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At least 253 records · Page 14

Poisson-response Tensor-on-Tensor Regression and Applications

We introduce Poisson-response tensor-on-tensor regression (PToTR), a novel regression framework designed to handle tensor responses composed element-wise of random Poisson-distributed counts. Tensors, or multi-dimensional arrays, composed of counts are common data in fields such as inter national relations, social networks, epidemiology, and medical imaging, where events occur across multiple dimensions like time, location, and dyads. PToTR accommodates such tensor responses alongside tensor covariates, providing a versatile tool for multi dimensional data analysis. We propose algorithms for maximum likelihood estimation under a canonical polyadic (CP) structure on the regression coefficient tensor that satisfy the positivity of Poisson parameters and then provide an initial theoretical error analysis for PToTR estimators. We also demonstrate the utility of PToTR through three concrete applications: longitudinal data analysis of the Integrated Crisis Early Warning System database, positron emission tomography (PET) image reconstruction, and change-point detection of communication patterns in longitudinal dyadic data. These applications highlight the versatility of PToTR in addressing complex, structured count data across various domains.

97 MATHEMATICS AND COMPUTING↗

Computer program reduces calculation time of normal response functions

FORTRAN 2 computer program rapidly calculates parameters of maximum likelihood estimates from sensitivity experiment data populations. The program uses the Newton-Raphson iterative procedure to calculate the mean and standard deviation of portions of the cumulative normal response function.

Alexander, M. J.↗

The application of signal detection theory to optics

The restoration of images focused on a photosensitive surface is treated from the standpoint of maximum likelihood estimation, taking into account the Poisson distributions of the observed data, which are the numbers of photoelectrons from various elements of the surface. A detector of an image focused on such a surface utilizes a certain linear combination of those numbers as the optimum detection statistic. Methods for calculating the false alarm and detection probabilities are proposed. It is shown that measuring noncommuting observables in an ideal quantum receiver cannot yield a lower Bayes cost than that attainable by a system measuring only commuting observables.

Helstrom, C. W.↗

A system debugging model.

Consideration of the nature of the 'debugging' process applied to a new complex system during the initial period of its life. During this period failures and errors are corrected as they occur, with resulting improvement in the subsequent performance of the system. One mathematical idealization of this process leads to the assumption that system failure rate is decreasing with time. In practice, the debugging phase is considered completed when the failure rate reaches an equilibrium or constant value. Models are formulated for this phenomenon. Maximum likelihood estimates are obtained for relevant failure rate functions and for the end of the debugging period. A conservative upper confidence bound on the stable failure rate is obtained.

Barlow, R. E.↗

Two stochastic models useful in petroleum exploration

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Kaufman, G. M.↗

An analysis and demonstration of clock synchronization by VLBI

A prototype of a semi-real time system for synchronizing the Deep Space Net station clocks by radio interferometry was successfully demonstrated on August 30, 1972. The system utilized an approximate maximum likelihood estimation procedure for processing the data, thereby achieving essentially optimum time sync estimates for a given amount of data, or equivalently, minimizing the amount of data required for reliable estimation. Synchronization accuracies as good as 100 ns rms were achieved between Deep Space Stations 11 and 12, both at Goldstone, Calif. The accuracy can be improved by increasing the system bandwidth until the fundamental limitations due to baseline and source position uncertainties and atmospheric effects are reached. These limitations are under 10 ns for transcontinental baselines.

Hurd, W. J.↗

An analysis and demonstration of clock synchronization by VLBI

A prototype of a semireal-time system for synchronizing the DSN station clocks by radio interferometry was successfully demonstrated. The system utilized an approximate maximum likelihood estimation procedure for processing the data, thereby achieving essentially optimum time synchronization estimates for a given amount of data, or equivalently, minimizing the amount of data required for reliable estimation. Synchronization accuracies as good as 100 nsec rms were achieved between DSS 11 and DSS 12, both at Goldstone, California. The accuracy can be improved by increasing the system bandwidth until the fundamental limitations due to position uncertainties of baseline and source and atmospheric effects are reached. These limitations are under ten nsec for transcontinental baselines.

Hurd, W. J.↗

Flight-Determined Stability and Control Derivatives for an Executive Jet Transport

A modified maximum likelihood estimation (MMLE) technique which included a provision for including a priori information about unknown parameters was used to determine the aerodynamic derivatives of the Lockheed JetStar airplane. Two hundred sixty-five maneuvers were performed with the JetStar airplane, which was modified to include direct lift controls, to obtain lateral-directional and longitudinal derivatives. Data were obtained at altitudes of 3048 meters, 6096 meters, and 9144 meters (10,000 feet, 20,000 feet, and 30,000 feet) and over an angle of attack range from approximately 3 deg to 13 deg and a Mach number range from 0.25 to 0.75. Side force generators were installed and tested in 87 maneuvers to determine their effectiveness and their effect on the other derivatives. Lateral-directional data for four flight conditions were analyzed without using a priori information to assess the effect of this feature on the results. The MMLE method generally gave consistent (repeatable) estimates of the derivatives, with the exception of the rolling moment due to yaw rate, which showed large variances.

Smith, H. J.↗

Stability and control derivatives of the T-37B airplane

Subsonic stability and control derivatives were determined by a modified maximum likelihood estimator from flight data for the longitudinal and lateral-directional modes of the T-37B airplane. Data from two flights, in which 166 stability and control maneuvers were performed, were used in the determination. The configurations investigated were: zero flaps, gear up; half flaps, gear up; full flaps, gear up; and zero flaps, gear down.

Shafer, M. F.↗

UHMLE: Program description user guide

A program which computes maximum likelihood estimates for the general normal mixture is introduced. The program allows the user to fix any subsets of the mixture parameters; this fixed set may be redefined at various times in the iteration process. There is considerable time saved in computing the likelihoods if the diagonal form is specified. Hence, in the early iterations the diagonal assumption might be used, changing over to the full covariance mode later in the iteration process for a more refined solution. This flexibility allows the user to choose the sequence of parameter configurations in the iteration process which he feels will optimize the computation time required as well as possibly avoid convergence to suboptimal local maxima of the likelihood function.

Cobely, W. A.↗

Multidimensional stochastic approximation using locally contractive functions

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Lawton, W. M.↗

A random search algorithm for laboratory computers

The small laboratory computer is ideal for experimental control and data acquisition. Postexperimental data processing is often performed on large computers because of the availability of sophisticated programs, but costs and data compatibility are negative factors. Parameter optimization can be accomplished on the small computer, offering ease of programming, data compatibility, and low cost. A previously proposed random-search algorithm ('random creep') was found to be very slow in convergence. A method is proposed (the 'random leap' algorithm) which starts in a global search mode and automatically adjusts step size to speed convergence. A FORTRAN executive program for the random-leap algorithm is presented which calls a user-supplied function subroutine. An example of a function subroutine is given which calculates maximum-likelihood estimates of receiver operating-characteristic parameters from binary response data. Other applications in parameter estimation, generalized least squares, and matrix inversion are discussed.

Curry, R. E.↗

F-8C adaptive flight control extensions

An adaptive concept which combines gain-scheduled control laws with explicit maximum likelihood estimation (MLE) identification to provide the scheduling values is described. The MLE algorithm was improved by incorporating attitude data, estimating gust statistics for setting filter gains, and improving parameter tracking during changing flight conditions. A lateral MLE algorithm was designed to improve true air speed and angle of attack estimates during lateral maneuvers. Relationships between the pitch axis sensors inherent in the MLE design were examined and used for sensor failure detection. Design details and simulation performance are presented for each of the three areas investigated.

Stein, G.↗

Flight data processing with the F-8 adaptive algorithm

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters has been designed for NASA's DFBW F-8 aircraft. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm has been implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer and surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software. The software and its performance evaluation based on flight data are described

Hartmann, G.↗