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.

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.

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.

Transform both sides model: A parametric approach

A parametric regression model for right-censored data with a log-linear median regression function and a transformation in both response and regression parts, named parametric Transform-Both-Sides (TBS) model, is presented. The TBS model has a parameter that handles data asymmetry while allowing various different distributions for the error, as long as they are unimodal symmetric distributions centered at zero. The discussion is focused on the estimation procedure with five important error distributions (normal, double-exponential, Student's t, Cauchy and logistic) and presents properties, associated functions (that is, survival and hazard functions) and estimation methods based on maximum likelihood and on the Bayesian paradigm. These procedures are implemented in TBSSurvival, an open-source fully documented R package. The use of the package is illustrated and the performance of the model is analyzed using both simulated and real data sets.

Posterior Probability Modeling and Image Classification for Archaeological Site Prospection: Building a Survey Efficacy Model for Identifying Neolithic Felsite Workshops in the Shetland Islands

The application of custom classification techniques and posterior probability modeling (PPM) using Worldview-2 multispectral imagery to archaeological field survey is presented in this paper. Research is focused on the identification of Neolithic felsite stone tool workshops in the North Mavine region of the Shetland Islands in Northern Scotland. Sample data from known workshops surveyed using differential GPS are used alongside known non-sites to train a linear discriminant analysis (LDA) classifier based on a combination of datasets including Worldview-2 bands, band difference ratios (BDR) and topographical derivatives. Principal components analysis is further used to test and reduce dimensionality caused by redundant datasets. Probability models were generated by LDA using principal components and tested with sites identified through geological field survey. Testing shows the prospective ability of this technique and significance between 0.05 and 0.01, and gain statistics between 0.90 and 0.94, higher than those obtained using maximum likelihood and random forest classifiers. Results suggest that this approach is best suited to relatively homogenous site types, and performs better with correlated data sources. Finally, by combining posterior probability models and least-cost analysis, a survey least-cost efficacy model is generated showing the utility of such approaches to archaeological field survey.

On the statistics of transverse permeability of randomly distributed fibers

An RVE–based stochastic numerical model is used to calculate the permeability of randomly generated porous media at different values of the fiber volume fraction for the case of transverse flow in a unidirectional ply. Analysis of the numerical results shows that the permeability is not normally distributed. With the aim of proposing a new understanding on this particular topic, permeability data are fitted using both a mixture model and a unimodal distribution. Our findings suggest that permeability can be fitted well using a mixture model based on the lognormal and power law distributions. In case of a unimodal distribution, it is found, using the maximum-likelihood estimation method (MLE), that the generalized extreme value (GEV) distribution represents the best fit. Finally, an expression of the permeability as a function of the fiber volume fraction based on the GEV distribution is discussed in light of the previous results.

Testing the psychometric properties of Kidscreen-27 with Irish children of low socio-economic status

Background

Kidscreen-27 was developed as part of a cross-cultural European Union-funded project to standardise the measurement of children’s health-related quality of life. Yet, research has reported mixed evidence for the hypothesised 5-factor model, and no confirmatory factor analysis (CFA) has been conducted on the instrument with children of low socio-economic status (SES) across Ireland (Northern and Republic).

Method

The data for this study were collected as part of a clustered randomised controlled trial. A total of 663 (347 male, 315 female) 8–9-year-old children (M = 8.74, SD = .50) of low SES took part. A 5- and modified 7-factor CFA models were specified using the maximum likelihood estimation. A nested Chi-square difference test was conducted to compare the fit of the models. Internal consistency and floor and ceiling effects were also examined.

Results

CFA found that the hypothesised 5-factor model was an unacceptable fit. However, the modified 7-factor model was supported. A nested Chi-square difference test confirmed that the fit of the 7-factor model was significantly better than that of the 5-factor model. Internal consistency was unacceptable for just one scale. Ceiling effects were present in all but one of the factors.

Conclusions

Future research should apply the 7-factor model with children of low socio-economic status. Such efforts would help monitor the health status of the population.

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.

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.