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Tables of maximum likelihood estimating functions for singly truncated and singly censored samples from normal distribution
A method is presented for using B-splines as potential functions in the estimation of likelihood functions (probability density functions conditioned on pattern classes), or the resulting discriminant functions. The consistency of this technique is discussed. Experimental results of using the likelihood functions in the classification of remotely sensed data are given.
High energy particle physics and cosmology concern themselves with estimating fundamental parameters of nature, such as the masses and interactions of fundamental particles like the Higgs boson and the rate of expansion of the universe. In doing so, they analyze exabyte-scale datasets, some of the largest in all of science, and face many challenges in subsequent data analysis. These challenges are shared between the two disciplines, but we focus on particle physics to highlight one specific domain. In particle physics, the standard method for estimating parameters involves performing Monte Carlo (MC) integration as a function of both parameters of interest and nuisance parameters using an expensive simulator, counting the number of observed collision events (i.i.d. samples) from an experiment in the corresponding integration domains, and forming a Poisson likelihood function. This likelihood function is then used in a Frequentist manner to construct a maximum likelihood point estimate (MLE) and confidence set for the parameters. To sufficiently populate the high-dimensional integration domains, simulators consume billions of CPU-hours annually and produce hundreds of petabytes of intermediate output data. Several techniques have been developed to: optimize definitions of the integration domains so as to be maximally sensitive to a particular subset of parameters, efficiently estimate the integrals, and build robust surrogate models by interpolating between integral evaluations at different parameter points. One can view this whole endeavor as classical Simulation-Based Inference (SBI).
A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.
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
The performance of Viterbi decoding in a non-Gaussian environment is investigated using a nonlinear quantization strategy. The channel model consists of a convolutionally encoded BPSK signal transmitted to a satellite where it is corrupted with additive white Gaussian noise and pulsed radio frequency interference (RFI). The resultant signal is then passed through a satellite nonlinearity and transmitted to a ground station where it is coherently detected. Interleaving is assumed in order to make the channel memoryless. The presence of RFI makes the channel statistics non-Gaussian, leading to a nonlinear log-likelihood function. A near optimum quantization scheme is found by maximizing a channel parameter, or by matching the quantizer to the log-likelihood function in a mean square error sense. Bit error rate performance improvement is achieved by using such nonlinear quantization.
Assessment of the normal likelihood function as an aid in the processing of multispectral scanner data. The experimental results of described tests indicate that the use of the normal likelihood function is justified for recognition processing of multispectral data.
The present work gives an account of basic principles and available techniques for the analysis and design of pattern processing and recognition systems. Areas covered include decision functions, pattern classification by distance functions, pattern classification by likelihood functions, the perceptron and the potential function approaches to trainable pattern classifiers, statistical approach to trainable classifiers, pattern preprocessing and feature selection, and syntactic pattern recognition.
The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.
Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.
A generalized hypothesis testing approach is applied to the problem of tracking several objects where several different associations of data with objects are possible. Such problems occur, for instance, when attempting to distinctly track several aircraft maneuvering near each other or when tracking ships at sea. Conceptually, the problem is solved by first, associating data with objects in a statistically reasonable fashion and then, tracking with a bank of Kalman filters. The objects are assumed to have motion characterized by a fixed but unknown deterministic portion plus a random process portion modeled by a shaping filter. For example, the object might be assumed to have a mean straight line path about which it maneuvers in a random manner. Several hypothesized associations of data with objects are possible because of ambiguity as to which object the data comes from, false alarm/detection errors, and possible uncertainty in the number of objects being tracked. The statistical likelihood function is computed for each possible hypothesized association of data with objects. Then the generalized likelihood is computed by maximizing the likelihood over parameters that define the deterministic motion of the object.
In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.
SUMMARY Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations or experiments which can optimally reduce uncertainty and hence increase the performance of a monitoring network. Information theory guides OED by formulating the choice of experiment or sensor placement as an optimization problem that maximizes the expected information gain (EIG) about quantities of interest given prior knowledge and models of expected observation data. Therefore, within the context of seismo-acoustic monitoring, we can use Bayesian OED to configure sensor networks by choosing sensor locations, types and fidelity in order to improve our ability to identify and locate seismic sources. In this work, we develop the framework necessary to use Bayesian OED to optimize a sensor network’s ability to locate seismic events from arrival time data of detected seismic phases at the regional-scale. This framework requires five elements: (i) A likelihood function that describes the distribution of detection and traveltime data from the sensor network, (ii) A prior distribution that describes a priori belief about seismic events, (iii) A Bayesian solver that uses a prior and likelihood to identify the posterior distribution of seismic events given the data, (iv) An algorithm to compute EIG about seismic events over a data set of hypothetical prior events, (v) An optimizer that finds a sensor network which maximizes EIG. Once we have developed this framework, we explore many relevant questions to monitoring such as: how to trade off sensor fidelity and earth model uncertainty; how sensor types, number and locations influence uncertainty; and how prior models and constraints influence sensor placement.
We present cosmological constraints from Dark Energy Survey Year 3 (DES Y3) weak lensing data using persistent homology, a topological data analysis technique that tracks how features like clusters and voids evolve across density thresholds. For the first time, we apply spherical persistent homology to galaxy survey data through the algorithm TopoS2, which is optimized for curved-sky analyses and HEALPix compatibility. Employing a simulation-based inference framework with the Gower Street simulation suite, specifically designed to mimic DES Y3 data properties, we extract topological summary statistics from convergence maps across multiple smoothing scales and redshift bins. After neural network compression of these statistics, we estimate the likelihood function and validate our analysis against baryonic feedback effects, finding minimal biases (under $0.3σ$) in the $Ω_\mathrm{m}-S_8$ plane. Assuming the $w$CDM model, our combined Betti numbers and second moments analysis yields $S_8 = 0.821 \pm 0.018$ and $Ω_\mathrm{m} = 0.304\pm0.037$-constraints 70% tighter than those from cosmic shear two-point statistics in the same parameter plane. Our results demonstrate that topological methods provide a powerful and robust framework for extracting cosmological information, with our spherical methodology readily applicable to upcoming Stage IV wide-field galaxy surveys.
The possibility of discovering twin stars, two neutron stars (NSs) with the same mass but different radii, is usually studied in forward modelings by using a restricted number of NS matter equations of state (EOSs) encapsulating a first-order phase transition from hadronic to quark matter (QM). Informing our likelihood function with the NS radius data from GW170817 and using a metamodel with nine parameters capable of mimicking most NS EOSs available in the literature, we conduct a Bayesian quantification of the observability and underlying EOSs of twin stars. Of the accepted EOSs, between 12 and 18% yield twin stars, depending on the restrictions we place on the second branch. The possibility of twin stars remains robust even under recent observational constraints. Here, we show that many of these twin star scenarios are observable with currently available levels of accuracy in measuring NS radii. We also present the marginalized posterior probability density functions (PDFs) of every EOS parameter for each of four mass-radius correlation topologies. We find that the inferred EOS depends sensitively on not only whether twin stars are present, but also the category of twin stars, indicating that the observation of twin stars would provide a strong constraint on the underlying EOS. In particular, for two coexisting hybrid stars having QM cores at different densities, the PDF for QM speed of sound squared 𝑐$^2_{qm}$ has two peaks, one below and another above the conformal limit 𝑐$^2_{qm}$ = 1/3 predicted by perturbative QCD.
Here, we present a comprehensive evaluation of the nuclear structure properties of 19 Ne using a novel and rigorous Bayesian statistical framework. Precise characterization of 19 Ne resonance parameters is critical for accurately determining reaction rates of the astrophysically significant 15 O (𝛼, 𝛾) 19 Ne and 18 F (𝑝, 𝛼) 15 O reactions, which govern breakout from the hot CNO cycle in x-ray bursts and influence 𝛾-ray emission in novae, respectively. By reconstructing likelihood functions from published experimental data—including asymmetric uncertainties and upper or lower limits—we derive posterior distributions for resonance energies, decay widths, and branching ratios. Our Bayesian approach systematically incorporates previously reported discrepancies among measurements, providing a statistically robust and consistent treatment of these uncertainties. The evaluated resonance parameters and associated uncertainties provide crucial input for stellar nucleosynthesis modeling, contributing to a refined understanding of explosive astrophysical phenomena.
We investigate the capability of the Nancy Grace Roman Space Telescope’s (Roman) Wide-Field Instrument G150 slitless grism to detect red, quiescent galaxies based on the current reference survey. We simulate dispersed images for Roman reference High-Latitude Spectroscopic Survey (HLSS) and analyze two-dimensional spectroscopic data using the grism Redshift and Line Analysis (Grizli) software. This study focus on assessing Roman grism’s capability for continuum-level redshift measurement for a redshift range of 0.5 ≤ z ≤ 2.5. The redshift recovery is assessed by setting three requirements of: σ z = $\frac{|z–z_{true}|}{1+z}$ ≤ 0.01, signal-to-noise ratio≥ 5 and the presence of a single dominant peak in redshift likelihood function. We find that, for quiescent galaxies, the reference HLSS can reach a redshift recovery completeness of ≥50% for F158 magnitude brighter than 20.2 mag. We also explore how different survey parameters, such as exposure time and the number of exposures, influence the accuracy and completeness of redshift recovery, providing insights that could optimize future survey strategies and enhance the scientific yield of the Roman in cosmological research.
The optimum processing (likelihood functional) is found for a set of M images, each the sum of a member of a signal sequence due to an object to be detected and its parameters estimated, a sample function of a noise field, and a sample function of a common background field. The noise fields are independent, zero mean, white Gaussian fields, all independent of the background field. The latter is assumed to be either (1) completely unknown or of known mean and covariance functions with (2) a certain fluctuation property or (3) Gaussian. Three equivalent forms of the optimum processing are found: (1) a summation of generalized matched filterings of the images, (2) a summation of matched filtering of certain generalized differences of the images, and (3) a summation of 'estimator-correlator' type filterings. The detection performance and optimum signal/image selection under the Neyman-Pearson criterion is given, and is shown that optimum processor and signal design can completely eliminate any effect of the background on detectability.