Comparison of generalized estimates of probable maximum precipitation with greatest observed rainfalls /

Mar. 1980.

A note on maximum likelihood estimation of discrete choice models from the 1978 survey of disability and work /

"November 1982."

Maximum-likelihood noncoherent lattice decoding of QAM

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

Chromatic dispersion compensation using full-field maximum-likelihood sequence estimation

We investigate full-field detection-based maximum-likelihood sequence estimation (MLSE) for chromatic dispersion compensation in 10 Gbit/s OOK optical communication systems. Important design criteria are identified to optimize the system performance. It is confirmed that approximately 50% improvement in transmission reach can be achieved compared to conventional direct-detection MLSE at both 4 and 16 states. It is also shown that full-field MLSE is more robust to the noise and the associated noise amplifications in full-field reconstruction, and consequently exhibits better tolerance to nonoptimized system parameters than full-field feedforward equalizer. Experiments over 124 km spans of field-installed single-mode fiber without optical dispersion compensation using full-field MLSE verify the theoretically predicted performance benefits.

On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data

Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. This is the so-called grouped data. In this paper, we will show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distribution and extended to the lognormal distribution through invariance property. The results are applied to estimate the median and mean of the lognormal population.

Empirical likelihood based longitudinal studies

In longitudinal data analysis, our primary interest is in the regression parameters for the marginal expectations of the longitudinal responses; the longitudinal correlation parameters are of secondary interest. The joint likelihood function for longitudinal data is challenging, particularly for correlated discrete outcome data. Marginal modeling approaches such as generalized estimating equations (GEEs) have received much attention in the context of longitudinal regression. These methods are based on the estimates of the first two moments of the data and the working correlation structure. The confidence regions and hypothesis tests are based on the asymptotic normality. The methods are sensitive to misspecification of the variance function and the working correlation structure. Because of such misspecifications, the estimates can be inefficient and inconsistent, and inference may give incorrect results. To overcome this problem, we propose an empirical likelihood (EL) procedure based on a set of estimating equations for the parameter of interest and discuss its characteristics and asymptotic properties. We also provide an algorithm based on EL principles for the estimation of the regression parameters and the construction of a confidence region for the parameter of interest. We extend our approach to variable selection for highdimensional longitudinal data with many covariates. In this situation it is necessary to identify a submodel that adequately represents the data. Including redundant variables may impact the model’s accuracy and efficiency for inference. We propose a penalized empirical likelihood (PEL) variable selection based on GEEs; the variable selection and the estimation of the coefficients are carried out simultaneously. We discuss its characteristics and asymptotic properties, and present an algorithm for optimizing PEL. Simulation studies show that when the model assumptions are correct, our method performs as well as existing methods, and when the model is misspecified, it has clear advantages. We have applied the method to two case examples.

Estimates of genetic parameters for visual scores and their correlation with production and reproductive traits in Brahman cattle

The objective of this study was to evaluate the association of visual scores of body structure, precocity and muscularity with production (body weight at 18 months and average daily gain) and reproductive (scrotal circumference) traits in Brahman cattle in order to determine the possible use of these scores as selection criteria to improve carcass quality. Covariance components were estimated by the restricted maximum likelihood method using an animal model that included contemporary group as fixed effect. A total of 1,116 observations of body structure, precocity and muscularity were used. Heritability was 0.39, 043 and 0.40 for body structure, precocity and muscularity, respectively. The genetic correlations were 0.79 between body structure and precocity, 0.87 between body structure and muscularity, and 0.91 between precocity and muscularity. The genetic correlations between visual scores and body weight at 18 months were positive (0.77, 0.57 and 0.59 for body structure, precocity and muscularity, respectively). Similar genetic correlations were observed between average daily gain and visual scores (0.60, 0.57 and 0.48, respectively), whereas the genetic correlations between scrotal circumference and these scores were low (0.13, 0.02, and 0.13). The results indicate that visual scores can be used as selection criteria in Brahman breeding programs. Favorable correlated responses should be seen in average daily gain and body weight at 18 months. However, no correlated response is expected for scrotal circumference.

RATE OF CONVERGENCE OF MAXIMUM LIKELIHOOD ESTIMATORS UNDER RELAXED SMOOTHNESS CONDITIONS ON THE LIKELIHOOD FUNCTION

This report reviews literature on the rate of convergence of maximum likelihood estimators and establishes a Central Limit Theorem, which yields an O(1/sqrt(n)) rate of convergence of the maximum likelihood estimator under somewhat relaxed smoothness conditions. These conditions include the existence of a one-sided derivative in θ of the pdf, compared to up to three that are classically required. A verification through simulation is included in the end of the report.

Estimates of genetic parameters using RELM/BLUP for intrapopulational genetic breeding of Platonia insignis Mart.

The aim of this study was to estimate genetic parameters to support the selection of bacuri progenies for a first cycle of recurrent selection, using the REML/BLUP (restricted maximum likelihood/best linear unbiased prediction) procedure to estimate the variance components and genotypic values. Were evaluated twelve variables in a total of 210 fruits from 39 different seed trees, from a field trial with an experimental design of incomplete blocks with clonal replies among subplots. The three variables related with the fruit development (weight, diameter, length) showed strong correlation, and where fruit length showed higher heritability and potential to be used for indirect selection. Among the 39 progenies evaluated in this study, five present potential to compose the next cycle of recurrent selection, due they hold good selection differential either to agrotechnological variables as to development of bacuri fruit.

Comparison of different models to estimate genetic parameters for carcass traits in a commercial broiler line

The effect of genetic and non-genetic factors for carcass, breast meat and leg weights, and yields of a commercial broiler line were investigated using the restricted maximum likelihood method, considering four different animal models, including or excluding maternal genetic effect with covariance between direct and maternal genetic effects, and maternal permanent environmental effect. The likelihood ratio test was used to determine the most adequate model for each trait. For carcass, breast, and leg weight, and for carcass and breast yield, maternal genetic and permanent environmental effects as well as the covariance between direct and maternal genetic effects were significant. The estimates of direct and maternal heritability were 0.17 and 0.04 for carcass weight, 0.26 and 0.06 for breast weight, 0.22 and 0.02 for leg weight, 0.32 and 0.02 for carcass yield, and 0.52 and 0.04 for breast yield, respectively. For leg yield, maternal permanent environmental effect was important, in addition to direct genetic effects. For that trait, direct heritability and maternal permanent environmental variance as a proportion of the phenotypic variance were 0.43 and 0.02, respectively. The results indicate that ignoring maternal effects in the models, even though they were of small magnitude (0.02 to 0.06), tended to overestimate direct genetic variance and heritability for all traits.

Context tree selection: A unifying view

Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.

A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.

FORAMINIFERAL RECORD OF CHANGES IN SUMMER MONSOON PRECIPITATION AT THE SOUTHEASTERN BRAZILIAN CONTINENTAL MARGIN SINCE THE LAST GLACIAL MAXIMUM

Changes in the oxygen isotopic composition of the planktonic foraminifer Globigerinoides ruber and in the foraminifera faunal composition in a core retrieved from the southeastern Brazilian continental margin were used to infer past changes in the hydrological balance and monsoon precipitation in the western South Atlantic since the Last Glacial Maximum (LGM). The results suggest a first-order orbital (precessional) control on the South American Monsoon precipitation. This agrees with previous studies based on continental proxies except for LGM estimates provided by pollen records. The causes for this disagreement are discussed.