869 resultados para Markov chains hidden Markov models Viterbi algorithm Forward-Backward algorithm maximum likelihood


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This analysis of all carapace length measurements collected between 1989 and 2009, during scientific surveys, describes the variation of tropical rock lobster, Panulirus ornatus, somatic growth in Torres Strait. Multiple models of carapace length frequency distributions were compared by maximum likelihood to determine which hypotheses were most supported by the data. The best model assumed sex and cohort-specific Von Bertalanffy's parameters. These estimates are consistent with results derived from tagging data collected in the 1980s and provide new information on parameters' uncertainty. In the past two decades, growth rates have fluctuated inter-annually without displaying any distinctive trend. Associated uncertainties are large, suggesting that sampling will need to be intensified in order to detect an effect of climate change.

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We derive a new method for determining size-transition matrices (STMs) that eliminates probabilities of negative growth and accounts for individual variability. STMs are an important part of size-structured models, which are used in the stock assessment of aquatic species. The elements of STMs represent the probability of growth from one size class to another, given a time step. The growth increment over this time step can be modelled with a variety of methods, but when a population construct is assumed for the underlying growth model, the resulting STM may contain entries that predict negative growth. To solve this problem, we use a maximum likelihood method that incorporates individual variability in the asymptotic length, relative age at tagging, and measurement error to obtain von Bertalanffy growth model parameter estimates. The statistical moments for the future length given an individual’s previous length measurement and time at liberty are then derived. We moment match the true conditional distributions with skewed-normal distributions and use these to accurately estimate the elements of the STMs. The method is investigated with simulated tag–recapture data and tag–recapture data gathered from the Australian eastern king prawn (Melicertus plebejus).

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We propose a family of multivariate heavy-tailed distributions that allow variable marginal amounts of tailweight. The originality comes from introducing multidimensional instead of univariate scale variables for the mixture of scaled Gaussian family of distributions. In contrast to most existing approaches, the derived distributions can account for a variety of shapes and have a simple tractable form with a closed-form probability density function whatever the dimension. We examine a number of properties of these distributions and illustrate them in the particular case of Pearson type VII and t tails. For these latter cases, we provide maximum likelihood estimation of the parameters and illustrate their modelling flexibility on simulated and real data clustering examples.

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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.

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Bats of the genus Pteropus (flying-foxes) are the natural host of Hendra virus (HeV) which periodically causes fatal disease in horses and humans in Australia. The increased urban presence of flying-foxes often provokes negative community sentiments because of reduced social amenity and concerns of HeV exposure risk, and has resulted in calls for the dispersal of urban flying-fox roosts. However, it has been hypothesised that disturbance of urban roosts may result in a stress-mediated increase in HeV infection in flying-foxes, and an increased spillover risk. We sought to examine the impact of roost modification and dispersal on HeV infection dynamics and cortisol concentration dynamics in flying-foxes. The data were analysed in generalised linear mixed models using restricted maximum likelihood (REML). The difference in mean HeV prevalence in samples collected before (4.9%), during (4.7%) and after (3.4%) roost disturbance was small and non-significant (P = 0.440). Similarly, the difference in mean urine specific gravity-corrected urinary cortisol concentrations was small and non-significant (before = 22.71 ng/mL, during = 27.17, after = 18.39) (P= 0.550). We did find an underlying association between cortisol concentration and season, and cortisol concentration and region, suggesting that other (plausibly biological or environmental) variables play a role in cortisol concentration dynamics. The effect of roost disturbance on cortisol concentration approached statistical significance for region, suggesting that the relationship is not fixed, and plausibly reflecting the nature and timing of disturbance. We also found a small positive statistical association between HeV excretion status and urinary cortisol concentration. Finally, we found that the level of flying-fox distress associated with roost disturbance reflected the nature and timing of the activity, highlighting the need for a ‘best practice’ approach to dispersal or roost modification activities. The findings usefully inform public discussion and policy development in relation to Hendra virus and flying-fox management.

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It is common to model the dynamics of fisheries using natural and fishing mortality rates estimated independently using two separate analyses. Fishing mortality is routinely estimated from widely available logbook data, whereas natural mortality estimations have often required more specific, less frequently available, data. However, in the case of the fishery for brown tiger prawn (Penaeus esculentus) in Moreton Bay, both fishing and natural mortality rates have been estimated from logbook data. The present work extended the fishing mortality model to incorporate an eco-physiological response of tiger prawn to temperature, and allowed recruitment timing to vary from year to year. These ecological characteristics of the dynamics of this fishery were ignored in the separate model that estimated natural mortality. Therefore, we propose to estimate both natural and fishing mortality rates within a single model using a consistent set of hypotheses. This approach was applied to Moreton Bay brown tiger prawn data collected between 1990 and 2010. Natural mortality was estimated by maximum likelihood to be equal to 0.032 ± 0.002 week−1, approximately 30% lower than the fixed value used in previous models of this fishery (0.045 week−1).

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"Extended Clifford algebras" are introduced as a means to obtain low ML decoding complexity space-time block codes. Using left regular matrix representations of two specific classes of extended Clifford algebras, two systematic algebraic constructions of full diversity Distributed Space-Time Codes (DSTCs) are provided for any power of two number of relays. The left regular matrix representation has been shown to naturally result in space-time codes meeting the additional constraints required for DSTCs. The DSTCs so constructed have the salient feature of reduced Maximum Likelihood (ML) decoding complexity. In particular, the ML decoding of these codes can be performed by applying the lattice decoder algorithm on a lattice of four times lesser dimension than what is required in general. Moreover these codes have a uniform distribution of power among the relays and in time, thus leading to a low Peak to Average Power Ratio at the relays.

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In this two-part series of papers, a generalized non-orthogonal amplify and forward (GNAF) protocol which generalizes several known cooperative diversity protocols is proposed. Transmission in the GNAF protocol comprises of two phases - the broadcast phase and the cooperation phase. In the broadcast phase, the source broadcasts its information to the relays as well as the destination. In the cooperation phase, the source and the relays together transmit a space-time code in a distributed fashion. The GNAF protocol relaxes the constraints imposed by the protocol of Jing and Hassibi on the code structure. In Part-I of this paper, a code design criteria is obtained and it is shown that the GNAF protocol is delay efficient and coding gain efficient as well. Moreover GNAF protocol enables the use of sphere decoders at the destination with a non-exponential Maximum likelihood (ML) decoding complexity. In Part-II, several low decoding complexity code constructions are studied and a lower bound on the Diversity-Multiplexing Gain tradeoff of the GNAF protocol is obtained.

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A linear time approximate maximum likelihood decoding algorithm on tail-biting trellises is presented, that requires exactly two rounds on the trellis. This is an adaptation of an algorithm proposed earlier with the advantage that it reduces the time complexity from O(m log m) to O(m) where m is the number of nodes in the tail-biting trellis. A necessary condition for the output of the algorithm to differ from the output of the ideal ML decoder is deduced and simulation results on an AWGN channel using tail-biting trellises for two rate 1/2 convolutional codes with memory 4 and 6 respectively, are reported.

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The effect of using a spatially smoothed forward-backward covariance matrix on the performance of weighted eigen-based state space methods/ESPRIT, and weighted MUSIC for direction-of-arrival (DOA) estimation is analyzed. Expressions for the mean-squared error in the estimates of the signal zeros and the DOA estimates, along with some general properties of the estimates and optimal weighting matrices, are derived. A key result is that optimally weighted MUSIC and weighted state-space methods/ESPRIT have identical asymptotic performance. Moreover, by properly choosing the number of subarrays, the performance of unweighted state space methods can be significantly improved. It is also shown that the mean-squared error in the DOA estimates is independent of the exact distribution of the source amplitudes. This results in a unified framework for dealing with DOA estimation using a uniformly spaced linear sensor array and the time series frequency estimation problems.

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Recently, we reported a low-complexity likelihood ascent search (LAS) detection algorithm for large MIMO systems with several tens of antennas that can achieve high spectral efficiencies of the order of tens to hundreds of bps/Hz. Through simulations, we showed that this algorithm achieves increasingly near SISO AWGN performance for increasing number of antennas in Lid. Rayleigh fading. However, no bit error performance analysis of the algorithm was reported. In this paper, we extend our work on this low-complexity large MIMO detector in two directions: i) We report an asymptotic bit error probability analysis of the LAS algorithm in the large system limit, where N-t, N-r -> infinity keeping N-t = N-r, where N-t and N-r are the number of transmit and receive antennas, respectively. Specifically, we prove that the error performance of the LAS detector for V-BLAST with 4-QAM in i.i.d. Rayleigh fading converges to that of the maximum-likelihood (ML) detector as N-t, N-r -> infinity keeping N-t = N-r ii) We present simulated BER and nearness to capacity results for V-BLAST as well as high-rate non-orthogonal STBC from Division Algebras (DA), in a more realistic spatially correlated MIMO channel model. Our simulation results show that a) at an uncoded BER of 10(-3), the performance of the LAS detector in decoding 16 x 16 STBC from DA with N-t = = 16 and 16-QAM degrades in spatially correlated fading by about 7 dB compared to that in i.i.d. fading, and 19) with a rate-3/4 outer turbo code and 48 bps/Hz spectral efficiency, the performance degrades by about 6 dB at a coded BER of 10(-4). Our results further show that providing asymmetry in number of antennas such that N-r > N-t keeping the total receiver array length same as that for N-r = N-t, the detector is able to pick up the extra receive diversity thereby significantly improving the BER performance.

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Recently, a special class of complex designs called Training-Embedded Complex Orthogonal Designs (TE-CODs) has been introduced to construct single-symbol Maximum Likelihood decodable (SSD) distributed space-time block codes (DSTBCs) for two-hop wireless relay networks using the amplify and forward protocol. However, to implement DSTBCs from square TE-CODs, the overhead due to the transmission of training symbols becomes prohibitively large as the number of relays increase. In this paper, we propose TE-Coordinate Interleaved Orthogonal Designs (TE-CIODs) to construct SSD DSTBCs. Exploiting the block diagonal structure of TE-CIODs, we show that the overhead due to the transmission of training symbols to implement DSTBCs from TE-CIODs is smaller than that for TE-CODs. We also show that DSTBCs from TE-CIODs offer higher rate than those from TE-CODs for identical number of relays while maintaining the SSD and full-diversity properties.

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Examining theories with an extended strong interaction sector such as axigluons or flavour universal colorons, we find that the constraints obtained from the current data on $t \bar t$ production at the Tevatron are in the range of $\sim {\cal O}$ TeV and thus competitive with those obtained from the dijet data. We point out that for large axigluon/coloron masses, the limits on the coloron mass may be different than those for the axigluon even for $\cot \xi = 1$. We also compute the expected forward-backward asymmetry for the case of the axigluons which would allow it to be discriminated against the SM as also the colorons. We further find that at the LHC, the signal should be visible in the $t \bar t$ invariant mass spectrum for a wide range of axigluon and coloron masses that are still allowed. We point out how top polarisation may be used to further discriminate the axigluon and coloron case from the SM as well as from each other.

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A construction of a new family of distributed space time codes (DSTCs) having full diversity and low Maximum Likelihood (ML) decoding complexity is provided for the two phase based cooperative diversity protocols of Jing-Hassibi and the recently proposed Generalized Non-orthogonal Amplify and Forward (GNAF) protocol of Rajan et al. The salient feature of the proposed DSTCs is that they satisfy the extra constraints imposed by the protocols and are also four-group ML decodable which leads to significant reduction in ML decoding complexity compared to all existing DSTC constructions. Moreover these codes have uniform distribution of power among the relays as well as in time. Also, simulations results indicate that these codes perform better in comparison with the only known DSTC with the same rate and decoding complexity, namely the Coordinate Interleaved Orthogonal Design (CIOD). Furthermore, they perform very close to DSTCs from field extensions which have same rate but higher decoding complexity.

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In this paper, several known computational solutions are readily obtained in a very natural way for the linear regulator, fixed end-point and servo-mechanism problems using a certain frame-work from scattering theory. The relationships between the solutions to the linear regulator problem with different terminal costs and the interplay between the forward and backward equations have enabled a concise derivation of the partitioned equations, the forward-backward equations, and Chandrasekhar equations for the problem. These methods have been extended to the fixed end-point, servo, and tracking problems.