Quasi-Maximum Likelihood Estimators in Generalized Linear Models with Autoregressive Processes

The paper studies a generalized linear model（GLM）yt = h（xt^T β） ＋ εt,t = l,2,...,n,where ε1 = η1,ε1 =ρεt ＋ηt,t = 2,3,...;n,h is a continuous differentiable function,ηt＇s are independent and identically distributed random errors with zero mean and finite variance σ^2.Firstly,the quasi-maximum likelihood（QML） estimators of β,p and σ^2 are given.Secondly,under mild conditions,the asymptotic properties（including the existence,weak consistency and asymptotic distribution） of the QML estimators are investigated.Lastly,the validity of method is illuminated by a simulation example.

Beamspace maximum likelihood algorithm based on sum and difference beams for elevation estimation

Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rarely used in superresolution methods, especially in low elevation estimation. The target airspace information in the difference beam is different from the target airspace information in the sum beam. And the use of difference beams does not significantly increase the complexity of the system and algorithms. Thus, this paper applies the difference beam to the beamformer to improve the elevation estimation performance of BML algorithm. And the direction and number of beams can be adjusted according to the actual needs. The theoretical target elevation angle root means square error(RMSE) and the computational complexity of the proposed algorithms are analyzed. Finally, computer simulations and real data processing results demonstrate the effectiveness of the proposed algorithms.

Multimodal abnormalities of brain structures in adolescents and young adults with major depressive disorder:An activation likelihood estimation meta-analysis

BACKGROUND Major depressive disorder(MDD)in adolescents and young adults contributes significantly to global morbidity,with inconsistent findings on brain structural changes from structural magnetic resonance imaging studies.Activation likeli-hood estimation(ALE)offers a method to synthesize these diverse findings and identify consistent brain anomalies.METHODS We performed a comprehensive literature search in PubMed,Web of Science,Embase,and Chinese National Knowledge Infrastructure databases for neuroi-maging studies on MDD among adolescents and young adults published up to November 19,2023.Two independent researchers performed the study selection,quality assessment,and data extraction.The ALE technique was employed to synthesize findings on localized brain function anomalies in MDD patients,which was supplemented by sensitivity analyses.RESULTS Twenty-two studies comprising fourteen diffusion tensor imaging(DTI)studies and eight voxel-based morphome-try(VBM)studies,and involving 451 MDD patients and 465 healthy controls(HCs)for DTI and 664 MDD patients and 946 HCs for VBM,were included.DTI-based ALE demonstrated significant reductions in fractional anisotropy(FA)values in the right caudate head,right insula,and right lentiform nucleus putamen in adolescents and young adults with MDD compared to HCs,with no regions exhibiting increased FA values.VBM-based ALE did not demonstrate significant alterations in gray matter volume.Sensitivity analyses highlighted consistent findings in the right caudate head(11 of 14 analyses),right insula(10 of 14 analyses),and right lentiform nucleus putamen(11 of 14 analyses).CONCLUSION Structural alterations in the right caudate head,right insula,and right lentiform nucleus putamen in young MDD patients may contribute to its recurrent nature,offering insights for targeted therapies.

Vulnerable brain regions in adolescent major depressive disorder:A resting-state functional magnetic resonance imaging activation likelihood estimation meta-analysis

BACKGROUND Adolescent major depressive disorder(MDD)is a significant mental health concern that often leads to recurrent depression in adulthood.Resting-state functional magnetic resonance imaging(rs-fMRI)offers unique insights into the neural mechanisms underlying this condition.However,despite previous research,the specific vulnerable brain regions affected in adolescent MDD patients have not been fully elucidated.AIM To identify consistent vulnerable brain regions in adolescent MDD patients using rs-fMRI and activation likelihood estimation(ALE)meta-analysis.METHODS We performed a comprehensive literature search through July 12,2023,for studies investigating brain functional changes in adolescent MDD patients.We utilized regional homogeneity(ReHo),amplitude of low-frequency fluctuations(ALFF)and fractional ALFF(fALFF)analyses.We compared the regions of aberrant spontaneous neural activity in adolescents with MDD vs healthy controls(HCs)using ALE.RESULTS Ten studies(369 adolescent MDD patients and 313 HCs)were included.Combining the ReHo and ALFF/fALFF data,the results revealed that the activity in the right cuneus and left precuneus was lower in the adolescent MDD patients than in the HCs(voxel size:648 mm3,P<0.05),and no brain region exhibited increased activity.Based on the ALFF data,we found decreased activity in the right cuneus and left precuneus in adolescent MDD patients(voxel size:736 mm3,P<0.05),with no regions exhibiting increased activity.CONCLUSION Through ALE meta-analysis,we consistently identified the right cuneus and left precuneus as vulnerable brain regions in adolescent MDD patients,increasing our understanding of the neuropathology of affected adolescents.

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.

EXACT MAXIMUM LIKELIHOOD ESTIMATOR FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION

This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.

Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model

In the presence of multicollinearity in logistic regression, the variance of the Maximum Likelihood Estimator (MLE) becomes inflated. Siray et al. (2015) [1] proposed a restricted Liu estimator in logistic regression model with exact linear restrictions. However, there are some situations, where the linear restrictions are stochastic. In this paper, we propose a Stochastic Restricted Maximum Likelihood Estimator (SRMLE) for the logistic regression model with stochastic linear restrictions to overcome this issue. Moreover, a Monte Carlo simulation is conducted for comparing the performances of the MLE, Restricted Maximum Likelihood Estimator (RMLE), Ridge Type Logistic Estimator(LRE), Liu Type Logistic Estimator(LLE), and SRMLE for the logistic regression model by using Scalar Mean Squared Error (SMSE).

Robust Estimators for Poisson Regression

The present paper proposes a new robust estimator for Poisson regression models. We used the weighted maximum likelihood estimators which are regarded as Mallows-type estimators. We perform a Monte Carlo simulation study to assess the performance of a suggested estimator compared to the maximum likelihood estimator and some robust methods. The result shows that, in general, all robust methods in this paper perform better than the classical maximum likelihood estimators when the model contains outliers. The proposed estimators showed the best performance compared to other robust estimators.

Rate of strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models

Quasi-likelihood nonlinear models （QLNM） include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation （MQLE） is obtained in QLNM. In an important case, this rate is O（n-^1/2（loglogn）^1/2）, which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.

CONVERGENCE OF ITERATION METHODS OF MAXIMUM LIKELIHOOD ESTIMATOR AND ITS APPLICATIONS

Iteration methods and their convergences of the maximum likelihoodestimator are discussed in this paper.We study Gauss-Newton method and give a set ofsufficient conditions for the convergence of asymptotic numerical stability.The modifiedGauss-Newton method is also studied and the sufficient conditions of the convergence arepresented.Two numerical examples are given to illustrate our results.

Parameters Estimation of a Bivariate Generalized Poisson Distribution with Applications to Metabolic Syndrome Data

Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.

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.

Asymptotic Efficiency of the Maximum Likelihood Estimator for the Box-Cox Transformation Model with Heteroscedastic Disturbances

This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.

Relative efficiency appraisal of discrete choice modeling algorithms using small-scale maximum likelihood estimator through empirically tailored computing environment

Discrete choice models are widely used in multiple sectors such as transportation, health, energy, and marketing, etc., where the model estimation is usually carried out by using commercial software. Nonetheless, tailored computer codes offer modellers greater flexibility and control of unique modelling situation. Aligned with empirically tailored computing environment, this research discusses the relative performance of six different algorithms of a discrete choice model using three key performance measures： convergence time, number of iterations, and iteration time. The computer codes are developed by using Visual Basic Application （VBA）. Maximum likelihood function （MLF） is formulated and the mathematical relationships of gradient and Hessian matrix are analytically derived to carry out the estimation process. The estimated parameter values clearly suggest that convergence criterion and initial guessing of parameters are the two critical factors in determining the overall estimation performance of a custom-built discrete choice model.

Life prediction for vacuum fluorescent display using maximum likelihood estimation

In order to obtain the life information of the vacuum fluorescent display （VFD） in a short time, a model of constant stress accelerated life tests （CSALT） is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation （MLE） and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.

Diagnostics in generalized nonlinear models based on maximum L_q-likelihood estimation

In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.

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.

Fast method for spreading sequence estimation of DSSS signal based on maximum likelihood function

To estimate the spreading sequence of the direct sequence spread spectrum (DSSS) signal, a fast algorithm based on maximum likelihood function is proposed, and the theoretical derivation of the algorithm is provided. By simplifying the objective function of maximum likelihood estimation, the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window. Since it avoids the correlation matrix computation, the algorithm significantly reduces the storage requirement and the computation complexity. Simulations show that it is a fast convergent algorithm, and can perform well in low signal to noise ratio (SNR).

Maximum Likelihood Estimation of the Identification Parameters and Its Correction

By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.

Parameter Estimation of Maneuvering Target Using Maximum Likelihood Estimation for MIMO Radar with Colocated Antennas

The estimation of target parameters in MIMO radar signal processing is one of the most important research topics. An efficient implementation of the Maximum Likelihood estimator is presented in this paper to estimate the DOA (Direction of Arrival), initial velocity and acceleration of a maneuvering target in colocated MIMO radar. The target’s DOA is estimated in the first place, then a Maximum-Likelihood (ML) estimation based on peak search is applied to a two-dimensional grids providing estimation of initial velocity and acceleration. Simulations show that the MIMO radar has a better performance in DOA estimation than the phased array radar. By means of Monte Carlo simulations, the estimation error of initial velocity and acceleration on different SNRs are calculated. The results also suggest the effectiveness of this method.