15 resultados para Maximum-likelihood-estimation

em University of Queensland eSpace - Australia


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A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

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We present a novel, maximum-likelihood (ML), lattice-decoding algorithm for noncoherent block detection of QAM signals. The computational complexity is polynomial in the block length; making it feasible for implementation compared with the exhaustive search ML detector. The algorithm works by enumerating the nearest neighbor regions for a plane defined by the received vector; in a conceptually similar manner to sphere decoding. Simulations show that the new algorithm significantly outperforms existing approaches

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Inferring the spatial expansion dynamics of invading species from molecular data is notoriously difficult due to the complexity of the processes involved. For these demographic scenarios, genetic data obtained from highly variable markers may be profitably combined with specific sampling schemes and information from other sources using a Bayesian approach. The geographic range of the introduced toad Bufo marinus is still expanding in eastern and northern Australia, in each case from isolates established around 1960. A large amount of demographic and historical information is available on both expansion areas. In each area, samples were collected along a transect representing populations of different ages and genotyped at 10 microsatellite loci. Five demographic models of expansion, differing in the dispersal pattern for migrants and founders and in the number of founders, were considered. Because the demographic history is complex, we used an approximate Bayesian method, based on a rejection-regression algorithm. to formally test the relative likelihoods of the five models of expansion and to infer demographic parameters. A stepwise migration-foundation model with founder events was statistically better supported than other four models in both expansion areas. Posterior distributions supported different dynamics of expansion in the studied areas. Populations in the eastern expansion area have a lower stable effective population size and have been founded by a smaller number of individuals than those in the northern expansion area. Once demographically stabilized, populations exchange a substantial number of effective migrants per generation in both expansion areas, and such exchanges are larger in northern than in eastern Australia. The effective number of migrants appears to be considerably lower than that of founders in both expansion areas. We found our inferences to be relatively robust to various assumptions on marker. demographic, and historical features. The method presented here is the only robust, model-based method available so far, which allows inferring complex population dynamics over a short time scale. It also provides the basis for investigating the interplay between population dynamics, drift, and selection in invasive species.

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Testing for simultaneous vicariance across comparative phylogeographic data sets is a notoriously difficult problem hindered by mutational variance, the coalescent variance, and variability across pairs of sister taxa in parameters that affect genetic divergence. We simulate vicariance to characterize the behaviour of several commonly used summary statistics across a range of divergence times, and to characterize this behaviour in comparative phylogeographic datasets having multiple taxon-pairs. We found Tajima's D to be relatively uncorrelated with other summary statistics across divergence times, and using simple hypothesis testing of simultaneous vicariance given variable population sizes, we counter-intuitively found that the variance across taxon pairs in Nei and Li's net nucleotide divergence (pi(net)), a common measure of population divergence, is often inferior to using the variance in Tajima's D across taxon pairs as a test statistic to distinguish ancient simultaneous vicariance from variable vicariance histories. The opposite and more intuitive pattern is found for testing more recent simultaneous vicariance, and overall we found that depending on the timing of vicariance, one of these two test statistics can achieve high statistical power for rejecting simultaneous vicariance, given a reasonable number of intron loci (> 5 loci, 400 bp) and a range of conditions. These results suggest that components of these two composite summary statistics should be used in future simulation-based methods which can simultaneously use a pool of summary statistics to test comparative the phylogeographic hypotheses we consider here.

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Determining the dimensionality of G provides an important perspective on the genetic basis of a multivariate suite of traits. Since the introduction of Fisher's geometric model, the number of genetically independent traits underlying a set of functionally related phenotypic traits has been recognized as an important factor influencing the response to selection. Here, we show how the effective dimensionality of G can be established, using a method for the determination of the dimensionality of the effect space from a multivariate general linear model introduced by AMEMIYA (1985). We compare this approach with two other available methods, factor-analytic modeling and bootstrapping, using a half-sib experiment that estimated G for eight cuticular hydrocarbons of Drosophila serrata. In our example, eight pheromone traits were shown to be adequately represented by only two underlying genetic dimensions by Amemiya's approach and factor-analytic modeling of the covariance structure at the sire level. In, contrast, bootstrapping identified four dimensions with significant genetic variance. A simulation study indicated that while the performance of Amemiya's method was more sensitive to power constraints, it performed as well or better than factor-analytic modeling in correctly identifying the original genetic dimensions at moderate to high levels of heritability. The bootstrap approach consistently overestimated the number of dimensions in all cases and performed less well than Amemiya's method at subspace recovery.

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In this paper we investigate a Bayesian procedure for the estimation of a flexible generalised distribution, notably the MacGillivray adaptation of the g-and-κ distribution. This distribution, described through its inverse cdf or quantile function, generalises the standard normal through extra parameters which together describe skewness and kurtosis. The standard quantile-based methods for estimating the parameters of generalised distributions are often arbitrary and do not rely on computation of the likelihood. MCMC, however, provides a simulation-based alternative for obtaining the maximum likelihood estimates of parameters of these distributions or for deriving posterior estimates of the parameters through a Bayesian framework. In this paper we adopt the latter approach, The proposed methodology is illustrated through an application in which the parameter of interest is slightly skewed.

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The study of continuously varying, quantitative traits is important in evolutionary biology, agriculture, and medicine. Variation in such traits is attributable to many, possibly interacting, genes whose expression may be sensitive to the environment, which makes their dissection into underlying causative factors difficult. An important population parameter for quantitative traits is heritability, the proportion of total variance that is due to genetic factors. Response to artificial and natural selection and the degree of resemblance between relatives are all a function of this parameter. Following the classic paper by R. A. Fisher in 1918, the estimation of additive and dominance genetic variance and heritability in populations is based upon the expected proportion of genes shared between different types of relatives, and explicit, often controversial and untestable models of genetic and non-genetic causes of family resemblance. With genome-wide coverage of genetic markers it is now possible to estimate such parameters solely within families using the actual degree of identity-by-descent sharing between relatives. Using genome scans on 4,401 quasi-independent sib pairs of which 3,375 pairs had phenotypes, we estimated the heritability of height from empirical genome-wide identity-by-descent sharing, which varied from 0.374 to 0.617 (mean 0.498, standard deviation 0.036). The variance in identity-by-descent sharing per chromosome and per genome was consistent with theory. The maximum likelihood estimate of the heritability for height was 0.80 with no evidence for non-genetic causes of sib resemblance, consistent with results from independent twin and family studies but using an entirely separate source of information. Our application shows that it is feasible to estimate genetic variance solely from within- family segregation and provides an independent validation of previously untestable assumptions. Given sufficient data, our new paradigm will allow the estimation of genetic variation for disease susceptibility and quantitative traits that is free from confounding with non-genetic factors and will allow partitioning of genetic variation into additive and non-additive components.

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We have developed an alignment-free method that calculates phylogenetic distances using a maximum-likelihood approach for a model of sequence change on patterns that are discovered in unaligned sequences. To evaluate the phylogenetic accuracy of our method, and to conduct a comprehensive comparison of existing alignment-free methods (freely available as Python package decaf+py at http://www.bioinformatics.org.au), we have created a data set of reference trees covering a wide range of phylogenetic distances. Amino acid sequences were evolved along the trees and input to the tested methods; from their calculated distances we infered trees whose topologies we compared to the reference trees. We find our pattern-based method statistically superior to all other tested alignment-free methods. We also demonstrate the general advantage of alignment-free methods over an approach based on automated alignments when sequences violate the assumption of collinearity. Similarly, we compare methods on empirical data from an existing alignment benchmark set that we used to derive reference distances and trees. Our pattern-based approach yields distances that show a linear relationship to reference distances over a substantially longer range than other alignment-free methods. The pattern-based approach outperforms alignment-free methods and its phylogenetic accuracy is statistically indistinguishable from alignment-based distances.

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A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

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The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (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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Mixture models implemented via the expectation-maximization (EM) algorithm are being increasingly used in a wide range of problems in pattern recognition such as image segmentation. However, the EM algorithm requires considerable computational time in its application to huge data sets such as a three-dimensional magnetic resonance (MR) image of over 10 million voxels. Recently, it was shown that a sparse, incremental version of the EM algorithm could improve its rate of convergence. In this paper, we show how this modified EM algorithm can be speeded up further by adopting a multiresolution kd-tree structure in performing the E-step. The proposed algorithm outperforms some other variants of the EM algorithm for segmenting MR images of the human brain. (C) 2004 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

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The purpose of this work was to model lung cancer mortality as a function of past exposure to tobacco and to forecast age-sex-specific lung cancer mortality rates. A 3-factor age-period-cohort (APC) model, in which the period variable is replaced by the product of average tar content and adult tobacco consumption per capita, was estimated for the US, UK, Canada and Australia by the maximum likelihood method. Age- and sex-specific tobacco consumption was estimated from historical data on smoking prevalence and total tobacco consumption. Lung cancer mortality was derived from vital registration records. Future tobacco consumption, tar content and the cohort parameter were projected by autoregressive moving average (ARIMA) estimation. The optimal exposure variable was found to be the product of average tar content and adult cigarette consumption per capita, lagged for 2530 years for both males and females in all 4 countries. The coefficient of the product of average tar content and tobacco consumption per capita differs by age and sex. In all models, there was a statistically significant difference in the coefficient of the period variable by sex. In all countries, male age-standardized lung cancer mortality rates peaked in the 1980s and declined thereafter. Female mortality rates are projected to peak in the first decade of this century. The multiplicative models of age, tobacco exposure and cohort fit the observed data between 1950 and 1999 reasonably well, and time-series models yield plausible past trends of relevant variables. Despite a significant reduction in tobacco consumption and average tar content of cigarettes sold over the past few decades, the effect on lung cancer mortality is affected by the time lag between exposure and established disease. As a result, the burden of lung cancer among females is only just reaching, or soon will reach, its peak but has been declining for I to 2 decades in men. Future sex differences in lung cancer mortality are likely to be greater in North America than Australia and the UK due to differences in exposure patterns between the sexes. (c) 2005 Wiley-Liss, Inc.