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.

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L∞. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Estimation of maximum sustainable yield (MSY) of hilsa (Tenualosa ilisha Ham.) in the Meghna river of Bangladesh

MSY per recruit of Tenualosa ilisha in the Meghna river was predicted as 112 g per recruit at the F(msy)=0.6/yr and at T(c)=0.6/yr. But Y/R=95 g per recruit was obtained at the existing fishing level, F=1.14/yr and at T(c)=0.6/yr. Existing F level was nearly double than the F(msy) level. Fishing pressure should be reduced immediately from F=1.14/yr to F(msy)=0.6/yr. F(msy)=1.14/yr was the same at first capture, T(c)=1.0, 1.2 and 1.4/yr, and MSY could be obtained as 142 g, 162 g and 176 g per recruit respectively. It is easier to change the first capture age (Tc) rather than changing off level. So, hilsa fishery manager may adopt F(msy)=1.14/yr while age at first capture must be increased from T(c)=0.6/yr (3 cm size group) to T(c)=1.4/yr (25 cm size group), by which 1.8 times production could be increased than the present production. MSY also possible to obtain as 201 g and 210 g per recruit at F(msy)=2.0/yr and 4.0/yr at T(c)=1.7/yr and 1.9/yr respectively. Under both the situations, hilsa production could be increased 2 times than the present production. To obtain the MSY=210 g per recruit the fishing level could be increased up to F=4.0/yr at T(c)=1.9/yr (34 cm size group). Economic point of view, hilsa fishery managers may choose to obtain the economic MSY as 201 g per recruit at F(msy)=2.0/yr and T(c)=1.7yr (31 cm size group) in the Meghna river of Bangladesh.

Maximum-likelihood estimator for coarse carrier frequency offset estimation in OFDM systems

Orthogonal frequency division multiplexing (OFDM) systems are more sensitive to carrier frequency offset (CFO) compared to the conventional single carrier systems. CFO destroys the orthogonality among subcarriers, resulting in inter-carrier interference (ICI) and degrading system performance. To mitigate the effect of the CFO, it has to be estimated and compensated before the demodulation. The CFO can be divided into an integer part and a fractional part. In this paper, we investigate a maximum-likelihood estimator (MLE) for estimating the integer part of the CFO in OFDM systems, which requires only one OFDM block as the pilot symbols. To reduce the computational complexity of the MLE and improve the bandwidth efficiency, a suboptimum estimator (Sub MLE) is studied. Based on the hypothesis testing method, a threshold Sub MLE (T-Sub MLE) is proposed to further reduce the computational complexity. The performance analysis of the proposed T-Sub MLE is obtained and the analytical results match the simulation results well. Numerical results show that the proposed estimators are effective and reliable in both additive white Gaussian noise (AWGN) and frequency-selective fading channels in OFDM systems.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

Contributions to the theory of maximum entropy estimation for ill-posed models

As técnicas estatísticas são fundamentais em ciência e a análise de regressão linear é, quiçá, uma das metodologias mais usadas. É bem conhecido da literatura que, sob determinadas condições, a regressão linear é uma ferramenta estatística poderosíssima. Infelizmente, na prática, algumas dessas condições raramente são satisfeitas e os modelos de regressão tornam-se mal-postos, inviabilizando, assim, a aplicação dos tradicionais métodos de estimação. Este trabalho apresenta algumas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, em particular na estimação de modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. A investigação é desenvolvida em três vertentes, nomeadamente na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, na estimação do parâmetro ridge em regressão ridge e, por último, em novos desenvolvimentos na estimação com máxima entropia. Na estimação de eficiência técnica com fronteiras de produção condicionadas a estados contingentes, o trabalho desenvolvido evidencia um melhor desempenho dos estimadores de máxima entropia em relação ao estimador de máxima verosimilhança. Este bom desempenho é notório em modelos com poucas observações por estado e em modelos com um grande número de estados, os quais são comummente afetados por colinearidade. Espera-se que a utilização de estimadores de máxima entropia contribua para o tão desejado aumento de trabalho empírico com estas fronteiras de produção. Em regressão ridge o maior desafio é a estimação do parâmetro ridge. Embora existam inúmeros procedimentos disponíveis na literatura, a verdade é que não existe nenhum que supere todos os outros. Neste trabalho é proposto um novo estimador do parâmetro ridge, que combina a análise do traço ridge e a estimação com máxima entropia. Os resultados obtidos nos estudos de simulação sugerem que este novo estimador é um dos melhores procedimentos existentes na literatura para a estimação do parâmetro ridge. O estimador de máxima entropia de Leuven é baseado no método dos mínimos quadrados, na entropia de Shannon e em conceitos da eletrodinâmica quântica. Este estimador suplanta a principal crítica apontada ao estimador de máxima entropia generalizada, uma vez que prescinde dos suportes para os parâmetros e erros do modelo de regressão. Neste trabalho são apresentadas novas contribuições para a teoria de máxima entropia na estimação de modelos mal-postos, tendo por base o estimador de máxima entropia de Leuven, a teoria da informação e a regressão robusta. Os estimadores desenvolvidos revelam um bom desempenho em modelos de regressão linear com pequenas amostras, afetados por colinearidade e outliers. Por último, são apresentados alguns códigos computacionais para estimação com máxima entropia, contribuindo, deste modo, para um aumento dos escassos recursos computacionais atualmente disponíveis.

Revisiting optimization algorithms for maximum likelihood estimation

Parmi les méthodes d’estimation de paramètres de loi de probabilité en statistique, le maximum de vraisemblance est une des techniques les plus populaires, comme, sous des conditions l´egères, les estimateurs ainsi produits sont consistants et asymptotiquement efficaces. Les problèmes de maximum de vraisemblance peuvent être traités comme des problèmes de programmation non linéaires, éventuellement non convexe, pour lesquels deux grandes classes de méthodes de résolution sont les techniques de région de confiance et les méthodes de recherche linéaire. En outre, il est possible d’exploiter la structure de ces problèmes pour tenter d’accélerer la convergence de ces méthodes, sous certaines hypothèses. Dans ce travail, nous revisitons certaines approches classiques ou récemment d´eveloppées en optimisation non linéaire, dans le contexte particulier de l’estimation de maximum de vraisemblance. Nous développons également de nouveaux algorithmes pour résoudre ce problème, reconsidérant différentes techniques d’approximation de hessiens, et proposons de nouvelles méthodes de calcul de pas, en particulier dans le cadre des algorithmes de recherche linéaire. Il s’agit notamment d’algorithmes nous permettant de changer d’approximation de hessien et d’adapter la longueur du pas dans une direction de recherche fixée. Finalement, nous évaluons l’efficacité numérique des méthodes proposées dans le cadre de l’estimation de modèles de choix discrets, en particulier les modèles logit mélangés.