196 resultados para quasi-likelihood


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We shall examine a model, first studied by Brockwell et al. [Adv Appl Probab 14 (1982) 709.], which can be used to describe the longterm behaviour of populations that are subject to catastrophic mortality or emigration events. Populations can suffer dramatic declines when disease, such as an introduced virus, affects the population, or when food shortages occur, due to overgrazing or fluctuations in rainfall. However, perhaps surprisingly, such populations can survive for long periods and, although they may eventually become extinct, they can exhibit an apparently stationary regime. It is useful to be able to model this behaviour. This is particularly true of the ecological examples that motivated the present study, since, in order to properly manage these populations, it is necessary to be able to predict persistence times and to estimate the conditional probability distribution of population size. We shall see that although our model predicts eventual extinction, the time till extinction can be long and the stationary exhibited by these populations over any reasonable time scale can be explained using a quasistationary distribution. (C) 2001 Elsevier Science Ltd. All rights reserved.

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The quasi mode theory of macroscopic quantization in quantum optics and cavity QED developed by Dalton, Barnett and Knight is generalized. This generalization allows for cases in which two or more quasi permittivities, along with their associated mode functions, are needed to describe the classical optics device. It brings problems such as reflection and refraction at a dielectric boundary, the linear coupler, and the coupling of two optical cavities within the scope of the theory. For the most part, the results that are obtained here are simple generalizations of those obtained in previous work. However the coupling constants, which are of great importance in applications of the theory, are shown to contain significant additional terms which cannot be 'guessed' from the simpler forms. The expressions for the coupling constants suggest that the critical factor in determining the strength of coupling between a pair of quasi modes is their degree of spatial overlap. In an accompanying paper a fully quantum theoretic derivation of the laws of reflection and refraction at a boundary is given as an illustration of the generalized theory. The quasi mode picture of this process involves the annihilation of a photon travelling in the incident region quasi mode, and the subsequent creation of a photon in either the incident region or transmitted region quasi modes.

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The generalization of the quasi mode theory of macroscopic quantization in quantum optics and cavity QED presented in the previous paper, is applied to provide a fully quantum theoretic derivation of the laws of reflection and refraction at a boundary. The quasi mode picture of this process involves the annihilation of a photon travelling in the incident region quasi mode, and the subsequent creation of a photon in either the incident region or transmitted region quasi modes. The derivation of the laws of reflection and refraction is achieved through the dual application of the quasi mode theory and a quantum scattering theory based on the Heisenberg picture. Formal expressions from scattering theory are given for the reflection and transmission coefficients. The behaviour of the intensity for a localized one photon wave packet coming in at time minus infinity from the incident direction is examined and it is shown that at time plus infinity, the light intensity is only significant where the classical laws of reflection and refraction predict. The occurrence of both refraction and reflection is dependent upon the quasi mode theory coupling constants between incident and transmitted region quasi modes being nonzero, and it is seen that the contributions to such coupling constants come from the overlap of the mode functions in the boundary layer region, as might be expected from a microscopic theory.

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Binning and truncation of data are common in data analysis and machine learning. This paper addresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM approach proposed by McLachlan and Jones (Biometrics, 44: 2, 571-578, 1988) for the univariate case is generalized to multivariate measurements. The multivariate solution requires the evaluation of multidimensional integrals over each bin at each iteration of the EM procedure. Naive implementation of the procedure can lead to computationally inefficient results. To reduce the computational cost a number of straightforward numerical techniques are proposed. Results on simulated data indicate that the proposed methods can achieve significant computational gains with no loss in the accuracy of the final parameter estimates. Furthermore, experimental results suggest that with a sufficient number of bins and data points it is possible to estimate the true underlying density almost as well as if the data were not binned. The paper concludes with a brief description of an application of this approach to diagnosis of iron deficiency anemia, in the context of binned and truncated bivariate measurements of volume and hemoglobin concentration from an individual's red blood cells.

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The performance of the Oxford University Gun Tunnel has been estimated using a quasi-one-dimensional simulation of the facility gas dynamics. The modelling of the actual facility area variations so as to adequately simulate both shock reflection and flow discharge processes has been considered in some detail. Test gas stagnation pressure and temperature histories are compared with measurements at two different operating conditions - one with nitrogen and the other with carbon dioxide as the test gas. It is demonstrated that both the simulated pressures and temperatures are typically within 3% of the experimental measurements.

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Some results are obtained for non-compact cases in topological vector spaces for the existence problem of solutions for some set-valued variational inequalities with quasi-monotone and lower hemi-continuous operators, and with quasi-semi-monotone and upper hemi-continuous operators. Some applications are given in non-reflexive Banach spaces for these existence problems of solutions and for perturbation problems for these set-valued variational inequalities with quasi-monotone and quasi-semi-monotone operators.

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There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

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In simultaneous analyses of multiple data partitions, the trees relevant when measuring support for a clade are the optimal tree, and the best tree lacking the clade (i.e., the most reasonable alternative). The parsimony-based method of partitioned branch support (PBS) forces each data set to arbitrate between the two relevant trees. This value is the amount each data set contributes to clade support in the combined analysis, and can be very different to support apparent in separate analyses. The approach used in PBS can also be employed in likelihood: a simultaneous analysis of all data retrieves the maximum likelihood tree, and the best tree without the clade of interest is also found. Each data set is fitted to the two trees and the log-likelihood difference calculated, giving partitioned likelihood support (PLS) for each data set. These calculations can be performed regardless of the complexity of the ML model adopted. The significance of PLS can be evaluated using a variety of resampling methods, such as the Kishino-Hasegawa test, the Shimodiara-Hasegawa test, or likelihood weights, although the appropriateness and assumptions of these tests remains debated.

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We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

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In diagnosis and prognosis, we should avoid intuitive “guesstimates” and seek a validated numerical aid

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The design of an X-band tray-type spatial power combiner, which employs uniplanar quasi-Yagi antennas (QYAs) for receiving and transmitting signals by individual amplifiers, is presented. Passive and active varieties of a seven-tray power-combining structure that includes two hard horns for uniform signal launching and combining across the tray stack are developed and measured. In order to compensate for nonuniform phase across the stack, which is caused by the nonplanar wave front of the horn antennas, Schiffman phase shifters are implemented in individual trays. The experimental-results show an improved performance of the investigated tray-type power combiner when the proposed phase-error compensation is implemented. (C) 2004 Wiley Periodicals, Inc.

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We consider plane waves propagating in quadratic nonlinear slab waveguides with nonlinear quasi-phase-matching gratings. We predict analytically and verify numerically the complete gain spectrum for transverse modulational instability, including hitherto undescribed higher-order gain bands. (C) 2004 Optical Society of America.

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The dependence of the magnetoresistance of quasi-one-dimensional metals on the direction of the magnetic field show dips when the field is tilted at the so-called magic angles determined by the structural dimensions of the materials. There is currently no accepted explanation for these magic-angle effects. We present a possible explanation. Our model is based on the assumption that, the intralayer transport in the second most conducting direction has a small contribution from incoherent electrons. This incoherence is modeled by a small uncertainty in momentum perpendicular to the most conducting (chain) direction. Our model predicts the magic angles seen in interlayer transport measurements for different orientations of the field. We compare our results to predictions by other models and to experiment.