899 resultados para robust maximum likelihood estimation


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Historical information can be used, in addition to pedigree, traits and genotypes, to map quantitative trait locus (QTL) in general populations via maximum likelihood estimation of variance components. This analysis is known as linkage disequilibrium (LD) and linkage mapping, because it exploits both linkage in families and LD at the population level. The search for QTL in the wild population of Soay sheep on St. Kilda is a proof of principle. We analysed the data from a previous study and confirmed some of the QTLs reported. The most striking result was the confirmation of a QTL affecting birth weight that had been reported using association tests but not when using linkage-based analyses. Copyright © Cambridge University Press 2010.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Background There are few theoretically derived questionnaires of physical activity determinants among youth, and the existing questionnaires have not been subjected to tests of factorial validity and invariance, The present study employed confirmatory factor analysis (CFA) to test the factorial validity and invariance of questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity. Methods Adolescent girls in eighth grade from two cohorts (N = 955 and 1,797) completed the questionnaires at baseline; participants from cohort 1 (N = 845) also completed the questionnaires in ninth grade (i.e., 1-year follow-up). Factorial validity and invariance were tested using CFA with full-information maximum likelihood estimation in AMOS 4.0, Initially, baseline data from cohort 1 were employed to test the fit and, when necessary, to modify the unidimensional models. The models were cross-validated using a multigroup analysis of factorial invariance on baseline data from cohorts 1 and 2, The models then were subjected to a longitudinal analysis of factorial invariance using baseline and follow-up data from cohort i, Results The CFAs supported the fit of unidimensional models to the four questionnaires, and the models were cross-validated, as indicated by evidence of multigroup factorial invariance, The models also possessed evidence of longitudinal factorial invariance. Conclusions Evidence was provided for the factorial validity and the invariance of the questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity among adolescent girls, (C) 2000 American Health Foundation and academic Press.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Objective: To examine the effects of personal and community characteristics, specifically race and rurality, on lengths of state psychiatric hospital and community stays using maximum likelihood survival analysis with a special emphasis on change over a ten year period of time. Data Sources: We used the administrative data of the Virginia Department of Mental Health, Mental Retardation, and Substance Abuse Services (DMHMRSAS) from 1982-1991 and the Area Resources File (ARF). Given these two sources, we constructed a history file for each individual who entered the state psychiatric system over the ten year period. Histories included demographic, treatment, and community characteristics. Study Design: We used a longitudinal, population-based design with maximum likelihood estimation of survival models. We presented a random effects model with unobserved heterogeneity that was independent of observed covariates. The key dependent variables were lengths of inpatient stay and subsequent length of community stay. Explanatory variables measured personal, diagnostic, and community characteristics, as well as controls for calendar time. Data Collection: This study used secondary, administrative, and health planning data. Principal Findings: African-American clients leave the community more quickly than whites. After controlling for other characteristics, however, race does not affect hospital length of stay. Rurality does not affect length of community stays once other personal and community characteristics are controlled for. However, people from rural areas have longer hospital stays even after controlling for personal and community characteristics. The effects of time are significantly smaller than expected. Diagnostic composition effects and a decrease in the rate of first inpatient admissions explain part of this reduced impact of time. We also find strong evidence for the existence of unobserved heterogeneity in both types of stays and adjust for this in our final models. Conclusions: Our results show that information on client characteristics available from inpatient stay records is useful in predicting not only the length of inpatient stay but also the length of the subsequent community stay. This information can be used to target increased discharge planning for those at risk of more rapid readmission to inpatient care. Correlation across observed and unobserved factors affecting length of stay has significant effects on the measurement of relationships between individual factors and lengths of stay. Thus, it is important to control for both observed and unobserved factors in estimation.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Whether a statistician wants to complement a probability model for observed data with a prior distribution and carry out fully probabilistic inference, or base the inference only on the likelihood function, may be a fundamental question in theory, but in practice it may well be of less importance if the likelihood contains much more information than the prior. Maximum likelihood inference can be justified as a Gaussian approximation at the posterior mode, using flat priors. However, in situations where parametric assumptions in standard statistical models would be too rigid, more flexible model formulation, combined with fully probabilistic inference, can be achieved using hierarchical Bayesian parametrization. This work includes five articles, all of which apply probability modeling under various problems involving incomplete observation. Three of the papers apply maximum likelihood estimation and two of them hierarchical Bayesian modeling. Because maximum likelihood may be presented as a special case of Bayesian inference, but not the other way round, in the introductory part of this work we present a framework for probability-based inference using only Bayesian concepts. We also re-derive some results presented in the original articles using the toolbox equipped herein, to show that they are also justifiable under this more general framework. Here the assumption of exchangeability and de Finetti's representation theorem are applied repeatedly for justifying the use of standard parametric probability models with conditionally independent likelihood contributions. It is argued that this same reasoning can be applied also under sampling from a finite population. The main emphasis here is in probability-based inference under incomplete observation due to study design. This is illustrated using a generic two-phase cohort sampling design as an example. The alternative approaches presented for analysis of such a design are full likelihood, which utilizes all observed information, and conditional likelihood, which is restricted to a completely observed set, conditioning on the rule that generated that set. Conditional likelihood inference is also applied for a joint analysis of prevalence and incidence data, a situation subject to both left censoring and left truncation. Other topics covered are model uncertainty and causal inference using posterior predictive distributions. We formulate a non-parametric monotonic regression model for one or more covariates and a Bayesian estimation procedure, and apply the model in the context of optimal sequential treatment regimes, demonstrating that inference based on posterior predictive distributions is feasible also in this case.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper compares and analyzes the performance of distributed cophasing techniques for uplink transmission over wireless sensor networks. We focus on a time-division duplexing approach, and exploit the channel reciprocity to reduce the channel feedback requirement. We consider periodic broadcast of known pilot symbols by the fusion center (FC), and maximum likelihood estimation of the channel by the sensor nodes for the subsequent uplink cophasing transmission. We assume carrier and phase synchronization across the participating nodes for analytical tractability. We study binary signaling over frequency-flat fading channels, and quantify the system performance such as the expected gains in the received signal-to-noise ratio (SNR) and the average probability of error at the FC, as a function of the number of sensor nodes and the pilot overhead. Our results show that a modest amount of accumulated pilot SNR is sufficient to realize a large fraction of the maximum possible beamforming gain. We also investigate the performance gains obtained by censoring transmission at the sensors based on the estimated channel state, and the benefits obtained by using maximum ratio transmission (MRT) and truncated channel inversion (TCI) at the sensors in addition to cophasing transmission. Simulation results corroborate the theoretical expressions and show the relative performance benefits offered by the various schemes.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Urbanisation is the increase in the population of cities in proportion to the region's rural population. Urbanisation in India is very rapid with urban population growing at around 2.3 percent per annum. Urban sprawl refers to the dispersed development along highways or surrounding the city and in rural countryside with implications such as loss of agricultural land, open space and ecologically sensitive habitats. Sprawl is thus a pattern and pace of land use in which the rate of land consumed for urban purposes exceeds the rate of population growth resulting in an inefficient and consumptive use of land and its associated resources. This unprecedented urbanisation trend due to burgeoning population has posed serious challenges to the decision makers in the city planning and management process involving plethora of issues like infrastructure development, traffic congestion, and basic amenities (electricity, water, and sanitation), etc. In this context, to aid the decision makers in following the holistic approaches in the city and urban planning, the pattern, analysis, visualization of urban growth and its impact on natural resources has gained importance. This communication, analyses the urbanisation pattern and trends using temporal remote sensing data based on supervised learning using maximum likelihood estimation of multivariate normal density parameters and Bayesian classification approach. The technique is implemented for Greater Bangalore – one of the fastest growing city in the World, with Landsat data of 1973, 1992 and 2000, IRS LISS-3 data of 1999, 2006 and MODIS data of 2002 and 2007. The study shows that there has been a growth of 466% in urban areas of Greater Bangalore across 35 years (1973 to 2007). The study unravels the pattern of growth in Greater Bangalore and its implication on local climate and also on the natural resources, necessitating appropriate strategies for the sustainable management.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, we present a novel algorithm for piecewise linear regression which can learn continuous as well as discontinuous piecewise linear functions. The main idea is to repeatedly partition the data and learn a linear model in each partition. The proposed algorithm is similar in spirit to k-means clustering algorithm. We show that our algorithm can also be viewed as a special case of an EM algorithm for maximum likelihood estimation under a reasonable probability model. We empirically demonstrate the effectiveness of our approach by comparing its performance with that of the state of art algorithms on various datasets. (C) 2014 Elsevier Inc. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The main theme running through these three chapters is that economic agents are often forced to respond to events that are not a direct result of their actions or other agents actions. The optimal response to these shocks will necessarily depend on agents' understanding of how these shocks arise. The economic environment in the first two chapters is analogous to the classic chain store game. In this setting, the addition of unintended trembles by the agents creates an environment better suited to reputation building. The third chapter considers the competitive equilibrium price dynamics in an overlapping generations environment when there are supply and demand shocks.

The first chapter is a game theoretic investigation of a reputation building game. A sequential equilibrium model, called the "error prone agents" model, is developed. In this model, agents believe that all actions are potentially subjected to an error process. Inclusion of this belief into the equilibrium calculation provides for a richer class of reputation building possibilities than when perfect implementation is assumed.

In the second chapter, maximum likelihood estimation is employed to test the consistency of this new model and other models with data from experiments run by other researchers that served as the basis for prominent papers in this field. The alternate models considered are essentially modifications to the standard sequential equilibrium. While some models perform quite well in that the nature of the modification seems to explain deviations from the sequential equilibrium quite well, the degree to which these modifications must be applied shows no consistency across different experimental designs.

The third chapter is a study of price dynamics in an overlapping generations model. It establishes the existence of a unique perfect-foresight competitive equilibrium price path in a pure exchange economy with a finite time horizon when there are arbitrarily many shocks to supply or demand. One main reason for the interest in this equilibrium is that overlapping generations environments are very fruitful for the study of price dynamics, especially in experimental settings. The perfect foresight assumption is an important place to start when examining these environments because it will produce the ex post socially efficient allocation of goods. This characteristic makes this a natural baseline to which other models of price dynamics could be compared.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This study examined the technical efficiency in artisanal fisheries in Lagos State of Nigeria. The study employed a two stage random sampling procedure for the selection of 120 respondents. The analytical techniques involved descriptive statistics and estimation of technical efficiency following maximum likelihood estimation (MLE) procedure available in FRONTIER 4.1. The MLE result of the stochastic frontier production function showed that hired labour, cost of repair and capital items are critical factors that influences productivity of artisanal fishermen with the coefficient of hired labour being highly elastic. This implies that employing more labour will significantly increase the catch in the study area. The predicted farm efficiency with an average value of 0.92 showed that there is a marginal potential of about 8 percent to increase the catch, hence the income of the fishermen. The study further examined the factors that influence productivity of fishermen in the study area. Year of education, mode of operation and frequency of fishing have important implication on the technical efficiency of fishermen in the study area.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Relevância:

100.00% 100.00%

Publicador:

Resumo:

文章讲述了交通监控系统中应用视频图像流来跟踪运动目标并对目标进行分类的具体过程和原则.基于目标检测提出了双差分的目标检测算法,目标分类应用到了连续时间限制和最大可能性估计的原则,目标跟踪则结合检测到的运动目标图像和当前模板进行相关匹配.实验结果表明,该过程能够很好地探测和分类目标,去除背景信息的干扰,并能够在运动目标部分被遮挡、外观改变和运动停止等情况下连续地跟踪目标.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A novel approach for real-time skin segmentation in video sequences is described. The approach enables reliable skin segmentation despite wide variation in illumination during tracking. An explicit second order Markov model is used to predict evolution of the skin-color (HSV) histogram over time. Histograms are dynamically updated based on feedback from the current segmentation and predictions of the Markov model. The evolution of the skin-color distribution at each frame is parameterized by translation, scaling and rotation in color space. Consequent changes in geometric parameterization of the distribution are propagated by warping and resampling the histogram. The parameters of the discrete-time dynamic Markov model are estimated using Maximum Likelihood Estimation, and also evolve over time. The accuracy of the new dynamic skin color segmentation algorithm is compared to that obtained via a static color model. Segmentation accuracy is evaluated using labeled ground-truth video sequences taken from staged experiments and popular movies. An overall increase in segmentation accuracy of up to 24% is observed in 17 out of 21 test sequences. In all but one case the skin-color classification rates for our system were higher, with background classification rates comparable to those of the static segmentation.