Estimating the spatial scales of regionalized variables by nested sampling, hierarchical analysis of variance and residual maximum likelihood

The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

Maximum likelihood as an operational tool in socio-economic modeling: as outlined in a recent thesis of D. W. Peterson. Final report.

Transportation Department, Office of Systems Engineering, Washington, D.C.

Extraction of road lanes from high-resolution stereo aerial imagery based on maximum likelihood segmentation and texture enhancement

Accurate road lane information is crucial for advanced vehicle navigation and safety applications. With the increasing of very high resolution (VHR) imagery of astonishing quality provided by digital airborne sources, it will greatly facilitate the data acquisition and also significantly reduce the cost of data collection and updates if the road details can be automatically extracted from the aerial images. In this paper, we proposed an effective approach to detect road lanes from aerial images with employment of the image analysis procedures. This algorithm starts with constructing the (Digital Surface Model) DSM and true orthophotos from the stereo images. Next, a maximum likelihood clustering algorithm is used to separate road from other ground objects. After the detection of road surface, the road traffic and lane lines are further detected using texture enhancement and morphological operations. Finally, the generated road network is evaluated to test the performance of the proposed approach, in which the datasets provided by Queensland department of Main Roads are used. The experiment result proves the effectiveness of our approach.

Econometric Modelling with Time Series : Specification, Estimation and Testing

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis

We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the statistics literature and "the density of states" in physics. Through a pair of numerical examples (including mixture modeling of the well-known galaxy dataset) we highlight the remarkable diversity of sampling schemes amenable to such recursive normalization, as well as the notable efficiency of the resulting pseudo-mixture distributions for gauging prior-sensitivity in the Bayesian model selection context. Our key theoretical contributions are to introduce a novel heuristic ("thermodynamic integration via importance sampling") for qualifying the role of the bridging sequence in this procedure, and to reveal various connections between these recursive estimators and the nested sampling technique.

A maximum-likelihood method for estimating natural mortality and catchability coefficient from catch-and-effort data

A simple stochastic model of a fish population subject to natural and fishing mortalities is described. The fishing effort is assumed to vary over different periods but to be constant within each period. A maximum-likelihood approach is developed for estimating natural mortality (M) and the catchability coefficient (q) simultaneously from catch-and-effort data. If there is not enough contrast in the data to provide reliable estimates of both M and q, as is often the case in practice, the method can be used to obtain the best possible values of q for a range of possible values of M. These techniques are illustrated with tiger prawn (Penaeus semisulcatus) data from the Northern Prawn Fishery of Australia.

Performance analysis of single-symbol maximum likelihood decodable linear STBCs

Performance of space-time block codes can be improved using the coordinate interleaving of the input symbols from rotated M-ary phase shift keying (MPSK) and M-ary quadrature amplitude modulation (MQAM) constellations. This paper is on the performance analysis of coordinate-interleaved space-time codes, which are a subset of single-symbol maximum likelihood decodable linear space-time block codes, for wireless multiple antenna terminals. The analytical and simulation results show that full diversity is achievable. Using the equivalent single-input single-output model, simple expressions for the average bit error rates are derived over flat uncorrelated Rayleigh fading channels. Optimum rotation angles are found by finding the minimum of the average bit error rate curves.

A Phase Transition for the Uniform Distribution in the Pattern Maximum Likelihood Problem

In this paper, we consider the setting of the pattern maximum likelihood (PML) problem studied by Orlitsky et al. We present a well-motivated heuristic algorithm for deciding the question of when the PML distribution of a given pattern is uniform. The algorithm is based on the concept of a ``uniform threshold''. This is a threshold at which the uniform distribution exhibits an interesting phase transition in the PML problem, going from being a local maximum to being a local minimum.

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation-maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.

MRT Letter: A Unified Accelerated Maximum Likelihood Technique for Widefield, Confocal, and Super-Resolution 4Pi Microscopy

We propose an algorithmic technique for accelerating maximum likelihood (ML) algorithm for image reconstruction in fluorescence microscopy. This is made possible by integrating Biggs-Andrews (BA) method with ML approach. The results on widefield, confocal, and super-resolution 4Pi microscopy reveal substantial improvement in the speed of 3D image reconstruction (the number of iterations has reduced by approximately one-half). Moreover, the quality of reconstruction obtained using accelerated ML closely resembles with nonaccelerated ML method. The proposed technique is a step closer to realize real-time reconstruction in 3D fluorescence microscopy. Microsc. Res. Tech. 78:331-335, 2015. (c) 2015 Wiley Periodicals, Inc.

Probable maximum precipitation estimation for catchments in Mahanadi river basin

Probable maximum precipitation (PMP) is a theoretical concept that is widely used by hydrologists to arrive at estimates for probable maximum flood (PMF) that find use in planning, design and risk assessment of high-hazard hydrological structures such as flood control dams upstream of populated areas. The PMP represents the greatest depth of precipitation for a given duration that is meteorologically possible for a watershed or an area at a particular time of year, with no allowance made for long-term climatic trends. Various methods are in use for estimation of PMP over a target location corresponding to different durations. Moisture maximization method and Hershfield method are two widely used methods. The former method maximizes the observed storms assuming that the atmospheric moisture would rise up to a very high value estimated based on the maximum daily dew point temperature. On the other hand, the latter method is a statistical method based on a general frequency equation given by Chow. The present study provides one-day PMP estimates and PMP maps for Mahanadi river basin based on the aforementioned methods. There is a need for such estimates and maps, as the river basin is prone to frequent floods. Utility of the constructed PMP maps in computing PMP for various catchments in the river basin is demonstrated. The PMP estimates can eventually be used to arrive at PMF estimates for those catchments. (C) 2015 The Authors. Published by Elsevier B.V.

Maximum magnitude estimation considering the regional rupture character

The main objective of the paper is to develop a new method to estimate the maximum magnitude (M (max)) considering the regional rupture character. The proposed method has been explained in detail and examined for both intraplate and active regions. Seismotectonic data has been collected for both the regions, and seismic study area (SSA) map was generated for radii of 150, 300, and 500 km. The regional rupture character was established by considering percentage fault rupture (PFR), which is the ratio of subsurface rupture length (RLD) to total fault length (TFL). PFR is used to arrive RLD and is further used for the estimation of maximum magnitude for each seismic source. Maximum magnitude for both the regions was estimated and compared with the existing methods for determining M (max) values. The proposed method gives similar M (max) value irrespective of SSA radius and seismicity. Further seismicity parameters such as magnitude of completeness (M (c) ), ``a'' and ``aEuro parts per thousand b `` parameters and maximum observed magnitude (M (max) (obs) ) were determined for each SSA and used to estimate M (max) by considering all the existing methods. It is observed from the study that existing deterministic and probabilistic M (max) estimation methods are sensitive to SSA radius, M (c) , a and b parameters and M (max) (obs) values. However, M (max) determined from the proposed method is a function of rupture character instead of the seismicity parameters. It was also observed that intraplate region has less PFR when compared to active seismic region.

Two-Dimensional Noise-Predictive Maximum Likelihood Method for Magnetic Recording Channels

Noise-predictive maximum likelihood (NPML) is a well known signal detection technique used in partial response maximum likelihood (PRML) scheme in 1D magnetic recording channels. The noise samples colored by the partial response (PR) equalizer are predicted/ whitened during the signal detection using a Viterbi detector. In this paper, we propose an extension of the NPML technique for signal detection in 2D ISI channels. The impact of noise prediction during signal detection is studied in PRML scheme for a particular choice of 2D ISI channel and PR targets.