A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

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.

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.

An environmentally based growth model that uses finite difference calculus with maximum likelihood method: its application to the brackish water bivalve Corbicula japonica in Lake Abashiri, Japan

We present a growth analysis model that combines large amounts of environmental data with limited amounts of biological data and apply it to Corbicula japonica. The model uses the maximum-likelihood method with the Akaike information criterion, which provides an objective criterion for model selection. An adequate distribution for describing a single cohort is selected from available probability density functions, which are expressed by location and scale parameters. Daily relative increase rates of the location parameter are expressed by a multivariate logistic function with environmental factors for each day and categorical variables indicating animal ages as independent variables. Daily relative increase rates of the scale parameter are expressed by an equation describing the relationship with the daily relative increase rate of the location parameter. Corbicula japonica grows to a modal shell length of 0.7 mm during the first year in Lake Abashiri. Compared with the attain-able maximum size of about 30 mm, the growth of juveniles is extremely slow because their growth is less susceptible to environmental factors until the second winter. The extremely slow growth in Lake Abashiri could be a geographical genetic variation within C. japonica.

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.

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.

Comparing sampling needs for variograms of soil properties computed by the method of moments and residual maximum likelihood

It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.

Novel methods and the maximum likelihood estimation technique for estimating traffic critical gap

Most unsignalised intersection capacity calculation procedures are based on gap acceptance models. Accuracy of critical gap estimation affects accuracy of capacity and delay estimation. Several methods have been published to estimate drivers’ sample mean critical gap, the Maximum Likelihood Estimation (MLE) technique regarded as the most accurate. This study assesses three novel methods; Average Central Gap (ACG) method, Strength Weighted Central Gap method (SWCG), and Mode Central Gap method (MCG), against MLE for their fidelity in rendering true sample mean critical gaps. A Monte Carlo event based simulation model was used to draw the maximum rejected gap and accepted gap for each of a sample of 300 drivers across 32 simulation runs. Simulation mean critical gap is varied between 3s and 8s, while offered gap rate is varied between 0.05veh/s and 0.55veh/s. This study affirms that MLE provides a close to perfect fit to simulation mean critical gaps across a broad range of conditions. The MCG method also provides an almost perfect fit and has superior computational simplicity and efficiency to the MLE. The SWCG method performs robustly under high flows; however, poorly under low to moderate flows. Further research is recommended using field traffic data, under a variety of minor stream and major stream flow conditions for a variety of minor stream movement types, to compare critical gap estimates using MLE against MCG. Should the MCG method prove as robust as MLE, serious consideration should be given to its adoption to estimate critical gap parameters in guidelines.

A maximum likelihood approach for estimating growth from tag–recapture data

The Fabens method is commonly used to estimate growth parameters k and l infinity in the von Bertalanffy model from tag-recapture data. However, the Fabens method of estimation has an inherent bias when individual growth is variable. This paper presents an asymptotically unbiassed method using a maximum likelihood approach that takes account of individual variability in both maximum length and age-at-tagging. It is assumed that each individual's growth follows a von Bertalanffy curve with its own maximum length and age-at-tagging. The parameter k is assumed to be a constant to ensure that the mean growth follows a von Bertalanffy curve and to avoid overparameterization. Our method also makes more efficient use nf thp measurements at tno and recapture and includes diagnostic techniques for checking distributional assumptions. The method is reasonably robust and performs better than the Fabens method when individual growth differs from the von Bertalanffy relationship. When measurement error is negligible, the estimation involves maximizing the profile likelihood of one parameter only. The method is applied to tag-recapture data for the grooved tiger prawn (Penaeus semisulcatus) from the Gulf of Carpentaria, Australia.

Maximum likelihood algorithms for joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing system

Maximum likelihood (ML) algorithms, for the joint estimation of synchronisation impairments and channel in multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) system, are investigated in this work. A system model that takes into account the effects of carrier frequency offset, sampling frequency offset, symbol timing error and channel impulse response is formulated. Cramer-Rao lower bounds for the estimation of continuous parameters are derived, which show the coupling effect among different impairments and the significance of the joint estimation. The authors propose an ML algorithm for the estimation of synchronisation impairments and channel together, using the grid search method. To reduce the complexity of the joint grid search in the ML algorithm, a modified ML (MML) algorithm with multiple one-dimensional searches is also proposed. Further, a stage-wise ML (SML) algorithm using existing algorithms, which estimate less number of parameters, is also proposed. Performance of the estimation algorithms is studied through numerical simulations and it is found that the proposed ML and MML algorithms exhibit better performance than SML algorithm.

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.

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.

A maximum likelihood framework for protein design

Affiliation: Claudia Kleinman, Nicolas Rodrigue & Hervé Philippe : Département de biochimie, Faculté de médecine, Université de Montréal