seen to arise naturally in this approach.
Multilevel sequential Monte-Carlo samplers
Jasra, Ajay
2016-01-01
Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.
Sequential Stereotype Priming: A Meta-Analysis.
Kidder, Ciara K; White, Katherine R; Hinojos, Michelle R; Sandoval, Mayra; Crites, Stephen L
2017-08-01
Psychological interest in stereotype measurement has spanned nearly a century, with researchers adopting implicit measures in the 1980s to complement explicit measures. One of the most frequently used implicit measures of stereotypes is the sequential priming paradigm. The current meta-analysis examines stereotype priming, focusing specifically on this paradigm. To contribute to ongoing discussions regarding methodological rigor in social psychology, one primary goal was to identify methodological moderators of the stereotype priming effect-whether priming is due to a relation between the prime and target stimuli, the prime and target response, participant task, stereotype dimension, stimulus onset asynchrony (SOA), and stimuli type. Data from 39 studies yielded 87 individual effect sizes from 5,497 participants. Analyses revealed that stereotype priming is significantly moderated by the presence of prime-response relations, participant task, stereotype dimension, target stimulus type, SOA, and prime repetition. These results carry both practical and theoretical implications for future research on stereotype priming.