57 resultados para MAXIMUM-LIKELIHOOD-ESTIMATION
Resumo:
This paper addresses the impact of imperfect synchronisation on D-STBC when combined with incremental relay. To suppress such an impact, a novel detection scheme is proposed, which retains the two key features of the STBC principle: simplicity (i.e. linear computational complexity), and optimality (i.e. maximum likelihood). These two features make the new detector very suitable for low power wireless networks (e.g. sensor networks).
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In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.
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A modified radial basis function (RBF) neural network and its identification algorithm based on observational data with heterogeneous noise are introduced. The transformed system output of Box-Cox is represented by the RBF neural network. To identify the model from observational data, the singular value decomposition of the full regression matrix consisting of basis functions formed by system input data is initially carried out and a new fast identification method is then developed using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator (MLE) for a model base spanned by the largest eigenvectors. Finally, the Box-Cox transformation-based RBF neural network, with good generalisation and sparsity, is identified based on the derived optimal Box-Cox transformation and an orthogonal forward regression algorithm using a pseudo-PRESS statistic to select a sparse RBF model with good generalisation. The proposed algorithm and its efficacy are demonstrated with numerical examples.
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This article proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the standard Student’s t-density and consequently can be estimated simply using maximum likelihood. The method is applied to a set of four daily financial asset return series comprising U.S. and U.K. stocks and bonds, and significant evidence in favor of the presence of autoregressive conditional kurtosis is observed. Various extensions to the basic model are proposed, and we show that the response of kurtosis to good and bad news is not significantly asymmetric.
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Patterns of substitution in chloroplast encoded trnL_F regions were compared between species of Actaea (Ranunculales), Digitalis (Scrophulariales), Drosera (Caryophyllales), Panicoideae (Poales), the small chromosome species clade of Pelargonium (Geraniales), each representing a different order of flowering plants, and Huperzia (Lycopodiales). In total, the study included 265 taxa, each with > 900-bp sequences, totaling 0.24 Mb. Both pairwise and phylogeny-based comparisons were used to assess nucleotide substitution patterns. In all six groups, we found that transition/transversion ratios, as estimated by maximum likelihood on most-parsimonious trees, ranged between 0.8 and 1.0 for ingroups. These values occurred both at low sequence divergences, where substitutional saturation, i.e., multiple substitutions having occurred at the same (homologous) nucleotide position, was not expected, and at higher levels of divergence. This suggests that the angiosperm trnL-F regions evolve in a pattern different from that generally observed for nuclear and animal mtDNA (transitional/transversion ratio > or = 2). Transition/transversion ratios in the intron and the spacer region differed in all alignments compared, yet base compositions between the regions were highly similar in all six groups. A>-
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Bayesian, maximum-likelihood, and maximum-parsimony phylogenies, constructed using nucleotide sequences from the plastid gene region trnK-matK, are employed to investigate relationships within the Cactaceae. These phylogenies sample 666 plants representing 532 of the 1438 species recognized in the family. All four subfamilies, all nine tribes, and 69% of currently recognized genera of Cactaceae are sampled. We found strong support for three of the four currently recognized subfamilies, although relationships between subfamilies were not well defined. Major clades recovered within the largest subfamilies, Opuntioideae and Cactoideae, are reviewed; only three of the nine currently accepted tribes delimited within these subfamilies, the Cacteae, Rhipsalideae, and Opuntieae, are monophyletic, although the Opuntieae were recovered in only the Bayesian and maximum-likelihood analyses, not in the maximum-parsimony analysis, and more data are needed to reveal the status of the Cylindropuntieae, which may yet be monophyletic. Of the 42 genera with more than one exemplar in our study, only 17 were monophyletic; 14 of these genera were from subfamily Cactoideae and three from subfamily Opuntioideae. We present a synopsis of the status of the currently recognized genera
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This chapter considers the Multiband Orthogonal Frequency Division Multiplexing (MB- OFDM) modulation and demodulation with the intention to optimize the Ultra-Wideband (UWB) system performance. OFDM is a type of multicarrier modulation and becomes the most important aspect for the MB-OFDM system performance. It is also a low cost digital signal component efficiently using Fast Fourier Transform (FFT) algorithm to implement the multicarrier orthogonality. Within the MB-OFDM approach, the OFDM modulation is employed in each 528 MHz wide band to transmit the data across the different bands while also using the frequency hopping technique across different bands. Each parallel bit stream can be mapped onto one of the OFDM subcarriers. Quadrature Phase Shift Keying (QPSK) and Dual Carrier Modulation (DCM) are currently used as the modulation schemes for MB-OFDM in the ECMA-368 defined UWB radio platform. A dual QPSK soft-demapper is suitable for ECMA-368 that exploits the inherent Time-Domain Spreading (TDS) and guard symbol subcarrier diversity to improve the receiver performance, yet merges decoding operations together to minimize hardware and power requirements. There are several methods to demap the DCM, which are soft bit demapping, Maximum Likelihood (ML) soft bit demapping, and Log Likelihood Ratio (LLR) demapping. The Channel State Information (CSI) aided scheme coupled with the band hopping information is used as a further technique to improve the DCM demapping performance. ECMA-368 offers up to 480 Mb/s instantaneous bit rate to the Medium Access Control (MAC) layer, but depending on radio channel conditions dropped packets unfortunately result in a lower throughput. An alternative high data rate modulation scheme termed Dual Circular 32-QAM that fits within the configuration of the current standard increasing system throughput thus maintaining the high rate throughput even with a moderate level of dropped packets.
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This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.
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In this paper we introduce a new testing procedure for evaluating the rationality of fixed-event forecasts based on a pseudo-maximum likelihood estimator. The procedure is designed to be robust to departures in the normality assumption. A model is introduced to show that such departures are likely when forecasters experience a credibility loss when they make large changes to their forecasts. The test is illustrated using monthly fixed-event forecasts produced by four UK institutions. Use of the robust test leads to the conclusion that certain forecasts are rational while use of the Gaussian-based test implies that certain forecasts are irrational. The difference in the results is due to the nature of the underlying data. Copyright © 2001 John Wiley & Sons, Ltd.
Resumo:
The Lincoln–Petersen estimator is one of the most popular estimators used in capture–recapture studies. It was developed for a sampling situation in which two sources independently identify members of a target population. For each of the two sources, it is determined if a unit of the target population is identified or not. This leads to a 2 × 2 table with frequencies f11, f10, f01, f00 indicating the number of units identified by both sources, by the first but not the second source, by the second but not the first source and not identified by any of the two sources, respectively. However, f00 is unobserved so that the 2 × 2 table is incomplete and the Lincoln–Petersen estimator provides an estimate for f00. In this paper, we consider a generalization of this situation for which one source provides not only a binary identification outcome but also a count outcome of how many times a unit has been identified. Using a truncated Poisson count model, truncating multiple identifications larger than two, we propose a maximum likelihood estimator of the Poisson parameter and, ultimately, of the population size. This estimator shows benefits, in comparison with Lincoln–Petersen’s, in terms of bias and efficiency. It is possible to test the homogeneity assumption that is not testable in the Lincoln–Petersen framework. The approach is applied to surveillance data on syphilis from Izmir, Turkey.
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Background Polygalacturonase-inhibiting proteins (PGIPs) are leucine-rich repeat (LRR) plant cell wall glycoproteins involved in plant immunity. They are typically encoded by gene families with a small number of gene copies whose evolutionary origin has been poorly investigated. Here we report the complete characterization of the full complement of the pgip family in soybean (Glycine max [L.] Merr.) and the characterization of the genomic region surrounding the pgip family in four legume species. Results BAC clone and genome sequence analyses showed that the soybean genome contains two pgip loci. Each locus is composed of three clustered genes that are induced following infection with the fungal pathogen Sclerotinia sclerotiorum (Lib.) de Bary, and remnant sequences of pgip genes. The analyzed homeologous soybean genomic regions (about 126 Kb) that include the pgip loci are strongly conserved and this conservation extends also to the genomes of the legume species Phaseolus vulgaris L., Medicago truncatula Gaertn. and Cicer arietinum L., each containing a single pgip locus. Maximum likelihood-based gene trees suggest that the genes within the pgip clusters have independently undergone tandem duplication in each species. Conclusions The paleopolyploid soybean genome contains two pgip loci comprised in large and highly conserved duplicated regions, which are also conserved in bean, M. truncatula and C. arietinum. The genomic features of these legume pgip families suggest that the forces driving the evolution of pgip genes follow the birth-and-death model, similar to that proposed for the evolution of resistance (R) genes of NBS-LRR-type.
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The weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.