检索结果-内蒙古大学图书馆

Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation

COMPUTATIONAL STATISTICS & DATA ANALYSIS 2002年第2期39卷 203-225页

作者： Browne, WJ Draper, D Goldstein, H Rasbash, J Univ London Inst Educ London WC1H 0AL England Univ Calif Santa Cruz Baskin Sch Engn Dept Appl Math & Stat Santa Cruz CA 95064 USA

In multilevel modelling it is common practice to assume constant variance at level I across individuals. In this paper we consider situations where the level-1 variance depends on predictor variables. We examine two cases using a dataset from educational research;in the first case the variance at level 1 of a test score depends on a continuous "intake score" predictor, and in the second case the variance is assumed to differ according to gender. We contrast two maximum-likelihood methods based on iterative generalised least squares with two Markov chain Monte Carlo (MCMC) methods based on adaptive hybrid versions of the Metropolis-Hastings (ME) algorithm, and we use two simulation experiments to compare these four methods. We find that all four approaches have good repeated-sampling behaviour in the classes of models we simulate. We conclude by contrasting raw- and log-scale formulations of the level-1 variance function, and we find that adaptive MH sampling is considerably more efficient than adaptive rejection sampling when the heteroscedasticity is modelled polynomially on the log scale. (C) 2002 Elsevier Science B.V. All rights reserved.

关键词： adaptive Metropolis-Hastings sampling educational data heteroscedasticity hierarchical modelling IGLS Markov chain Monte Carlo (MCMC) maximum-likelihood methods MCMC efficiency multilevel modelling RIGLS

来源：评论

学校读者我要写书评

暂无评论

Application of a theory for particle statistics to structure refinement from powder diffraction data

引用

JOURNAL OF APPLIED CRYSTALLOGRAPHY 2011年第5期44卷 921-927页

作者： Ida, T. Izumi, F. Nagoya Inst Technol Ceram Res Lab Gifu 5070071 Japan Natl Inst Mat Sci Quantum Beam Unit Tsukuba Ibaraki 3050044 Japan

A new methodology is proposed for structure refinement using powder diffraction data, from which models for particle statistics and any other statistical errors can be formally optimized. This method is nothing but a straightforward implementation of the maximum-likelihood method, extended to the error estimation. Structure parameters refined by the method for fluorapatite [Ca-5(PO4)(3)F], anglesite (PbSO4) and barite (BaSO4) become significantly closer to those obtained by single-crystal structure analyses in comparison with the results of the conventional Rietveld method.

关键词： structure refinement powder diffraction particle statistics maximum-likelihood methods

来源：评论

学校读者我要写书评

暂无评论

LIFETIMES OF POLYPROPYLENE FILMS UNDER COMBINED HIGH ELECTRIC-FIELDS AND THERMAL-STRESSES

引用

IEEE TRANSACTIONS ON ELECTRICAL INSULATION 1989年第4期24卷 619-625页

作者： CYGAN, P KRISHNAKUMAR, B LAGHARI, JR Department of Electrical and Computer Engineering State University of New York Buffalo NY USA

The lifetimes of polypropylene films under high AC and DC field stresses were determined at 23, 70, and 90°C. A two-parameter Weibull distribution was used in the evaluation of the data, with the shape and scale parameters estimated using graphical and maximum-likelihood methods. For DC aging, the results indicate that a power-law type of relation may hold true, with the parameters changing with temperature. However, for AC aging more anomalous results were obtained. These anomalies were more noticeable in the intermediate voltage region where the 23°C lifecurve fell below the lifecurves at the other two temperatures. This is possibly due to the partial discharges which are mainly responsible for the breakdown in this range of voltage and the progressive impregnation of the dielectric films with transformer oil

关键词： ageing electric breakdown of solids insulation testing life testing organic insulating materials partial discharges polymer films thermal stresses 23 degC 70 degC 90 degC AC aging DC aging breakdown dielectric film impregnation high electric fields lifetimes maximum-likelihood methods partial discharges polypropylene films power law relation thermal stresses transformer oil two-parameter Weibull distribution Aging Breakdown voltage Dielectric breakdown maximum likelihood estimation Parameter estimation Partial discharges Shape Stress Temperature Weibull distribution

来源：评论

学校读者我要写书评

暂无评论

Channel estimation method with improved performance for the UMTS-TDD mode

引用

WIRELESS PERSONAL COMMUNICATIONS 2006年第1-2期37卷 1-21页

作者： Marques, Paulo Gameiro, Atilio Fernandes, Jose Univ Aveiro Inst Telecomun DETUA P-3810 Aveiro Portugal Inst Politecn Castelo Branco Escola Super Tecnol P-6000 Castelo Branco Portugal

Channel estimation is an essential building block for UTRA-TDD high performance receivers. Once the performance of the channel estimator algorithm proposed by 3GPP is highly dependent on the time spreading between consecutive multi-path components, a Successive Multi-path channel Estimation Technique (SMET) that improves the time resolution is proposed in this paper. A SMET based maximum likelihood approach for vectorial channel estimation, to include the estimation of the direction-of-arrival, is also proposed. This algorithm solves efficiently the complex problem of DOA estimation of multiple users in a multi path propagation environment even when the number of required DOA's exceeds the number of antenna array elements. Another property of the proposed algorithm is its ability to resolve signals from different users arriving from the same direction. This is due to processing in both time and space dimensions. The performance of these algorithms is assessed by resorting to simulations in multi-path environments using the UMTS-TDD specifications, and also by comparing the rms estimation errors against the Cramer-Rao Bound. The effect of imperfect channel estimation on the performance of RAKE and Hard-Decision Parallel Interference Canceller receivers is also analysed. The results show that a good performance can be achieved with SMET, from low to high values of Eb/n(0).

关键词： channel estimation direction-of-arrival maximum-likelihood methods multi-path channels UMTS-TDD

来源：评论

学校读者我要写书评

暂无评论

Sensitivity test method for the characterization of laser damage behavior

引用

OPTICAL ENGINEERING 2014年第12期53卷 1-6页

作者： Arenberg, Jonathan W. Thomas, Michael D. Northrop Grumman Aerosp Syst Redondo Beach CA 90278 USA Spica Technol Hollis NH 03049 USA

This paper introduces a sensitivity test for characterizing the laser damage behavior of a sample. A sensitivity test analyzes unbinned laser damage test data to estimate the damage probability curve. The means of estimation is by employing a parametric model of the probability of damage and identifying the parameters most likely to produce the observed results using the maximum-likelihood (ML) method. The ML method applied to laser damage measurements is reviewed. The sensitivity test is analyzed for its performance using Monte Carlo methods. A series of laser damage tests are simulated on a test of a hypothetical test optic. A Weibull distribution is selected for the damage probability model, while the virtual test optic was chosen to have a non-Weibull shaped damage probability curve. Damage measurements for varying the number of sites exposed are modeled to show the convergence of the Weibull parameters. This paper concludes by showing how the underlying defect distribution is calculated from results of the sensitivity test. (C) The Authors. Published by SPIE under a Creative Commons Attribution 3.0 Unported License.

关键词： laser damage testing maximum-likelihood methods sensitivity test defect density determination

来源：评论

学校读者我要写书评

暂无评论

maximum-likelihood-based multipath channel estimation for code-division multiple-access systems

引用

IEEE TRANSACTIONS ON COMMUNICATIONS 2001年第2期49卷 290-302页

作者： Ertin, E Mitra, U Siwamogsatham, S Battelle Mem Inst Cognit Syst Grp Columbus OH 43201 USA Ohio State Univ Dept Elect Engn Columbus OH 43210 USA

In this paper, the problem of estimating the channel parameters of a new user in a multiuser code-division multiple-access (CDMA) communication system is addressed, It is assumed that the new user transmits training data over a slowly fading multipath channel, The proposed algorithm is based on maximum-likelihood estimation of the channel parameters. First, an asymptotic expression for the likelihood function of channel parameters is derived and a re-parametrization of this likelihood function is proposed. In this re-parametrization, the channel parameters are combined into a discrete time channel filter of symbol period length. Then, expectation-maximization algorithm and alternating projection algorithm-based techniques are considered to extract channel parameters from the estimated discrete channel filter, to maximize the derived asymptotic likelihood function. The performance of the proposed algorithms is evaluated through simulation studies. In addition, the proposed algorithms are compared to previously suggested subspace techniques for multipath channel estimation.

关键词： alternating projections asymptotic statistics channel estimation DS-CDMA expectation-maximization algorithm maximum-likelihood methods multipath channels multiuser systems

来源：评论

学校读者我要写书评

暂无评论

Adjusted incidence risks of BSE in risk subpopulations of cattle in Japan

引用

PREVENTIVE VETERINARY MEDICINE 2006年第3-4期75卷 163-176页

作者： Sugiura, Katsuaki Minist Agr Forestry & Fisheries Anim Prod Safety Div Chiyoda Ku Tokyo 1008950 Japan

Immediately after the detection of the first case of BSE in 2001, the Japanese government introduced active surveillance targeting fallen-stock and all cattle slaughtered for human consumption. By the end of 2004, four million animals were tested with rapid tests under the passive and active surveillance. As a result 13 additional cases were detected. I focused on the 1996 birth cohort, in which nine cases of BSE were detected during 2001-2004, and estimated the prevalence of BSE infection of that birth cohort using maximum-likelihood methods. Using the estimated prevalence of infection as an input variable, I calculated the adjusted incidence risk of BSE by different ages and risk subpopulations (clinical-suspects, fallen-stock, sick-slaughter and healthy-slaughter animals). The adjusted incidence risk of BSE in sick-slaughter animals (animals showing clinical signs not compatible with BSE when slaughtered for human consumption) was 18.7 and 4.5-78.4 times higher than the incidence risk in fallen-stock and healthy-slaughter animals, respectively. (c) 2006 Elsevier B.V. All rights reserved.

关键词： bovine spongiform encephalopathy (BSE) incidence prevalence maximum-likelihood methods surveillance Japan

来源：评论

学校读者我要写书评

暂无评论

A semi-analytical solution to the maximum-likelihood fit of Poisson data to a linear model using the Cash statistic

引用

JOURNAL OF APPLIED STATISTICS 2022年第3期49卷 522-552页

作者： Bonamente, Massimiliano Spence, David Univ Alabama Dept Phys & Astron Huntsville AL 35899 USA

The Cash statistic, also known as the statistic, is commonly used for the analysis of low-count Poisson data, including data with null counts for certain values of the independent variable. The use of this statistic is especially attractive for low-count data that cannot be combined, or re-binned, without loss of resolution. This paper presents a new maximum-likelihood solution for the best-fit parameters of a linear model using the Poisson-based cash statistic. The solution presented in this paper provides a new and simple method to measure the best-fit parameters of a linear model for any Poisson-based data, including data with null counts. In particular, the method enforces the requirement that the best-fit linear model be non-negative throughout the support of the independent variable. The method is summarized in a simple algorithm to fit Poisson counting data of any size and counting rate with a linear model, by-passing entirely the use of the traditional chi(2) statistic.

关键词： Probability statistics maximum-likelihood methods cash statistic parameter estimation

来源：评论

学校读者我要写书评

暂无评论

Root estimation in Galton-Watson trees

引用

RANDOM STRUCTURES & ALGORITHMS 2022年第3期61卷 520-542页

作者： Brandenberger, Anna M. Devroye, Luc Goh, Marcel K. McGill Univ Sch Comp Sci Montreal PQ Canada

Given only the free-tree structure of a tree, the root estimation problem asks if one can guess which of the free tree's nodes is the root of the original tree. We determine the maximum-likelihood estimator for the root of a free tree when the underlying tree is a size-conditioned Galton-Watson tree and calculate its probability of being correct.

关键词： Galton-Watson trees maximum-likelihood methods probabilistic analysis Root estimation

来源：评论

学校读者我要写书评

暂无评论

Some System Identification Challenges and Approaches

引用

IFAC Proceedings Volumes 2009年第10期42卷 1-20页

作者： Brett Ninness School of Electrical Engineering and Computer Science University of Newcastle Callaghan NSW 2308 Australia

The field of control-oriented system identification is mature. Nevertheless, it is still very active. This is because there are many important unsolved challenges. Of these, this paper considers a selection. This involves considering the estimation of general nonlinear model structures, together with accurate error bounds, using methods that scale well to models of high dimension. A particular strength of the system identification field is that it has always actively sought to understand, embrace and develop ideas from other fields, such as statistics, mathematics and econometrics. This paper proposes a continuation of this successful strategy by proposing and profiling the adoption of new ideas originating in statistics, signal processing and statistical mechanics.

关键词： Prediction Error Estimation maximum-likelihood methods Bayesian Estimation

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：