Search results for: most likelihood amplitude estimation (MLQAE)

Authors: K. A. Adepoju, O. I. Shittu, A. U. Chukwu

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In this paper, a new four-parameter generalized version of the Fisher Snedecor distribution called Beta- F distribution is introduced. The comprehensive account of the statistical properties of the new distributions was considered. Formal expressions for the cumulative density function, moments, moment generating function and maximum likelihood estimation, as well as its Fisher information, were obtained. The flexibility of this distribution as well as its robustness using cancer remission time data was demonstrated. The new distribution can be used in most applications where the assumption underlying the use of other lifetime distributions is violated.

Keywords: fisher-snedecor distribution, beta-f distribution, outlier, maximum likelihood method

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Authors: Mohamed Raouf Benmakrelouf, Joseph Rynkiewicz

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Targeted maximum likelihood estimation (TMLE) is well-established method for causal effect estimation with desirable statistical properties. TMLE is a doubly robust maximum likelihood based approach that includes a secondary targeting step that optimizes the target statistical parameter. A causal interpretation of the statistical parameter requires assumptions of the Rubin causal framework. The causal effect of binary variable, E, on outcomes, Y, is defined in terms of comparisons between two potential outcomes as E[YE=1 − YE=0]. Our aim in this paper is to present an adaptation of TMLE methodology to estimate the causal effect of a non-binary categorical variable, providing a large application. We propose coding on the initial data in order to operate a binarization of the interest variable. For each category, we get a transformation of the non-binary interest variable into a binary variable, taking value 1 to indicate the presence of category (or group of categories) for an individual, 0 otherwise. Such a dummy variable makes it possible to have a pair of potential outcomes and oppose a category (or a group of categories) to another category (or a group of categories). Let E be a non-binary interest variable. We propose a complete disjunctive coding of our variable E. We transform the initial variable to obtain a set of binary vectors (dummy variables), E = (Ee : e ∈ {1, ..., |E|}), where each vector (variable), Ee, takes the value of 0 when its category is not present, and the value of 1 when its category is present, which allows to compute a pairwise-TMLE comparing difference in the outcome between one category and all remaining categories. In order to illustrate the application of our strategy, first, we present the implementation of TMLE to estimate the causal effect of non-binary variable on outcome using simulated data. Secondly, we apply our TMLE adaptation to survey data from the French Political Barometer (CEVIPOF), to estimate the causal effect of education level (A five-level variable) on a potential vote in favor of the French extreme right candidate Jean-Marie Le Pen. Counterfactual reasoning requires us to consider some causal questions (additional causal assumptions). Leading to different coding of E, as a set of binary vectors, E = (Ee : e ∈ {2, ..., |E|}), where each vector (variable), Ee, takes the value of 0 when the first category (reference category) is present, and the value of 1 when its category is present, which allows to apply a pairwise-TMLE comparing difference in the outcome between the first level (fixed) and each remaining level. We confirmed that the increase in the level of education decreases the voting rate for the extreme right party.

Keywords: statistical inference, causal inference, super learning, targeted maximum likelihood estimation

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Authors: Isha Saxena, Behzad Kazemtabrizi, Matthias C. M. Troffaes, Christopher Crabtree

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The calculations done at the beginning of the life of a wind farm are rarely reliable, which makes it important to conduct research and study the failure and repair rates of the wind turbines under various conditions. This miscalculation happens because the current models make a simplifying assumption that the failure/repair rate remains constant over time. This means that the reliability function is exponential in nature. This research aims to create a more accurate model using sensory data and a data-driven approach. The data cleaning and data processing is done by comparing the Power Curve data of the wind turbines with SCADA data. This is then converted to times to repair and times to failure timeseries data. Several different mathematical functions are fitted to the times to failure and times to repair data of the wind turbine components using Maximum Likelihood Estimation and the Posterior expectation method for Bayesian Parameter Estimation. Initial results indicate that two parameter Weibull function and exponential function produce almost identical results. Further analysis is being done using the complex system analysis considering the failures of each electrical and mechanical component of the wind turbine. The aim of this project is to perform a more accurate reliability analysis that can be helpful for the engineers to schedule maintenance and repairs to decrease the downtime of the turbine.

Keywords: reliability, bayesian parameter inference, maximum likelihood estimation, weibull function, SCADA data

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Authors: Altaf H. Khan, Frank Stenger, Mohammed A. Hussein, Reaz A. Chaudhuri, Sameera Asif

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This paper discusses a novel approach to approximate quadrature integrals that arise in the estimation of likelihood parameters for the generalized linear mixed models (GLMM) as well as Bayesian methodology also requires computation of multidimensional integrals with respect to the posterior distributions in which computation are not only tedious and cumbersome rather in some situations impossible to find solutions because of singularities, irregular domains, etc. An attempt has been made in this work to apply Sinc function based quadrature rules to approximate intractable integrals, as there are several advantages of using Sinc based methods, for example: order of convergence is exponential, works very well in the neighborhood of singularities, in general quite stable and provide high accurate and double precisions estimates. The Sinc function based approach seems to be utilized first time in statistical domain to our knowledge, and it's viability and future scopes have been discussed to apply in the estimation of parameters for GLMM models as well as some other statistical areas.

Keywords: generalized linear mixed model, likelihood parameters, qudarature, Sinc function

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Authors: Lina Pan

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In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator.

Keywords: non-Gaussian clutter, covariance matrix estimation, target detection, maximum likelihood

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Authors: Moh'd Alodat

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In this paper, we discuss the power function distribution and derive the maximum likelihood estimator of its parameter as well as the reliability parameter. We derive the large sample properties of the estimators based on the selective order statistic scheme. We conduct simulation studies to investigate the significance of the selective order statistic scheme in our setup and to compare the efficiency of the new proposed estimators.

Keywords: fisher information, maximum likelihood estimator, power function distribution, ranked set sampling, selective order statistics sampling

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Authors: Mohd A. Azizan, Mohd Z. Zali

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It is well established that exposure to vibration has an adverse effect on human health, comfort, and performance. However, there is little quantitative knowledge on performance combined with drowsiness level during vibration exposure. This paper reports a study investigating the influence of vibration amplitude on seated occupant reaction time and drowsiness level. Eighteen male volunteers were recruited for this experiment. Before commencing the experiment, total transmitted acceleration measured at interfaces between the seat pan and seatback to human body was adjusted to become 0.2 ms-2 r.m.s and 0.4 ms-2 r.m.s for each volunteer. Seated volunteers were exposed to Gaussian random vibration with frequency band 1-15 Hz at two level of amplitude (low vibration amplitude and medium vibration amplitude) for 20-minutes in separate days. For the purpose of drowsiness measurement, volunteers were asked to complete 10-minutes PVT test before and after vibration exposure and rate their subjective drowsiness by giving score using Karolinska Sleepiness Scale (KSS) before vibration, every 5-minutes interval and following 20-minutes of vibration exposure. Strong evidence of drowsiness was found as there was a significant increase in reaction time and number of lapse following exposure to vibration in both conditions. However, the effect is more apparent in medium vibration amplitude. A steady increase of drowsiness level can also be observed in KSS in all volunteers. However, no significant differences were found in KSS between low vibration amplitude and medium vibration amplitude. It is concluded that exposure to vibration has an adverse effect on human alertness level and more pronounced at higher vibration amplitude. Taken together, these findings suggest a role of vibration in promoting drowsiness, especially at higher vibration amplitude.

Keywords: drowsiness, human vibration, karolinska sleepiness scale, psychomotor vigilance test

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: Idit Kalisher, Israel Luski

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One result of the growing dynamicity of labor markets in recent decades is a wider scope of employment mobility – i.e., transitions between employers, either within or between careers. Employment mobility decisions are primarily affected by the current employment status of the worker, which is reflected in wage and tenure. Using 34,328 observations from the National Longitudinal Survey of Youth 1979 (NLS79), which were derived from the USA population between 1990 and 2012, this paper aims to investigate the effects of wage and tenure over employment mobility choices, and additionally to examine the effects of other personal characteristics, individual labor market characteristics and macroeconomic factors. The estimation strategy was designed to address two challenges that arise from the combination of the model and the data: (a) endogeneity of the wage and the tenure in the choice equation; and (b) unobserved heterogeneity, as the data of this research is longitudinal. To address (a), estimation was performed using two-stage limited dependent variable procedure (2SLDV); and to address (b), the second stage was estimated using femlogit – an implementation of the multinomial logit model with fixed effects. Among workers who have experienced at least one turnover, the wage was found to have a main effect on career turnover likelihood of all workers, whereas the wage effect on job turnover likelihood was found to be dependent on individual characteristics. The wage was found to negatively affect the turnover likelihood and the effect was found to vary across wage level: high-wage workers were more affected compared to low-wage workers. Tenure was found to have a main positive effect on both turnover types’ likelihoods, though the effect was moderated by the wage. The findings also reveal that as their wage increases, women are more likely to turnover than men, and academically educated workers are more likely to turnover within careers. Minorities were found to be as likely as Caucasians to turnover post wage-increase, but less likely to turnover with each additional tenure year. The wage and the tenure effects were found to vary also between careers. The difference in attitude towards money, labor market opportunities and risk aversion could explain these findings. Additionally, the likelihood of a turnover was found to be affected by previous unemployment spells, age, and other labor market and personal characteristics. The results of this research could assist policymakers as well as business owners and employers. The former may be able to encourage women and older workers’ employment by considering the effects of gender and age on the probability of a turnover, and the latter may be able to assess their employees’ likelihood of a turnover by considering the effects of their personal characteristics.

Keywords: employment mobility, endogeneity, femlogit, turnover

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Authors: Katsumi Hirata

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To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position

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Authors: Guangyuan Zhao, Nan Huang, Xuesong Han, Xu Huang

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In order to solve the problem of sample dilution in the traditional particle filter algorithm and achieve accurate state estimation in a nonlinear system, a particle filter method based on an improved artificial bee colony (ABC) algorithm was proposed. The algorithm simulated the process of bee foraging and optimization and made the high likelihood region of the backward probability of particles moving to improve the rationality of particle distribution. The opposition-based learning (OBL) strategy is introduced to optimize the initial population of the artificial bee colony algorithm. The convergence factor is introduced into the neighborhood search strategy to limit the search range and improve the convergence speed. Finally, the crossover and mutation operations of the genetic algorithm are introduced into the search mechanism of the following bee, which makes the algorithm jump out of the local extreme value quickly and continue to search the global extreme value to improve its optimization ability. The simulation results show that the improved method can improve the estimation accuracy of particle filters, ensure the diversity of particles, and improve the rationality of particle distribution.

Keywords: particle filter, impoverishment, state estimation, artificial bee colony algorithm

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Authors: Tasir Khan, Ishfaq Ahmad, Yejuan Wang, Muhammad Salam

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Distribution models of the wind speed data are essential to assess the potential wind speed energy because it decreases the uncertainty to estimate wind energy output. Therefore, before performing a detailed potential energy analysis, the precise distribution model for data relating to wind speed must be found. In this research, material from numerous criteria goodness-of-fits, such as Kolmogorov Simonov, Anderson Darling statistics, Chi-Square, root mean square error (RMSE), AIC and BIC were combined finally to determine the wind speed of the best-fitted distribution. The suggested method collectively makes each criterion. This method was useful in a circumstance to fitting 14 distribution models statistically with the data of wind speed together at four sites in Pakistan. The consequences show that this method provides the best source for selecting the most suitable wind speed statistical distribution. Also, the graphical representation is consistent with the analytical results. This research presents three estimation methods that can be used to calculate the different distributions used to estimate the wind. In the suggested MLM, MOM, and MLE the third-order moment used in the wind energy formula is a key function because it makes an important contribution to the precise estimate of wind energy. In order to prove the presence of the suggested MOM, it was compared with well-known estimation methods, such as the method of linear moment, and maximum likelihood estimate. In the relative analysis, given to several goodness-of-fit, the presentation of the considered techniques is estimated on the actual wind speed evaluated in different time periods. The results obtained show that MOM certainly provides a more precise estimation than other familiar approaches in terms of estimating wind energy based on the fourteen distributions. Therefore, MOM can be used as a better technique for assessing wind energy.

Keywords: wind-speed modeling, goodness of fit, maximum likelihood method, linear moment

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Authors: Jafar Khodagholizadeh

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In this talk, we study the tensor mode equation of perturbation in the presence of nonzero $-\Lambda$ as dark energy, whose dynamic nature depends on the Hubble parameter $ H$ and/or its time derivative. Dark energy, according to the total vacuum contribution, has little effect during the radiation-dominated era, but it reduces the squared amplitude of gravitational waves (GWs) up to $60\%$ for the wavelengths that enter the horizon during the matter-dominated era. Moreover, the observations bound on dark energy models, such as running vacuum model (RVM), generalized running vacuum model (GRVM), and generalized running vacuum subcase (GRVS), are effective in reducing the GWs’ amplitude. Although this effect is less for the wavelengths that enter the horizon at later times, this reduction is stable and permanent.

Keywords: gravitational waves, dark energy, GW's amplitude, all stage universe

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: Al Omari Mohammed Ahmed

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This paper focuses on Maximum Likelihood Estimator with Covariate. Covariates are incorporated into the Weibull model. Under this regression model with regards to maximum likelihood estimator, the parameters of the covariate, shape parameter, survival function and hazard rate of the Weibull regression distribution with right censored data are estimated. The mean square error (MSE) and absolute bias are used to compare the performance of Weibull regression distribution. For the simulation comparison, the study used various sample sizes and several specific values of the Weibull shape parameter.

Keywords: weibull regression distribution, maximum likelihood estimator, survival function, hazard rate, right censoring

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Authors: O. Punjarat, S. Chucheepsakul, T. Phanyasahachart

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This paper focuses on a variational formulation of large amplitude free vibration behavior of a very sag marine cable. In the static equilibrium state, the marine cable has a very large sag configuration. In the motion state, the marine cable is assumed to vibrate in in-plane motion with large amplitude from the static equilibrium position. The total virtual work-energy of the marine cable at the dynamic state is formulated which involves the virtual strain energy due to axial deformation, the virtual work done by effective weight, and the inertia forces. The equations of motion for the large amplitude free vibration of marine cable are obtained by taking into account the difference between the Euler’s equation in the static state and the displaced state. Based on the Galerkin finite element procedure, the linear and nonlinear stiffness matrices, and mass matrices of the marine cable are obtained and the eigenvalue problem is solved. The natural frequency spectrum and the large amplitude free vibration behavior of marine cable are presented.

Keywords: axial deformation, free vibration, Galerkin finite element method, large amplitude, variational method

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Authors: Duckyong Kim, Jong Kang Park, Jong Tae Kim

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DOA (Direction of Arrival) estimation is an important method in array signal processing and has a wide range of applications such as direction finding, beam forming, and so on. In this paper, we briefly introduce the MUSIC (Multiple Signal Classification) Algorithm, one of DOA estimation methods for analyzing several targets. Then we apply the MUSIC algorithm to the two-dimensional antenna array to analyze DOA estimation in 3D space through MATLAB simulation. We also analyze the design factors that can affect the accuracy of DOA estimation through simulation, and proceed with further consideration on how to apply the system.

Keywords: DOA estimation, MUSIC algorithm, spatial spectrum, array signal processing

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Authors: S. K. Jain, M. K. Mishra

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Oblique propagation of ion-acoustic solitons in magnetized electron-positron-ion (EPI) plasma with warm adiabatic ions and isothermal electrons has been studied. Korteweg-de Vries (KdV) equation using reductive perturbation method has been derived for the system, which admits an obliquely propagating soliton solution. It is found that for the selected set of parameter values, the system supports only compressive solitons. Investigations reveal that an increase in positron concentration diminishes the amplitude as well as the width of the soliton. It is also found that the temperature ratio of electron to positron (γ) affects the amplitude of the solitary wave. An external magnetic field do not affect the amplitude of ion-acoustic solitons, but obliqueness angle (θ), the angle between wave vector and magnetic field affects the amplitude. The amplitude of the ion-acoustic solitons increases with increase in angle of obliqueness. Magnetization and obliqueness drastically affect the width of the soliton. An increase in ionic temperature decreases the amplitude and width. For the fixed set of parameters, profiles have been drawn to study the combined effect with variation of two parameters on the characteristics of the ion-acoustic solitons (i.e., amplitude and width). The result may be applicable to plasma in the laboratory as well as in the magnetospheric region of the earth.

Keywords: ion-acoustic solitons, Korteweg-de Vries (KdV) equation, magnetized electron-positron-ion (EPI) plasma, reductive perturbation method

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Authors: Mesias Alfeus, Kirsty Fitzhenry, Alessia Lederer

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The present paper provides empirical studies to estimate defaultable bonds in the South African financial market. The main goal is to estimate the unobservable factors affecting bond yields for South African major banks. The maximum likelihood approach is adopted for the estimation methodology. Extended Kalman filtering techniques are employed in order to tackle the situation that the factors cannot be observed directly. Multi-dimensional Cox-Ingersoll-Ross (CIR)-type factor models are considered. Results show that default risk increased sharply in the South African financial market during COVID-19 and the CIR model with jumps exhibits a better performance.

Keywords: default intensity, unobservable state variables, CIR, α-CIR, extended kalman filtering

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Authors: Jiahao Tian, Michael D. Porter

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Law enforcement agencies are tasked with crime prevention and crime reduction under limited resources. Having an accurate temporal estimate of the crime rate would be valuable to achieve such a goal. However, estimation is usually complicated by the interval-censored nature of crime data. We cast the problem of intensity estimation as a Poisson regression using an EM algorithm to estimate the parameters. Two special penalties are added that provide smoothness over the time of day and day of the week. This approach presented here provides accurate intensity estimates and can also uncover day-of-week clusters that share the same intensity patterns. Anticipating where and when crimes might occur is a key element to successful policing strategies. However, this task is complicated by the presence of interval-censored data. The censored data refers to the type of data that the event time is only known to lie within an interval instead of being observed exactly. This type of data is prevailing in the field of criminology because of the absence of victims for certain types of crime. Despite its importance, the research in temporal analysis of crime has lagged behind the spatial component. Inspired by the success of solving crime-related problems with a statistical approach, we propose a statistical model for the temporal intensity estimation of crime with censored data. The model is built on Poisson regression and has special penalty terms added to the likelihood. An EM algorithm was derived to obtain maximum likelihood estimates, and the resulting model shows superior performance to the competing model. Our research is in line with the smart policing initiative (SPI) proposed by the Bureau Justice of Assistance (BJA) as an effort to support law enforcement agencies in building evidence-based, data-driven law enforcement tactics. The goal is to identify strategic approaches that are effective in crime prevention and reduction. In our case, we allow agencies to deploy their resources for a relatively short period of time to achieve the maximum level of crime reduction. By analyzing a particular area within cities where data are available, our proposed approach could not only provide an accurate estimate of intensities for the time unit considered but a time-variation crime incidence pattern. Both will be helpful in the allocation of limited resources by either improving the existing patrol plan with the understanding of the discovery of the day of week cluster or supporting extra resources available.

Keywords: cluster detection, EM algorithm, interval censoring, intensity estimation

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Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

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Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: state of charge estimation, battery modeling, one-state hysteresis, filtering and estimation

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Authors: Alexey V. Klyuev, Arkady V. Yakimov, Mikhail I. Ryzhkin, Andrey V. Klyuev

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Fluctuations of Schottky diode parameters in a structure of the mixer are investigated. These fluctuations are manifested in two ways. At the first, they lead to fluctuations in the transfer factor that is lead to the amplitude fluctuations in the signal of intermediate frequency. On the basis of the measurement data of 1/f noise of the diode at forward current, the estimation of a spectrum of relative fluctuations in transfer factor of the mixer is executed. Current dependence of the spectrum of relative fluctuations in transfer factor of the mixer and dependence of the spectrum of relative fluctuations in transfer factor of the mixer on the amplitude of the heterodyne signal are investigated. At the second, fluctuations in parameters of the diode lead to the occurrence of 1/f noise in the output signal of the mixer. This noise limits the sensitivity of the mixer to the value of received signal.

Keywords: current-voltage characteristic, fluctuations, mixer, Schottky diode, 1/f noise

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Authors: Kajingulu Malandala, Ranganai Edmore

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The asymmetric Laplace distribution (ADL) is commonly used as the likelihood function of the Bayesian quantile regression, and it offers different families of likelihood method for quantile regression. Notwithstanding their popularity and practicality, ADL is not smooth and thus making it difficult to maximize its likelihood. Furthermore, Bayesian inference is time consuming and the selection of likelihood may mislead the inference, as the Bayes theorem does not automatically establish the posterior inference. Furthermore, ADL does not account for greater skewness and Kurtosis. This paper develops a new aspect of quantile regression approach for count data based on inverse of the cumulative density function of the Poisson, binomial and Delaporte distributions using the integrated nested Laplace Approximations. Our result validates the benefit of using the integrated nested Laplace Approximations and support the approach for count data.

Keywords: quantile regression, Delaporte distribution, count data, integrated nested Laplace approximation

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Authors: Pavel Zabrodin

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The drawback of magnesium alloys is poor plasticity, which complicates the forming. Effective way of improving the properties of the cast magnesium alloy AZ31 (3 wt. % Al, 0.8 wt. % Zn, 0.2 wt. % Mn)) is to combine hot extrusion at 350°C and equal-channel angular pressing (ECAP) at 180°C. Because of reduced grain sizes, changes in the nature of the grain boundaries, and enhancement of a texture that favors basal dislocation glide, after this kind of processing, increase yield stress and ductility. For study of the effect of microstructure on the mechanisms for plastic deformation, there is some interest in investigating the mechanical properties of the ultrafinegrained (UFG) Mg alloy at low temperatures, before and after annealing. It found that the amplitude and statistics at the low-temperature jump-like deformation the Mg alloy of dependent on microstructure. Reduction of the average density of dislocations and grain growth during annealing causing a reduction in the amplitude of the jump-like deformation and changes in the distribution of surges in amplitude. It found that the amplitude and statistics at the low-temperature jump-like deformation UFG alloy dependent on temperature of deformation. Plastic deformation of UFG alloy at a temperature of 10 K occurs uniformly - peculiarities is not observed. Increasing of the temperature of deformation from 4,2 to 0,5 K is causing a reduction in the amplitude and increasing the frequency of the jump-like deformation.

Keywords: jump-like deformation, low temperature, plasticity, magnesium alloy

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

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We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: possibility distribution, parameters estimation, Maxmin u\E estimator, fuzzy model identification

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Authors: Yasmine Ahmed Shemeis

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Determining the impact of productivity increases on wage levels is often difficult due to the unavailability of individual-level productivity data. Accordingly, we proxy for productivity using a self-perceived measure of health based on the postulated positive relationship between better health and productivity improvements. Using Egypt’s labour market data for the years 2012 and 2018 and utilizing a Maximum Likelihood Estimation method, we address two issues: the endogeneity of health in the estimation of wages and a sample selection bias. Our findings indicate the great value that better health has in enhancing wage levels in Egypt’s private sector. Also, we find that overlooking the endogeneity of health underestimates its effect on wages. Thus, the improvement of health states is likely to be beneficial in improving labour market outcomes in terms of wages as well as labour productivity in Egypt.

Keywords: labour, Productivity, Wages, Endogeneity, Sample Selection

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Authors: Pyung Soo Kim, Eung Hyuk Lee, Mun Suck Jang

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A packet loss probability (PLP) estimation filter with finite memory structure is proposed to estimate the packet rate mean and variance of the input traffic process in real-time while removing undesired system and measurement noises. The proposed PLP estimation filter is developed under a weighted least square criterion using only the finite traffic measurements on the most recent window. The proposed PLP estimation filter is shown to have several inherent properties such as unbiasedness, deadbeat, robustness. A guideline for choosing appropriate window length is described since it can affect significantly the estimation performance. Using computer simulations, the proposed PLP estimation filter is shown to be superior to the Kalman filter for the temporarily uncertain system. One possible explanation for this is that the proposed PLP estimation filter can have greater convergence time of a filtered estimate as the window length M decreases.

Keywords: packet loss probability estimation, finite memory filter, infinite memory filter, Kalman filter

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Authors: Guinevere Servis

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This paper hypothesizes that withdrawal from positive self-awareness, and the increase of counterfactual-thinking and self-handicapping can help provide ample justification for an individual before, during and/or after committing a crime. The understanding of who someone is, one’s perspective on the world, and why they think the way they do is key to therapy in preventing recidivism. Developing habits to escape self-awareness, by using self-handicapping and counterfactual ideologies, may provide the necessary thinking patterns to decide disobeying the law is a worthy act to pursue. An increase in self-awareness is hypothesized to decrease the likelihood of recidivism, and ways of thinking that withdraw from self awareness can increase the likelihood of it. Especially for those who have been disadvantaged in life and disobeyed the law, self-handicapping and counterfactual thinking can also help to justify one's wrongdoing. The understanding of how a criminal views their disadvantages in the world, and one’s thinking patterns are hypothesized to help one better understand the entire scope on why a crime was committed and thus reduce the likelihood of recidivism. Utilizing therapy for prisoners to increase self-awareness of both thought and action can lead to a healthy, happier life and reduce the likelihood of reoffending. By discussing the terms associated with self-awareness theory and other psychological topics such as self-handicapping, counterfactual thinking, this paper argues the actions towards increasing positive self-awareness can help decrease likelihood of recidivism. Adversely, hypothesizing that increasing the ways of thinking that withdraw one from self-awareness, through counterfactual thinking and self-handicapping, can inherently increase the likelihood of recidivism. Evaluating these findings to further understand the needed changes in correctional institutions is fundamental to reducing crime, benefiting the criminal, the victim(s) and their family, and the state.

Keywords: crime, self-awareness theory, correctional institutions, self-regulate, counterfactual thinking, recidivism

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Authors: Sergei Aleinik, Mikhail Stolbov

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In this work, a method of time delay estimation for dual-channel acoustic signals (speech, music, etc.) recorded under reverberant conditions is investigated. Standard methods based on cross-correlation of the signals show poor results in cases involving strong reverberation, large distances between microphones and asynchronous recordings. Under similar conditions, a method based on cross-correlation of temporal envelopes of the signals delivers a delay estimation of acceptable quality. This method and its properties are described and investigated in detail, including its limits of applicability. The method’s optimal parameter estimation and a comparison with other known methods of time delay estimation are also provided.

Keywords: cross-correlation, delay estimation, signal envelope, signal processing

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Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

Abstract:

There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

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