948 resultados para residual maximum likelihood (REML)
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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
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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.
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2010 Mathematics Subject Classification: 62J99.
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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.
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Resumo: Registros de sobrevivência do nascimento ao desmame de 3846 crias de ovinos da raça Santa Inês foram analisados por modelos de reprodutor linear e não linear (modelo de limiar), para estimar componentes de variância e herdabilidade. Os modelos usados para sobrevivência, analisada como característica da cria, incluíram os efeitos fixos de sexo, da combinação tipo de nascimento-criação da cria e da idade da ovelha ao parto, efeito da covariável peso da cria ao nascer e efeitos aleatórios de reprodutor, da classe rebanho-ano-estação e do resíduo. Componentes de variância para o modelo linear foram estimados pelo método da máxima verossimilhança restrita (REML) e para o modelo não linear por uma aproximação da máxima verossimilhança marginal (MML), pelo programa CMMAT2. O coeficiente de herdabilidade (h2) estimado pelo modelo de limiar foi de 0,29, e pelo modelo linear, 0,14. A correlação de ordem de Spearman entre as capacidades de transmissão dos reprodutores, com base nos dois modelos foi de 0,96. As estimativas de h2 obtidas indicam a possibilidade de se obter, por seleção, ganho genético para sobrevivência. [Linear and nonlinear models in genetic analyses of lamb survival in the Santa Inês hair sheep breed]. Abstract: Records of 3,846 lambs survival from birth to weaning of Santa Inês hair sheep breed, were analyzed by linear and non linear sire models (threshold model) to estimate variance components and heritability (h2). The models that were used to analyze survival, considered in this study as a lamb trait, included the fixed effects of sex of the lamb, combination of type of birth-rearing of lamb, and age of ewe, birth weight of lamb as covariate, and random effects of sire, herd-year-season and residual. Variance components were obtained using restricted maximum likelihood (REML), in linear model and marginal maximum likelihood in threshold model through CMMAT2 program. Estimate of heritability (h2) obtained by threshold model was 0.29 and by linear model was 0.14. Rank correlation of Spearman, between sire solutions based on the two models was 0.96. The obtained estimates in this study indicate that it is possible to acquire genetic gain to survival by selection.
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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.
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This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.
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A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.
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The objective of this work was to determine the contents of methylxanthines, caffeine and theobromine, and phenolic compounds, chlorogenic and caffeic acids, in 51 mate progenies (half-sib families) and estimate the heritability of genetic parameters. Mate progenies were from five Brazilian municipalities: Pinhão, Ivaí, Barão de Cotegipe, Quedas do Iguaçu, and Cascavel. The progenies were grown in the Ivaí locality. The contents of the compounds were obtained by high performance liquid chromatography (HPLC). The estimation of genetic parameters by the restricted maximum likelihood (REML) and the prediction of genotypic values via best linear unbiased prediction (BLUP) were obtained by the Selegen - REML/BLUP software. Caffeine (0.248-1.663%) and theobromine (0.106-0.807%) contents were significantly different (p<0.05) depending on the region of origin, with high individual heritability (ĥ²>0.5). The two different progeny groups determined for chlorogenic (1.365-2.281%) and caffeic (0.027-0.037%) acid contents were not significantly different (p<0.05) depending on the locality of origin. Individual heritability values were low to medium for chlorogenic (ĥ²<0.4) and caffeic acid (ĥ²<0.3). The content of the compounds and the values of genetic parameters could support breeding programs for mate.
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An investigation into the phylogenetic variation of plant tolerance and the root and shoot uptake of organic contaminants was undertaken. The aim was to determine if particular families or genera were tolerant of, or accumulated organic pollutants. Data were collected from sixty-nine studies. The variation between experiments was accounted for using a residual maximum likelihood analysis to approximate means for individual taxa. A nested ANOVA was subsequently used to determine differences at a number of differing phylogenetic levels. Significant differences were observed at a number of phylogenetic levels for the tolerance to TPH, the root concentration factor and the shoot concentration factor. There was no correlation between the uptake of organic pollutants and that of heavy metals. The data indicate that plant phylogeny is an important influence on both the plant tolerance and uptake of organic pollutants. If this study can be expanded, such information can be used when designing plantings for phytoremediation or risk reduction during the restoration of contaminated sites.
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Models of the dynamics of nitrogen in soil (soil-N) can be used to aid the fertilizer management of a crop. The predictions of soil-N models can be validated by comparison with observed data. Validation generally involves calculating non-spatial statistics of the observations and predictions, such as their means, their mean squared-difference, and their correlation. However, when the model predictions are spatially distributed across a landscape the model requires validation with spatial statistics. There are three reasons for this: (i) the model may be more or less successful at reproducing the variance of the observations at different spatial scales; (ii) the correlation of the predictions with the observations may be different at different spatial scales; (iii) the spatial pattern of model error may be informative. In this study we used a model, parameterized with spatially variable input information about the soil, to predict the mineral-N content of soil in an arable field, and compared the results with observed data. We validated the performance of the N model spatially with a linear mixed model of the observations and model predictions, estimated by residual maximum likelihood. This novel approach allowed us to describe the joint variation of the observations and predictions as: (i) independent random variation that occurred at a fine spatial scale; (ii) correlated random variation that occurred at a coarse spatial scale; (iii) systematic variation associated with a spatial trend. The linear mixed model revealed that, in general, the performance of the N model changed depending on the spatial scale of interest. At the scales associated with random variation, the N model underestimated the variance of the observations, and the predictions were correlated poorly with the observations. At the scale of the trend, the predictions and observations shared a common surface. The spatial pattern of the error of the N model suggested that the observations were affected by the local soil condition, but this was not accounted for by the N model. In summary, the N model would be well-suited to field-scale management of soil nitrogen, but suited poorly to management at finer spatial scales. This information was not apparent with a non-spatial validation. (c),2007 Elsevier B.V. All rights reserved.
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The objective of this study was to estimate the genetic parameters affecting milk production (MP), fat (%F) and protein (%P) contents of buffalo milk. Restricted Maximum Likelihood (REML) using MTDFREML program under animal model analyzed a total of 1744 lactations records from 1268 cows. The means were: MP = 1259.47 +/- 523.09 kg, %F = 6.87 +/- 0.88% and %P = 3.91 +/- 0.61%. The estimates of repeatability and heritability coefficients were: MP = 0.38 and 0.24, %F = 0.28 and 0.21 and %P = 0.30 and 0.26, respectively. The estimated genetic and phenotypic correlations were MP x %F = -0.18 and -0.62, MP x %P = -0.23 and -0.59 and %F x %P = 0.50 and 0.77, respectively. According to these results it is possible to conclude that selection is a proper way to increase milk yield, fat and protein percentage. Although negative low values of genetic correlations among traits, it should be take into account that simultaneous selection based on these traits could not be so efficient.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)