Massive black-hole binary inspirals: results from the LISA parameter estimation taskforce

The LISA Parameter Estimation Taskforce was formed in September 2007 to provide the LISA Project with vetted codes, source distribution models and results related to parameter estimation. The Taskforce's goal is to be able to quickly calculate the impact of any mission design changes on LISA's science capabilities, based on reasonable estimates of the distribution of astrophysical sources in the universe. This paper describes our Taskforce's work on massive black-hole binaries (MBHBs). Given present uncertainties in the formation history of MBHBs, we adopt four different population models, based on (i) whether the initial black-hole seeds are small or large and (ii) whether accretion is efficient or inefficient at spinning up the holes. We compare four largely independent codes for calculating LISA's parameter-estimation capabilities. All codes are based on the Fisher-matrix approximation, but in the past they used somewhat different signal models, source parametrizations and noise curves. We show that once these differences are removed, the four codes give results in extremely close agreement with each other. Using a code that includes both spin precession and higher harmonics in the gravitational-wave signal, we carry out Monte Carlo simulations and determine the number of events that can be detected and accurately localized in our four population models.

Solid volume fraction estimation of bone:marrow replica models using ultrasound transit time spectroscopy

The acceptance of broadband ultrasound attenuation (BUA) for the assessment of osteoporosis suffers from a limited understanding of both ultrasound wave propagation through cancellous bone and its exact dependence upon the material and structural properties. It has recently been proposed that ultrasound wave propagation in cancellous bone may be described by a concept of parallel sonic rays; the transit time of each ray defined by the proportion of bone and marrow propagated. A Transit Time Spectrum (TTS) describes the proportion of sonic rays having a particular transit time, effectively describing the lateral inhomogeneity of transit times over the surface aperture of the receive ultrasound transducer. The aim of this study was to test the hypothesis that the solid volume fraction (SVF) of simplified bone:marrow replica models may be reliably estimated from the corresponding ultrasound transit time spectrum. Transit time spectra were derived via digital deconvolution of the experimentally measured input and output ultrasonic signals, and compared to predicted TTS based on the parallel sonic ray concept, demonstrating agreement in both position and amplitude of spectral peaks. Solid volume fraction was calculated from the TTS; agreement between true (geometric calculation) with predicted (computer simulation) and experimentally-derived values were R2=99.9% and R2=97.3% respectively. It is therefore envisaged that ultrasound transit time spectroscopy (UTTS) offers the potential to reliably estimate bone mineral density and hence the established T-score parameter for clinical osteoporosis assessment.

Practical Algorithms For Mean Velocity Estimation In Pulse Doppler Weather Radars Using A Small Number Of Samples

Doppler weather radars with fast scanning rates must estimate spectral moments based on a small number of echo samples. This paper concerns the estimation of mean Doppler velocity in a coherent radar using a short complex time series. Specific results are presented based on 16 samples. A wide range of signal-to-noise ratios are considered, and attention is given to ease of implementation. It is shown that FFT estimators fare poorly in low SNR and/or high spectrum-width situations. Several variants of a vector pulse-pair processor are postulated and an algorithm is developed for the resolution of phase angle ambiguity. This processor is found to be better than conventional processors at very low SNR values. A feasible approximation to the maximum entropy estimator is derived as well as a technique utilizing the maximization of the periodogram. It is found that a vector pulse-pair processor operating with four lags for clear air observation and a single lag (pulse-pair mode) for storm observation may be a good way to estimate Doppler velocities over the entire gamut of weather phenomena.

Improved estimation of size-transition matrices using tag-recapture data

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).

Sediment concentration prediction and statistical evaluation for annual load estimation

We consider the development of statistical models for prediction of constituent concentration of riverine pollutants, which is a key step in load estimation from frequent flow rate data and less frequently collected concentration data. We consider how to capture the impacts of past flow patterns via the average discounted flow (ADF) which discounts the past flux based on the time lapsed - more recent fluxes are given more weight. However, the effectiveness of ADF depends critically on the choice of the discount factor which reflects the unknown environmental cumulating process of the concentration compounds. We propose to choose the discount factor by maximizing the adjusted R-2 values or the Nash-Sutcliffe model efficiency coefficient. The R2 values are also adjusted to take account of the number of parameters in the model fit. The resulting optimal discount factor can be interpreted as a measure of constituent exhaustion rate during flood events. To evaluate the performance of the proposed regression estimators, we examine two different sampling scenarios by resampling fortnightly and opportunistically from two real daily datasets, which come from two United States Geological Survey (USGS) gaging stations located in Des Plaines River and Illinois River basin. The generalized rating-curve approach produces biased estimates of the total sediment loads by -30% to 83%, whereas the new approaches produce relatively much lower biases, ranging from -24% to 35%. This substantial improvement in the estimates of the total load is due to the fact that predictability of concentration is greatly improved by the additional predictors.

Efficient estimation for rank-based regression with clustered data

Rank-based inference is widely used because of its robustness. This article provides optimal rank-based estimating functions in analysis of clustered data with random cluster effects. The extensive simulation studies carried out to evaluate the performance of the proposed method demonstrate that it is robust to outliers and is highly efficient given the existence of strong cluster correlations. The performance of the proposed method is satisfactory even when the correlation structure is misspecified, or when heteroscedasticity in variance is present. Finally, a real dataset is analyzed for illustration.

Load estimation with uncertainties from opportunistic sampling data: A semiparametric approach

We consider estimating the total load from frequent flow data but less frequent concentration data. There are numerous load estimation methods available, some of which are captured in various online tools. However, most estimators are subject to large biases statistically, and their associated uncertainties are often not reported. This makes interpretation difficult and the estimation of trends or determination of optimal sampling regimes impossible to assess. In this paper, we first propose two indices for measuring the extent of sampling bias, and then provide steps for obtaining reliable load estimates that minimizes the biases and makes use of informative predictive variables. The key step to this approach is in the development of an appropriate predictive model for concentration. This is achieved using a generalized rating-curve approach with additional predictors that capture unique features in the flow data, such as the concept of the first flush, the location of the event on the hydrograph (e.g. rise or fall) and the discounted flow. The latter may be thought of as a measure of constituent exhaustion occurring during flood events. Forming this additional information can significantly improve the predictability of concentration, and ultimately the precision with which the pollutant load is estimated. We also provide a measure of the standard error of the load estimate which incorporates model, spatial and/or temporal errors. This method also has the capacity to incorporate measurement error incurred through the sampling of flow. We illustrate this approach for two rivers delivering to the Great Barrier Reef, Queensland, Australia. One is a data set from the Burdekin River, and consists of the total suspended sediment (TSS) and nitrogen oxide (NO(x)) and gauged flow for 1997. The other dataset is from the Tully River, for the period of July 2000 to June 2008. For NO(x) Burdekin, the new estimates are very similar to the ratio estimates even when there is no relationship between the concentration and the flow. However, for the Tully dataset, by incorporating the additional predictive variables namely the discounted flow and flow phases (rising or recessing), we substantially improved the model fit, and thus the certainty with which the load is estimated.

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method

The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method's finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children.

A Proposal for Concurrent Estimation of Static and Dynamic Nonlinearity of ADC

Despite great advances in very large scale integrated-circuit design and manufacturing, performance of even the best available high-speed, high-resolution analog-to-digital converter (ADC) is known to deteriorate while acquiring fast-rising, high-frequency, and nonrepetitive waveforms. Waveform digitizers (ADCs) used in high-voltage impulse recordings and measurements are invariably subjected to such waveforms. Errors resulting from a lowered ADC performance can be unacceptably high, especially when higher accuracies have to be achieved (e.g., when part of a reference measuring system). Static and dynamic nonlinearities (estimated independently) are vital indices for evaluating performance and suitability of ADCs to be used in such environments. Typically, the estimation of static nonlinearity involves 10-12 h of time or more (for a 12-b ADC) and the acquisition of millions of samples at high input frequencies for dynamic characterization. ADCs with even higher resolution and faster sampling speeds will soon become available. So, there is a need to reduce testing time for evaluating these parameters. This paper proposes a novel and time-efficient method for the simultaneous estimation of static and dynamic nonlinearity from a single test. This is achieved by conceiving a test signal, comprised of a high-frequency sinusoid (which addresses dynamic assessment) modulated by a low-frequency ramp (relevant to the static part). Details of implementation and results on two digitizers are presented and compared with nonlinearities determined by the existing standardized approaches. Good agreement in results and time savings achievable indicates its suitability.

Estimation for the general sample selection models

Consider a general regression model with an arbitrary and unknown link function and a stochastic selection variable that determines whether the outcome variable is observable or missing. The paper proposes U-statistics that are based on kernel functions as estimators for the directions of the parameter vectors in the link function and the selection equation, and shows that these estimators are consistent and asymptotically normal.

A quasi-likelihood method for fractal-dimension estimation

We propose a simple method of constructing quasi-likelihood functions for dependent data based on conditional-mean-variance relationships, and apply the method to estimating the fractal dimension from box-counting data. Simulation studies were carried out to compare this method with the traditional methods. We also applied this technique to real data from fishing grounds in the Gulf of Carpentaria, Australia

Robust estimation using the Huber function with a data-dependent tuning constant

Robust estimation often relies on a dispersion function that is more slowly varying at large values than the square function. However, the choice of tuning constant in dispersion functions may impact the estimation efficiency to a great extent. For a given family of dispersion functions such as the Huber family, we suggest obtaining the "best" tuning constant from the data so that the asymptotic efficiency is maximized. This data-driven approach can automatically adjust the value of the tuning constant to provide the necessary resistance against outliers. Simulation studies show that substantial efficiency can be gained by this data-dependent approach compared with the traditional approach in which the tuning constant is fixed. We briefly illustrate the proposed method using two datasets.

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-infinity. 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.

Comparative analysis of traffic state estimation ─ Cumulative counts-based and trajectory-based methods

The Macroscopic Fundamental Diagram (MFD) relates space-mean density and flow. Since the MFD represents the area-wide network traffic performance, studies on perimeter control strategies and network-wide traffic state estimation utilising the MFD concept have been reported. Most previous works have utilised data from fixed sensors, such as inductive loops, to estimate the MFD, which can cause biased estimation in urban networks due to queue spillovers at intersections. To overcome the limitation, recent literature reports the use of trajectory data obtained from probe vehicles. However, these studies have been conducted using simulated datasets; limited works have discussed the limitations of real datasets and their impact on the variable estimation. This study compares two methods for estimating traffic state variables of signalised arterial sections: a method based on cumulative vehicle counts (CUPRITE), and one based on vehicles’ trajectory from taxi Global Positioning System (GPS) log. The comparisons reveal some characteristics of taxi trajectory data available in Brisbane, Australia. The current trajectory data have limitations in quantity (i.e., the penetration rate), due to which the traffic state variables tend to be underestimated. Nevertheless, the trajectory-based method successfully captures the features of traffic states, which suggests that the trajectories from taxis can be a good estimator for the network-wide traffic states.

General ranked set sampling with cost considerations

Nahhas, Wolfe, and Chen (2002, Biometrics 58, 964-971) considered optimal set size for ranked set sampling (RSS) with fixed operational costs. This framework can be very useful in practice to determine whether RSS is beneficial and to obtain the optimal set size that minimizes the variance of the population estimator for a fixed total cost. In this article, we propose a scheme of general RSS in which more than one observation can be taken from each ranked set. This is shown to be more cost-effective in some cases when the cost of ranking is not so small. We demonstrate using the example in Nahhas, Wolfe, and Chen (2002, Biometrics 58, 964-971), by taking two or more observations from one set even with the optimal set size from the RSS design can be more beneficial.