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A general iterative procedure is given for determining the consistent maximum likelihood estimates of normal distributions. In addition, a local maximum of the log-likelihood function, Newtons's method, a method of scoring, and modifications of these procedures are discussed.
There are a variety of algorithms for deconvolution of blurred images, each having its own criteria or statistic to be optimized in order to estimate the original image data. Using the Interactive Data Language (IDL), we have implemented the Maximum Likelihood, Maximum Entropy, Maximum Residual Likelihood, and sigma-CLEAN algorithms in a unified environment called DeConv_Tool. Most of the algorithms have as their goal the optimization of statistics such as standard deviation and mean of residuals. Shannon entropy, log-likelihood, and chi-square of the residual auto-correlation are computed by DeConv_Tool for the purpose of determining the performance and convergence of any particular method and comparisons between methods. DeConv_Tool allows interactive monitoring of the statistics and the deconvolved image during computation. The final results, and optionally, the intermediate results, are stored in a structure convenient for comparison between methods and review of the deconvolution computation. The routines comprising DeConv_Tool are available via anonymous FTP through the IDL Astronomy User's Library.
A prototype decoder for a serially concatenated pulse position modulation (SCPPM) code has been implemented in a field-programmable gate array (FPGA). At the time of this reporting, this is the first known hardware SCPPM decoder. The SCPPM coding scheme, conceived for free-space optical communications with both deep-space and terrestrial applications in mind, is an improvement of several dB over the conventional Reed-Solomon PPM scheme. The design of the FPGA SCPPM decoder is based on a turbo decoding algorithm that requires relatively low computational complexity while delivering error-rate performance within approximately 1 dB of channel capacity. The SCPPM encoder consists of an outer convolutional encoder, an interleaver, an accumulator, and an inner modulation encoder (more precisely, a mapping of bits to PPM symbols). Each code is describable by a trellis (a finite directed graph). The SCPPM decoder consists of an inner soft-in-soft-out (SISO) module, a de-interleaver, an outer SISO module, and an interleaver connected in a loop (see figure). Each SISO module applies the Bahl-Cocke-Jelinek-Raviv (BCJR) algorithm to compute a-posteriori bit log-likelihood ratios (LLRs) from apriori LLRs by traversing the code trellis in forward and backward directions. The SISO modules iteratively refine the LLRs by passing the estimates between one another much like the working of a turbine engine. Extrinsic information (the difference between the a-posteriori and a-priori LLRs) is exchanged rather than the a-posteriori LLRs to minimize undesired feedback. All computations are performed in the logarithmic domain, wherein multiplications are translated into additions, thereby reducing complexity and sensitivity to fixed-point implementation roundoff errors. To lower the required memory for storing channel likelihood data and the amounts of data transfer between the decoder and the receiver, one can discard the majority of channel likelihoods, using only the remainder in operation of the decoder. This is accomplished in the receiver by transmitting only a subset consisting of the likelihoods that correspond to time slots containing the largest numbers of observed photons during each PPM symbol period. The assumed number of observed photons in the remaining time slots is set to the mean of a noise slot. In low background noise, the selection of a small subset in this manner results in only negligible loss. Other features of the decoder design to reduce complexity and increase speed include (1) quantization of metrics in an efficient procedure chosen to incur no more than a small performance loss and (2) the use of the max-star function that allows sum of exponentials to be computed by simple operations that involve only an addition, a subtraction, and a table lookup. Another prominent feature of the design is a provision for access to interleaver and de-interleaver memory in a single clock cycle, eliminating the multiple clock-cycle latency characteristic of prior interleaver and de-interleaver designs.
The Low Density Parity Check (LDPC) Code decoding algorithm make use of a scaled receive signal derived from maximizing the log-likelihood ratio of the received signal. The scaling factor (often called the combining ratio) in an AWGN channel is a ratio between signal amplitude and noise variance. Accurately estimating this ratio has shown as much as 0.6 dB decoding performance gain. This presentation briefly describes three methods for estimating the combining ratio: a Pilot-Guided estimation method, a Blind estimation method, and a Simulation-Based Look-Up table. The Pilot Guided Estimation method has shown that the maximum likelihood estimates of signal amplitude is the mean inner product of the received sequence and the known sequence, the attached synchronization marker (ASM) , and signal variance is the difference of the mean of the squared received sequence and the square of the signal amplitude. This method has the advantage of simplicity at the expense of latency since several frames worth of ASMs. The Blind estimation method s maximum likelihood estimator is the average of the product of the received signal with the hyperbolic tangent of the product combining ratio and the received signal. The root of this equation can be determined by an iterative binary search between 0 and 1 after normalizing the received sequence. This method has the benefit of requiring one frame of data to estimate the combining ratio which is good for faster changing channels compared to the previous method, however it is computationally expensive. The final method uses a look-up table based on prior simulated results to determine signal amplitude and noise variance. In this method the received mean signal strength is controlled to a constant soft decision value. The magnitude of the deviation is averaged over a predetermined number of samples. This value is referenced in a look up table to determine the combining ratio that prior simulation associated with the average magnitude of the deviation. This method is more complicated than the Pilot-Guided Method due to the gain control circuitry, but does not have the real-time computation complexity of the Blind Estimation method. Each of these methods can be used to provide an accurate estimation of the combining ratio, and the final selection of the estimation method depends on other design constraints.
A decoder was developed that decodes a serial concatenated pulse position modulation (SCPPM) encoded information sequence. The decoder takes as input a sequence of four bit log-likelihood ratios (LLR) for each PPM slot in a codeword via a XAUI 10-Gb/s quad optical fiber interface. If the decoder is unavailable, it passes the LLRs on to the next decoder via a XAUI 10-Gb/s quad optical fiber interface. Otherwise, it decodes the sequence and outputs information bits through a 1-GB/s Ethernet UDP/IP (User Datagram Protocol/Internet Protocol) interface. The throughput for a single decoder unit is 150-Mb/s at an average of four decoding iterations; by connecting a number of decoder units in series, a decoding rate equal to that of the aggregate rate is achieved. The unit is controlled through a 1-GB/s Ethernet UDP/IP interface. This ground station decoder was developed to demonstrate a deep space optical communication link capability, and is unique in the scalable design to achieve real-time SCPP decoding at the aggregate data rate.
An intranasal gel dosage formulation of scopolamine (INSCOP) was developed for the treatment of Space Motion Sickness (SMS). The bioavailability and pharmacokinetics (PK) were evaluated under IND (Investigational New Drug) guidelines. The aim of the project was to develop a PK model that can predict the relationships among plasma, saliva and urinary scopolamine concentrations using data collected from the IND clinical trial protocol with INSCOP. Twelve healthy human subjects were administered at three dose levels (0.1, 0.2 and 0.4 mg) of INSCOP. Serial blood, saliva and urine samples were collected between 5 min to 24 h after dosing and scopolamine concentrations were measured by using a validated LC‐MS‐MS assay. PK compartmental models, using actual dosing and sampling time, were established using Phoenix (version 1.2). Model selection was based on a likelihood ratio test on the difference of criteria (‐2LL (i.e. log-likelihood ratio test)) and comparison of the quality of fit plots. The results: Predictable correlations among scopolamine concentrations in compartments of plasma, saliva and urine were established, and for the first time the model satisfactorily predicted the population and individual PK of INSCOP in plasma, saliva and urine. The model can be utilized to predict the INSCOP plasma concentration by saliva and urine data, and it will be useful for monitoring the PK of scopolamine in space and other remote environments using non‐invasive sampling of saliva and/or urine.
This paper reports the simulated performance of each of the nine accumulate-repeat-4-jagged-accumulate (AR4JA) low-density parity-check (LDPC) codes [3] when used in conjunction with binary phase-shift-keying (BPSK), quadrature PSK (QPSK), 8-PSK, 16-ary amplitude PSK (16- APSK), and 32-APSK.We also report the performance under various mappings of bits to modulation symbols, 16-APSK and 32-APSK ring scalings, log-likelihood ratio (LLR) approximations, and decoder variations. One of the simple and well-performing LLR approximations can be expressed in a general equation that applies to all of the modulation types.
This paper proposes a family of random variables for uncertainty modeling. The variables of interest have a bounded support set, and prescribed values for the first four moments. We present the feasibility conditions for the existence of any of such variables, and propose a class of variables that conforms to such constraints. This class is called staircase because the density of its members is a piecewise constant function. Convex optimization is used to calculate their distributions according to several optimality criteria, including maximal entropy and maximal log-likelihood. The flexibility and efficiency of staircases enable modeling phenomena having a possibly skewed and/or multimodal response at a low computational cost. Furthermore, we provide a means to account for the uncertainty in the distribution caused by estimating staircases from data. These ideas are illustrated by generating empirical staircase predictor models. We consider the case in which the predictor matches the sample moments exactly (a setting applicable to large datasets), as well as the case in which the predictor accounts for the sampling error in such moments (a setting applicable to sparse datasets). A predictor model for the dynamics of an aeroelastic airfoil subject to flutter instability is used as an example. The resulting predictor not only describes the system's response accurately, but also enables carrying out a risk analysis for safe flight.
In this paper we propose a new approach for nonlinear regression and uncertainty quantification. The method is based on a pair of neural networks which parameterize mean and dense covariance functions of a multivariate Gaussian process, trained together to maximize the log-likelihood of observing the given data. The covariance matrix is made positive definite at every input by construction. We also propose a sampling approach that produces viable surrogate function realizations from the Gaussian process. We call the proposed model a Structured Covariance Gaussian Network (SCGN). We illustrate the use of SCGNs for learning an aerodynamic response surface with built-in uncertainty for the Orion crew module. We find that SCGN provides an efficient and systematic way to learn nonlinear functional relationships and dense covariances. We compare results to a baseline Gaussian process regressor and observe that the SCGN provides comparable uncertainty descriptions with improved scalability to dataset size. The sample functions generated by SCGN are fast to evaluate online and are therefore convenient for use in trajectory simulations. These results suggest that SCGN may be a viable computational method for aerodynamic uncertainty quantification.
In this paper we propose a new approach for nonlinear regression and uncertainty quantification. The method is based on a pair of neural networks which parameterize mean and dense covariance functions of a multivariate Gaussian process, trained together to maximize the log-likelihood of observing the given data. The covariance matrix is made positive definite at every input by construction. We also propose a sampling approach that produces viable surrogate function realizations from the Gaussian process. We call the proposed model a Structured Covariance Gaussian Network (SCGN). We illustrate the use of SCGNs for learning an aerodynamic response surface with built-in uncertainty for the Orion crew module. We find that SCGN provides an efficient and systematic way to learn nonlinear functional relationships and dense covariances. We compare results to a baseline Gaussian process regressor and observe that the SCGN provides comparable uncertainty descriptions with improved scalability to dataset size. The sample functions generated by SCGN are fast to evaluate online and are therefore convenient for use in trajectory simulations. These results suggest that SCGN may be a viable computational method for aerodynamic uncertainty quantification.
In this paper, a deep learning-based multiple model estimation framework is presented for the state estimation of hybrid dynamical systems from high dimensional observations such as camera images. A low dimensional vector which represents the measurement of the latent dynamical system and its corresponding variance are learned using a deep encoder neural network. An Interacting Multiple Model (IMM) filter is used to generate the latent state estimates and covariances using multiple dynamical models, which can be learned using backpropagation through time. The state estimates of the dynamical system and the corresponding covariance matrix are generated from the latent state estimates and covariance using a deep decoder neural network. The whole network is trained in an end-to-end manner using a loss function which minimizes the negative log-likelihood of the neural network parameters. Simulation results are presented using a 2D bouncing ball example and estimation error statistics are computed which demonstrates the accuracy and consistency of the estimation.
The number of experimentally observed doubly strange Cascade states to date is far fewer than has been predicted theoretically. The CLAS12 Very Strange physics program (E12- 11-005A) at the Thomas Jefferson National Accelerator Facility aims to study the electroproduction of these states using the newly upgraded CEBAF Large Acceptance Spectrometer for 12 GeV (CLAS12) in experimental Hall B. In this project, the reaction ep ! e0K+K+??? ! e0K+K+K?(?=?0) is studied using CLAS12 Run Group A (RG-A) data sets taken by impinging electron beams of 10:2 and 10:6 GeV energies on an LH2 target. Scattered electrons are detected with either the Forward Detector (FD), covering a polar angle range of 5? to 35? to study electroproduction, or with the Forward Tagger (FT), covering a polar angle range of 2:5? to 4:5?, to study quasi-real photoproduction. The CLAS12 detector with nearly a 4? solid angle coverage is used to detect scattered electrons and charged kaons in the ?final state. ?=?0 hyperons are reconstructed using the missing mass technique to explore intermediate doubly-strange hyperons (???) that decay to K? and ?=?0. No statistically significant ??? states other than the ???(1530) were found in the missing mass spectra based on the currently available statistics in the CLAS12-FD acceptance only. A maximum log-likelihood method is implemented to determine the statistical significance and the upper limits on the ???(1820) electroproduction cross section by constructing 95% confidence level boundaries on the ???(1820) yields. Additional research was conducted to investigate the upper limit electroproduction cross section of the reaction ep ! e0K+K+??? ! e0K+K+K?(?=?0) as a function of the electroproduced ??? mass and the differential cross section ( d?dMM(e0K+K+) ) as a function of missing mass MM(e0K+K+) for electroproduction and quasi-real photoproduction processes.
The maximum likelihood estimation is a general estimation procedure. It is often compared to estimation procedures like the ordinary least squares regression or generalized method of moments, to name a few. We discuss some basics about the maximum likelihood estimation, its advantages and disadvantages, and provide an example application to a gamma distribution function.
The maximum likelihood estimation is a general estimation procedure. It is often compared to estimation procedures like the ordinary least squares regression or generalized method of moments, to name a few. We discuss some basics about the maximum likelihood estimation, its advantages and disadvantages, and provide an example application to a gamma distribution function.
In particle physics, it is needed to evaluate the possibility that excesses of events in mass spectra are due to statistical fluctuations as quantified by the standards of local and global significances. Without prior knowledge of a particle’s mass, it is especially critical to estimate its global significance. The usual approach is to count the number of times a significance limit is exceeded in a collection of simulated Monte Carlo (MC) “toy experiments”. To demonstrate this conventional method for global significance, we performed simulation studies according to a recent Compact Muon Solenoid (CMS) result to show its effectiveness. However, this counting method is not practical for computing large global significances. To address this problem, we developed a new “extrapolation” method to evaluate the global significance. We compared the global significance estimated by our new method with that of the conventional approach, and verified its feasibility and effectiveness. This method is also applicable for cases where only small toy MC samples are available. In this approach, the significance is calculated based on p-values, assuming symmetrical Gaussian distributions.