Asymptotic properties and expectation-maximization algorithm for maximum likelihood estimates of the parameters from Weibull-Logarithmic model

In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.

基于PSO和MLEM混合算法的NDP测量反演算法研究

中子深度剖面(NDP)分析技术是一种无损检测方法,能够同时测量样品中目标核素的浓度与空间信息,已被广泛应用于锂电池、半导体等产业。在NDP分析过程中,由测量能谱反演出目标核素浓度的分布信息是关键步骤。目前NDP测量反演中常用的算法为最大似然期望最大化(MLEM)算法。针对MLEM算法计算结果易陷入局部最优解的情况,本文提出了粒子群(PSO)与MLEM混合(PSO-MLEM)算法,并通过动态加速因子提高了算法的收敛速度与计算精度。应用PSO-MLEM算法、PSO算法、MLEM算法、奇异值分解求解最小二乘(SVDLS)算法对锂电池中^(6)Li的NDP模拟能谱进行反演,并对反演计算结果进行了评价。结果表明:对比PSO算法,PSO-MLEM算法的收敛效率与计算精度明显提升;对比MLEM算法,PSO-MLEM算法的全局寻优能力有效提升了反演精度,避免了局部最优解的影响;对比SVDLS算法,PSO-MLEM算法的反演精度明显提升。

Heuristic techniques for maximum likelihood localization of radioactive sources via a sensor network

Maximum likelihood estimation(MLE)is an effective method for localizing radioactive sources in a given area.However,it requires an exhaustive search for parameter estimation,which is time-consuming.In this study,heuristic techniques were employed to search for radiation source parameters that provide the maximum likelihood by using a network of sensors.Hence,the time consumption of MLE would be effectively reduced.First,the radiation source was detected using the k-sigma method.Subsequently,the MLE was applied for parameter estimation using the readings and positions of the detectors that have detected the radiation source.A comparative study was performed in which the estimation accuracy and time consump-tion of the MLE were evaluated for traditional methods and heuristic techniques.The traditional MLE was performed via a grid search method using fixed and multiple resolutions.Additionally,four commonly used heuristic algorithms were applied:the firefly algorithm(FFA),particle swarm optimization(PSO),ant colony optimization(ACO),and artificial bee colony(ABC).The experiment was conducted using real data collected by the Low Scatter Irradiator facility at the Savannah River National Laboratory as part of the Intelligent Radiation Sensing System program.The comparative study showed that the estimation time was 3.27 s using fixed resolution MLE and 0.59 s using multi-resolution MLE.The time consumption for the heuristic-based MLE was 0.75,0.03,0.02,and 0.059 s for FFA,PSO,ACO,and ABC,respectively.The location estimation error was approximately 0.4 m using either the grid search-based MLE or the heuristic-based MLE.Hence,heuristic-based MLE can provide comparable estimation accuracy through a less time-consuming process than traditional MLE.

Joint polarization and DOA estimation based on improved maximum likelihood estimator and performance analysis for conformal array

The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.

2-D DOA Estimation in a Cuboid Array Based on Metaheuristic Algorithms and Maximum Likelihood

This paper proposes to apply the genetic algorithm and the firefly algorithm to enhance the estimation of the direction of arrival (DOA) angle of electromagnetic signals of a smart antenna array. This estimation is essential for beamforming, where the antenna array radiating pattern is steered to provide faster and reliable data transmission with increased coverage. This work proposes using metaheuristics to improve a maximum likelihood DOA estimator for an antenna array arranged in a uniform cuboidal geometry. The DOA estimation performance of the proposed algorithm was compared to that of MUSIC on different two dimensions scenarios. The metaheuristic algorithms present better performance than the well-known MUSIC algorithm.

A CODEBOOK COMPENSATIVE VOICE MORPHING ALGORITHM BASED ON MAXIMUM LIKELIHOOD ESTIMATION

This paper presents an improved voice morphing algorithm based on Gaussian Mixture Model(GMM) which overcomes the traditional one in the terms of overly smoothed problems of the converted spectral and discontinuities between frames.Firstly, a maximum likelihood estimation for the model is introduced for the alleviation of the inversion of high dimension matrixes caused by traditional conversion function.Then, in order to resolve the two problems associated with the baseline, a codebook compensation technique and a time domain medial filter are applied.The results of listening evaluations show that the quality of the speech converted by the proposed method is significantly better than that by the traditional GMM method, and the Mean Opinion Score(MOS) of the converted speech is improved from 2.5 to 3.1 and ABX score from 38% to 75%.

Genetic algorithm-based wide-band deterministic maximum likelihood direction finding algorithm

The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so constructions an object function, then utilizes genetic algorithm for nonlinear global optimization. Direction of arrival is estimated without preprocessing of array data and so the algorithm eliminates the effect of pre-estimate on the final estimation. The algorithm is applied on uniform linear array and extensive simulation results prove the efficacy of the algorithm. In the process of simulation, we obtain the relation between estimation error and parameters of genetic algorithm.

A Study of EM Algorithm as an Imputation Method: A Model-Based Simulation Study with Application to a Synthetic Compositional Data

Compositional data, such as relative information, is a crucial aspect of machine learning and other related fields. It is typically recorded as closed data or sums to a constant, like 100%. The statistical linear model is the most used technique for identifying hidden relationships between underlying random variables of interest. However, data quality is a significant challenge in machine learning, especially when missing data is present. The linear regression model is a commonly used statistical modeling technique used in various applications to find relationships between variables of interest. When estimating linear regression parameters which are useful for things like future prediction and partial effects analysis of independent variables, maximum likelihood estimation (MLE) is the method of choice. However, many datasets contain missing observations, which can lead to costly and time-consuming data recovery. To address this issue, the expectation-maximization (EM) algorithm has been suggested as a solution for situations including missing data. The EM algorithm repeatedly finds the best estimates of parameters in statistical models that depend on variables or data that have not been observed. This is called maximum likelihood or maximum a posteriori (MAP). Using the present estimate as input, the expectation (E) step constructs a log-likelihood function. Finding the parameters that maximize the anticipated log-likelihood, as determined in the E step, is the job of the maximization (M) phase. This study looked at how well the EM algorithm worked on a made-up compositional dataset with missing observations. It used both the robust least square version and ordinary least square regression techniques. The efficacy of the EM algorithm was compared with two alternative imputation techniques, k-Nearest Neighbor (k-NN) and mean imputation (), in terms of Aitchison distances and covariance.

Maximum Likelihood Estimation of the Parameters of Exponentiated Generalized Weibull Based on Progressive Type II Censored Data

Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of the new probability distribution function are estimated by the maximum likelihood method under progressive type II censored data via expectation maximization algorithm.

Blind Joint Maximum Likelihood Channel Estimation and Data Detection for SIMO Systems

A blind adaptive scheme is proposed for joint maximum likelihood （ML） channel estimation and data detection of singleinput multiple-output （SIMO） systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.

Asymptotic Comparison of Method of Moments Estimators and Maximum Likelihood Estimators of Parameters in Zero-Inflated Poisson Model

This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.

An Approximation Method for a Maximum Likelihood Equation System and Application to the Analysis of Accidents Data

There exist many iterative methods for computing the maximum likelihood estimator but most of them suffer from one or several drawbacks such as the need to inverse a Hessian matrix and the need to find good initial approximations of the parameters that are unknown in practice. In this paper, we present an estimation method without matrix inversion based on a linear approximation of the likelihood equations in a neighborhood of the constrained maximum likelihood estimator. We obtain closed-form approximations of solutions and standard errors. Then, we propose an iterative algorithm which cycles through the components of the vector parameter and updates one component at a time. The initial solution, which is necessary to start the iterative procedure, is automated. The proposed algorithm is compared to some of the best iterative optimization algorithms available on R and MATLAB software through a simulation study and applied to the statistical analysis of a road safety measure.

Immune Clone Maximum Likelihood Estimation of Improved Non-homogeneous Poisson Process Model Parameters

Aiming at the solving problem of improved nonhomogeneous Poisson process( NHPP) model in engineering application,the immune clone maximum likelihood estimation( MLE)method for solving model parameters was proposed. The minimum negative log-likelihood function was used as the objective function to optimize instead of using iterative method to solve complex system of equations,and the problem of parameter estimation of improved NHPP model was solved by immune clone algorithm. And the interval estimation of reliability indices was given by using fisher information matrix method and delta method. An example of failure truncated data from multiple numerical control( NC) machine tools was taken to prove the method. and the results show that the algorithm has a higher convergence rate and computational accuracy, which demonstrates the feasibility of the method.

A NEW ML DETECTION ALGORITHM FOR ORTHOGONAL MULTICODE SYSTEM IN NAKAGAMI FADING CHANNEL

Based on the Maximum-Likelihood (ML) criterion, this paper proposes a novel noncoherent detection algorithm for Orthogonal Multicode (OM) system in Nakagami fading channel. Some theoretical analysis and simulation results are presented. It is shown that the proposed ML algorithm is at least 0.7 dB better than the conventional Matched-Filter (MF) algorithm for uncoded systems, in both non-fading and fading channels. For the consideration of practical application, it is further simplified in complexity. Compared with the original ML algorithm, the simplified ML algorithm can provide significant reduction in complexity with small degradation in performance.

A NEW LIKELIHOOD-BASED MODULATION CLASSIFICATION ALGORITHM USING MCMC

In this paper,a new likelihood-based method for classifying phase-amplitude-modulated signals in Additive White Gaussian Noise (AWGN) is proposed.The method introduces a new Markov Chain Monte Carlo (MCMC) algorithm,called the Adaptive Metropolis (AM) algorithm,to directly generate the samples of the target posterior distribution and implement the multidimensional integrals of likelihood function.Modulation classification is achieved along with joint estimation of unknown parameters by running an ergodic Markov Chain.Simulation results show that the proposed method has the advantages of high accuracy and robustness to phase and frequency offset.

AN EFFICIENT APPROXIMATE MAXIMUM LIKELIHOOD SIGNAL DETECTION FOR MIMO SYSTEMS

This paper proposes an efficient approximate Maximum Likelihood (ML) detection method for Multiple-Input Multiple-Output (MIMO) systems,which searches local area instead of exhaustive search and selects valid search points in each transmit antenna signal constellation instead of all hy-perplane. Both of the selection and search complexity can be reduced significantly. The method per-forms the tradeoff between computational complexity and system performance by adjusting the neighborhood size to select the valid search points. Simulation results show that the performance is comparable to that of the ML detection while the complexity is only as the small fraction of ML.

A Perspective of Conventional and Bio-inspired Optimization Techniques in Maximum Likelihood Parameter Estimation

Maximum likelihood estimation is a method of estimating the parameters of a statistical model in statistics. It has been widely used in a good many multi-disciplines such as econometrics, data modelling in nuclear and particle physics, and geographical satellite image classification, and so forth. Over the past decade, although many conventional numerical approximation approaches have been most successfully developed to solve the problems of maximum likelihood parameter estimation, bio-inspired optimization techniques have shown promising performance and gained an incredible recognition as an attractive solution to such problems. This review paper attempts to offer a comprehensive perspective of conventional and bio-inspired optimization techniques in maximum likelihood parameter estimation so as to highlight the challenges and key issues and encourage the researches for further progress.

双边定时截尾下Pareto分布的参数的极大似然估计的EM算法

给出了当寿命分布为Pareto分布时,双边定时截尾寿命试验下形状参数的极大似然估计。由于似然方程形式较复杂,无法得到参数的显式表达式。但可证明此极大似然估计是唯一存在的,并利用EM算法求出了此参数的一种估计。

一种基于GABP神经网络的RIS辅助近场无线定位方法

可重构智能表面(RIS)是6G潜在关键技术,将其部署在无线通信系统中,可辅助基站对用户进行定位,并提高定位性能。在毫米波频段,由于频率较高,RIS面板的阵列孔径及反射单元个数较大,近场区域范围扩大,用户将大概率处于RIS的近场区域中。为此,考虑RIS辅助的无线通信系统在近场条件下对用户进行定位,将用户定位问题建模为参数估计问题,并利用最大似然估计来实现对用户三维坐标参数的估计。为求解所建立的最大似然估计问题,结合遗传算法与反向传播算法神经网络的优势,提出了一种计算效率更高的GABP算法。仿真结果表明,所提GABP算法比传统的遗传算法计算效率更高。

基于ML和L2范数的视频目标跟踪算法

目标跟踪是计算机视觉领域的一个具有挑战性的问题,本文提出了一种基于ML(最大似然)估计和L2范数的视频目标跟踪算法.建立基于稀疏限制的ML模型,给样本中的异常像素分配较小的权值,减少异常像素对跟踪算法的影响.利用L2范数最小化进行稀疏编码求解.采用贝叶斯估计得出目标跟踪结果.与其他典型算法相比,本算法降低了计算的复杂度,对遮挡,旋转,尺度变化,光照变化等异常变化具有较强的鲁棒性.