Motion transparency phenomena in image sequences are frequent, but classical methods of motion estimation are unable to deal with them. There is a need for more general techniques in order to solve this important prob...
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Motion transparency phenomena in image sequences are frequent, but classical methods of motion estimation are unable to deal with them. There is a need for more general techniques in order to solve this important problem. The method described here is based on an image sequence analysis in the frequency domain. It is mainly composed of a Stochastic-Expectation-Maximisation algorithm which provides a new statistical model for this problem. This method, despite its large execution time, offers some interesting results on artificial and natural image sequences. (C) 2003 Elsevier B.V. All rights reserved.
In this paper we propose inference methods based on the Em algorithm for estimating the parameters of a weakly parameterised competing risks model with masked causes of failure and second-stage data. With a carefully ...
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In this paper we propose inference methods based on the Em algorithm for estimating the parameters of a weakly parameterised competing risks model with masked causes of failure and second-stage data. With a carefully chosen definition of complete data, the maximum likelihood estimation of the cause-specific hazard functions and of the masking probabilities is performed via an Em algorithm. Both the E- and m-steps can be solved in closed form under the full model and under some restricted models of interest. We illustrate the flexibility of the method by showing how grouped data and tests of common hypotheses in the literature on missing cause of death can be handled. The method is applied to a real dataset and the asymptotic and robustness properties of the estimators are investigated through simulation.
One major problem in cluster analysis is the determination of the number of clusters. In this paper, we describe both theoretical and experimental results in determining the cluster number for a small set of samples u...
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One major problem in cluster analysis is the determination of the number of clusters. In this paper, we describe both theoretical and experimental results in determining the cluster number for a small set of samples using the Bayesian-Kullback Ying-Yang (BYY) model selection criterion. Under the second-order approximation, we derive a new equation for estimating the smoothing parameter in the cost function. Finally, we propose a gradient descent smoothing parameter estimation approach that avoids complicated integration procedure and gives the same optimal result.
The EM algorithm is a popular method for computing maximum likelihood estimates. One of its drawbacks is that it does not produce standard errors as a by-product. We consider obtaining standard errors by numerical dif...
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The EM algorithm is a popular method for computing maximum likelihood estimates. One of its drawbacks is that it does not produce standard errors as a by-product. We consider obtaining standard errors by numerical differentiation. Two approaches are considered. The first differentiates the Fisher score vector to yield the Hessian of the log-likelihood. The second differentiates the EM operator and uses an identity that relates its derivative to the Hessian of the log-likelihood. The well-known sem algorithm uses the second approach. We consider three additional algorithms: one that uses the first approach and two that use the second. We evaluate the complexity and precision of these three and the sem algorithm in seven examples. The first is a single-parameter example used to give insight. The others are three examples in each of two areas of EM application: Poisson mixture models and the estimation of covariance from incomplete data. The examples show that there are algorithms that are much simpler and more accurate than the sem algorithm. Hopefully their simplicity will increase the availability of standard error estimates in EM applications. It is shown that, as previously conjectured, a symmetry diagnostic can accurately estimate errors arising from numerical differentiation. Some issues related to the speed of the EM algorithm and algorithms that differentiate the EM operator are identified.
We discuss the problem of screening a general population for characteristics such as HIV or drug use. Our main approach is Bayesian, which allows for the incorporation of prior information about parameters. In the par...
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We discuss the problem of screening a general population for characteristics such as HIV or drug use. Our main approach is Bayesian, which allows for the incorporation of prior information about parameters. In the particular problem we consider, there is currently no information in the data for estimating the sensitivity of the screening test, and consequently, the prevalence of the characteristic among screened negatives cannot be estimated from the collected data alone. Our inferences are straightforward to obtain using Gibbs sampling techniques, and they are valid for large or small samples and for arbitrary prevalence or accuracy of screening tests. We also develop the maximum-likelihood approach using the EM algorithm.
We derive and investigate a variant of AIC, the Akaike information criterion, for model selection in settings where the observed data is incomplete. Our variant is based on the motivation provided for the PDIO ('p...
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We derive and investigate a variant of AIC, the Akaike information criterion, for model selection in settings where the observed data is incomplete. Our variant is based on the motivation provided for the PDIO ('predictive divergence for incomplete observation models') criterion of Shimodaira (1994, in: Selecting Models from Data: Artificial Intelligence and Statistics IV, Lecture Notes in Statistics, vol. 89, Springer, New York, pp. 21-29). However, our variant differs from PDIO in its 'goodness-of-fit' term. Unlike AIC and PDIO, which require the computation of the observed-data empirical log-likelihood, our criterion can be evaluated using only complete-data tools, readily available through the EM algorithm and the sem ('supplemented' EM) algorithm of Meng and Rubin (Journal of the American Statistical Association 86 (1991) 899-909). We compare the performance of our AIC variant to that of both AIC and PDIO in simulations where the data being modeled contains missing values. The results indicate that our criterion is less prone to overfitting than AIC and less prone to underfitting than PDIO. (C) 1998 Elsevier Science B.V. All rights reserved.
This paper provides a method for computing the asymptotic covariance matrix from a likelihood function with known maximum likelihood estimate of the parameters. Philosophically, the basic idea is to assume that the li...
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This paper provides a method for computing the asymptotic covariance matrix from a likelihood function with known maximum likelihood estimate of the parameters. Philosophically, the basic idea is to assume that the likelihood function should be well approximated by a normal density when asymptotic results about the maximum likelihood estimate are applied for statistical inference. Technically, the method makes use of two facts: the information for a one-dimensional parameter can be well computed when the loglikelihood is approximately quadratic over the range corresponding to a small positive confidence interval;and the covariance matrix of a normal distribution can be obtained from its one-dimensional conditional distributions whose sample spaces span the sample space of the joint distribution. We illustrate the method with its application to a linear mixed-effects model.
Presents an EM algorithm that fits a state-space formulation of the longitudinal regression model. Lagged response of both time-dependent and time-independent covariates; Dependence of the baseline response on covaria...
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Presents an EM algorithm that fits a state-space formulation of the longitudinal regression model. Lagged response of both time-dependent and time-independent covariates; Dependence of the baseline response on covariates; Standard errors.
Specifying a record-linkage procedure requires both (1) a method for measuring closeness of agreement between records, typically a scalar weight, and (2) a rule for deciding when to classify records as matches or nonm...
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Specifying a record-linkage procedure requires both (1) a method for measuring closeness of agreement between records, typically a scalar weight, and (2) a rule for deciding when to classify records as matches or nonmatches based on the weights. Here we outline a general strategy for the second problem, that is, for accurately estimating false-match rates for each possible cutoff weight. The strategy uses a model where the distribution of observed weights are viewed as a mixture of weights for true matches and weights for false matches. An EM algorithm for fitting mixtures of transformed-normal distributions is used to find posterior modes;associated posterior variability is due to uncertainty about specific normalizing transformations as well as uncertainty in the parameters of the mixture model the latter being calculated using the sem algorithm. This mixture-model calibration method is shown to perform well in an applied setting with census data. Further, a simulation experiment reveals that, across a wide variety of settings not satisfying the model's assumptions, the procedure is slightly conservative on average in the sense of overstating false-match rates, and the one-sided confidence coverage (i.e., the proportion of times that these interval estimates cover or overstate the actual false-match rate) is very close to the nominal rate.
The critical step in the drive toward an independent Slovenia was the plebiscite held in December 1990, at which the citizens of Slovenia voted overwhelmingly in favor of a sovereign and independent state. The Sloveni...
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The critical step in the drive toward an independent Slovenia was the plebiscite held in December 1990, at which the citizens of Slovenia voted overwhelmingly in favor of a sovereign and independent state. The Slovenian Public Opinion (SPO) survey of November/December 1990 was used by the government of Slovenia to prepare for the plebiscite. Because the plebiscite counted as “YES voters” only those voters who attended and voted for independence (nonvoters counted as “NO voters”), “Don't Know” survey responses can be thought of as missing data—the true intention of the voter is unknown but must be either “YES” or “NO.” An analysis of the survey data under the missing-at-random assumption for the missing responses provides remarkably accurate estimates of the eventual plebiscite outcome, substantially better than ad hoc methods and a nonignorable model that allows nonresponse to depend on the intended vote.
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