Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

Genetic maternity and paternity in a local population of armadillos assessed by microsatellite DNA markers and field data.

Genetic data from polymorphic microsatellite loci were employed to estimate paternity and maternity in a local population of nine-banded armadillos (Dasypus novemcinctus) in northern Florida. The parentage assessments took advantage of maximum likelihood procedures developed expressly for situations when individuals of neither gender can be excluded a priori as candidate parents. The molecular data for 290 individuals, interpreted alone and in conjunction with detailed biological and spatial information for the population, demonstrate high exclusion probabilities and reasonably strong likelihoods of genetic parentage assignment in many cases; low mean probabilities of successful reproductive contribution to the local population by individual armadillo adults in a given year; and statistically significant microspatial associations of parents and their offspring. Results suggest that molecular assays of highly polymorphic genetic systems can add considerable power to assessments of biological parentage in natural populations even when neither parent is otherwise known.

Object tracking using SIFT features and mean shift

A scale invariant feature transform (SIFT) based mean shift algorithm is presented for object tracking in real scenarios. SIFT features are used to correspond the region of interests across frames. Meanwhile, mean shift is applied to conduct similarity search via color histograms. The probability distributions from these two measurements are evaluated in an expectation–maximization scheme so as to achieve maximum likelihood estimation of similar regions. This mutual support mechanism can lead to consistent tracking performance if one of the two measurements becomes unstable. Experimental work demonstrates that the proposed mean shift/SIFT strategy improves the tracking performance of the classical mean shift and SIFT tracking algorithms in complicated real scenarios.

Measurements, modeling and simulation of the off-body radio channel for the implementation of bodyworn antenna diversity at 868 MHz

This paper presents a systematic measurement campaign of diversity reception techniques for use in multiple-antenna wearable systems operating at 868 MHz. The experiments were performed using six time-synchronized bodyworn receivers and considered mobile off-body communications in an anechoic chamber, open office area and a hallway. The cross-correlation coefficient between the signal fading measured by bodyworn receivers was dependent upon the local environment and typically below 0.7. All received signal envelopes were combined in post-processing to study the potential benefits of implementing receiver diversity based upon selection combination, equal-gain and maximal-ratio combining. It is shown that, in an open office area, the 5.7 dB diversity gain obtained using a dual-branch bodyworn maximal-ratio diversity system may be further improved to 11.1 dB if a six-branch system was used. First-and second-order theoretical equations for diversity reception techniques operating in Nakagami fading conditions were used to model the postdetection combined envelopes. Maximum likelihood estimates of the Nakagami-parameter suggest that the fading conditions encountered in this study were generally less severe than Rayleigh. The paper also describes an algorithm that may be used to simulate the measured output of an M-branch diversity combiner operating in independent and identically-distributed Nakagami fading environments.

Channel characterization for single- and multiple-antenna wearable systems used for indoor body-to-body communications

In this paper, an analysis of radio channel characteristics for single- and multiple-antenna bodyworn systems for use in body-to-body communications is presented. The work was based on an extensive measurement campaign conducted at 2.45 GHz representative of an indoor sweep and search scenario for fire and rescue personnel. Using maximum-likelihood estimation in conjunction with the Akaike information criterion (AIC), five candidate probability distributions were investigated and from these the kappa - mu distribution was found to best describe small-scale fading observed in the body-to-body channels. Additional channel parameters such as autocorrelation and the cross-correlation coefficient between fading signal envelopes were also analyzed. Low cross correlation and small differences in mean signal levels between potential dual-branch diversity receivers suggested that the prospect of successfully implementing diversity in this type application is extremely good. Moreover, using selection combination, maximal ratio, and equal gain combining, up to 8.69-dB diversity gain can be made available when four spatially separated antennas are used at the receiver. Additional improvements in the combined envelopes through lower level crossing rates and fade durations at low signal levels were also observed.

An experimental investigation into the influence of user state and environment on fading characteristics in wireless body area networks at 2.45 GHz

Using seven strategically placed, time-synchronized bodyworn receivers covering the head, upper front and back torso, and the limbs, we have investigated the effect of user state: stationary or mobile and local environment: anechoic chamber, open office area and hallway upon first and second order statistics for on-body fading channels. Three candidate models were considered: Nakagami, Rice and lognormal. Using maximum likelihood estimation and the Akaike information criterion it was established that the Nakagami-m distribution best described small-scale fading for the majority of on-body channels over all the measurement scenarios. When the user was stationary, Nakagami-m parameters were found to be much greater than 1, irrespective of local surroundings. For mobile channels, Nakagami-m parameters significantly decreased, with channels in the open office area and hallway experiencing the worst fading conditions.

Achieving Space and Time Diversity by Using Lattice Constellation Based Joint Alamouti Coding

In this letter, we propose a simple space-time code to simultaneously achieve both the space and time diversities over time dispersive channels by using two-dimensional lattice constellations and Alamouti codes. The proposed scheme still reserves full space diversity and double-real-symbols joint maximum likelihood decoding which has the similar computation complexity as the Alamouti code.

The death of massive stars - I. Observational constraints on the progenitors of Type II-P supernovae

We present the results of a 10.5-yr, volume-limited (28-Mpc) search for supernova (SN) progenitor stars. In doing so we compile all SNe discovered within this volume (132, of which 27 per cent are Type Ia) and determine the relative rates of each subtype from literature studies. The core-collapse SNe break down into 59 per cent II-P and 29 per cent Ib/c, with the remainder being IIb (5 per cent), IIn (4 per cent) and II-L (3 per cent). There have been 20 II-P SNe with high-quality optical or near-infrared pre-explosion images that allow a meaningful search for the progenitor stars. In five cases they are clearly red supergiants, one case is unconstrained, two fall on compact coeval star clusters and the other twelve have no progenitor detected. We review and update all the available data for the host galaxies and SN environments (distance, metallicity and extinction) and determine masses and upper mass estimates for these 20 progenitor stars using the STARS stellar evolutionary code and a single consistent homogeneous method. A maximum likelihood calculation suggests that the minimum stellar mass for a Type II-P to form is m(min) = 8.5(-1.5)(+1) M-circle dot and the maximum mass for II-P progenitors is m(max) = 16.5 +/- 1.5 M-circle dot, assuming a Salpeter initial mass function holds for the progenitor population (in the range Gamma = -1.35(-0.7)(+0.3)). The minimum mass is consistent with current estimates for the upper limit to white dwarf progenitor masses, but the maximum mass does not appear consistent with massive star populations in Local Group galaxies. Red supergiants in the Local Group have masses up to 25 M-circle dot and the minimum mass to produce a Wolf-Rayet star in single star evolution (between solar and LMC metallicity) is similarly 25-30 M-circle dot. The reason we have not detected any high-mass red supergiant progenitors above 17 M-circle dot is unclear, but we estimate that it is statistically significant at 2.4 sigma confidence. Two simple reasons for this could be that we have systematically underestimated the progenitor masses due to dust extinction or that stars between 17-25 M-circle dot produce other kinds of SNe which are not II-P. We discuss these possibilities and find that neither provides a satisfactory solution. We term this discrepancy the 'red supergiant problem' and speculate that these stars could have core masses high enough to form black holes and SNe which are too faint to have been detected. We compare the Ni-56 masses ejected in the SNe to the progenitor mass estimates and find that low-luminosity SNe with low Ni-56 production are most likely to arise from explosions of low-mass progenitors near the mass threshold that can produce a core-collapse.

Environmental context explains Levy and Brownian movement patterns of marine predators

An optimal search theory, the so-called Levy-flight foraging hypothesis(1), predicts that predators should adopt search strategies known as Levy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey(2-4). Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Levy behaviour has recently been questioned(5,6). Consequently, whether foragers exhibit Levy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Levy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Levy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Levy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Levy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Levy-flight foraging hypothesis(1,7), supporting the contention(8,9) that organism search strategies naturally evolved in such a way that they exploit optimal Levy patterns.

Combining multisensory temporal information for movement synchronisation

The ability to synchronise actions with environmental events is a fundamental skill supporting a variety of group activities. In such situations, multiple sensory cues are usually available for synchronisation, yet previous studies have suggested that auditory cues dominate those from other modalities. We examine the control of rhythmic action on the basis of auditory and haptic cues and show that performance is sensitive to both sources of information for synchronisation. Participants were required to tap the dominant hand index finger in synchrony with a metronome defined by periodic auditory tones, imposed movements of the non-dominant index finger, or both cues together. Synchronisation was least variable with the bimodal metronome as predicted by a maximum likelihood estimation (MLE) model. However, increases in timing variability of the auditory cue resulted in some departures from the MLE model. Our findings indicate the need for further investigation of the MLE account of the integration of multisensory signals in the temporal control of action.

Relationships between lameness and feeding behaviour in cubicle-housed Holstein-Friesian dairy cows

The relationship between lameness and feeding behaviour in dairy cows is not yet fully understood. This study examined the effect of lameness on feeding behaviour at two points during lactation. Forty-five Holstein–Friesian dairy cows (average parity 3.3) were housed in cubicle accommodation after calving and fed a total mixed ration (TMR). At approximately 60 and 120 days post partum, 48 h of information on feeding behaviour (including number of meals eaten, meal duration, meal size and feeding rate) was collected for each animal using feed boxes fitted to a data recording system. At the same time points, locomotion scores were recorded for each cow as a measure of lameness (1.0-sound to 4.5-severely lame). Relationships between feeding behaviour and locomotion score were analysed using Residual Maximum Likelihood (REML) analysis. At both time points, cows with higher locomotion scores ate fewer (P < 0.001), larger meals (P < 0.001) and had a shorter total feeding time (P < 0.001). At day 60 post partum, an increase in locomotion score was associated with a decrease in dry matter intake (P < 0.05), but at day 120 post partum no relationship was found between locomotion score and DMI. No relationship was found at either time point between locomotion score and mean meal duration or rate of feeding. The results of this study suggest that the effect of lameness on feeding behaviour in dairy cows does not remain constant across lactation.

Organizational culture predicts job satisfaction and perceived clinical effectiveness in pediatric primary care practices

Background: In recent years, there has been a growing understanding that organizational culture is related to an organization's performance. However, fewstudies have examined organizational culture in medical group practices. Objectives: The purpose of this study was to examine the relationship of organizational culture on provider job satisfaction and perceived clinical effectiveness in primary care pediatric practices. Research Design: This cross-sectional study included 36 primary care pediatric practices located in Connecticut. Participants: There were 374 participants in this study, which included 127 clinicians and 247 nonclinicians. Measures: Office managers completed a questionnaire that recorded staff and practice characteristics; all participants completed the Organizational Culture Scale, a questionnaire that assessed the practice on four cultural domains (i.e., group, developmental, rational, and hierarchical), and the Primary Care Organizational Questionnaire that evaluated perceived effectiveness and job satisfaction. Results: Hierarchical linear models using a restricted maximum likelihood estimation method were used to evaluate whether the practice culture types predicted job satisfaction and perceived effectiveness. Group culture was positively associated with both satisfaction and perceived effectiveness. In contrast, hierarchical and rational culture were negatively associated with both job satisfaction and perceived effectiveness. These relationships were true for clinicians, nonclinicians, and the practice as a whole. Conclusions: Our study demonstrates that practice culture is associated with job satisfaction and perceived clinical effectiveness and that a group culture was associated with high job satisfaction and perceived effectiveness. Copyright © 2010 Wolters Kluwer Health | Lippincott Williams & Wilkins.

Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates

Reducible diffusions (RDs) are nonlinear transformations of analytically solvable Basic Diffusions (BDs). Hence, by construction RDs are analytically tractable and flexible diffusion processes. Existing literature on RDs has mostly focused on time-homogeneous transformations, which to a significant extent fail to explore the full potential of RDs from both theoretical and practical points of view. In this paper, we propose flexible and economically justifiable time variations to the transformations of RDs. Concentrating on the Constant Elasticity Variance (CEV) RDs, we consider nonlinear dynamics for our time-varying transformations with both deterministic and stochastic designs. Such time variations can greatly enhance the flexibility of RDs while maintaining sufficient tractability of the resulting models. In the meantime, our modeling approach enjoys the benefits of classical inferential techniques such as the Maximum Likelihood (ML). Our application to the UK and the US short-term interest rates suggests that from an empirical point of view time-varying transformations are highly relevant and statistically significant. We expect that the proposed models can describe more truthfully the dynamic time-varying behavior of economic and financial variables and potentially improve out-of-sample forecasts significantly.