WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted ma...WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http：//agbu. une.edu.au/-kmeyer/wombat.html展开更多
Over the past few decades, numerous adaptive Kalman filters(AKFs) have been proposed. However, achieving online estimation with both high estimation accuracy and fast convergence speed is challenging, especially when ...Over the past few decades, numerous adaptive Kalman filters(AKFs) have been proposed. However, achieving online estimation with both high estimation accuracy and fast convergence speed is challenging, especially when both the process noise and measurement noise covariance matrices are relatively inaccurate. Maximum likelihood estimation(MLE) possesses the potential to achieve this goal, since its theoretical accuracy is guaranteed by asymptotic optimality and the convergence speed is fast due to weak dependence on accurate state estimation.Unfortunately, the maximum likelihood cost function is so intricate that the existing MLE methods can only simply ignore all historical measurement information to achieve online estimation,which cannot adequately realize the potential of MLE. In order to design online MLE-based AKFs with high estimation accuracy and fast convergence speed, an online exploratory MLE approach is proposed, based on which a mini-batch coordinate descent noise covariance matrix estimation framework is developed. In this framework, the maximum likelihood cost function is simplified for online estimation with fewer and simpler terms which are selected in a mini-batch and calculated with a backtracking method. This maximum likelihood cost function is sidestepped and solved by exploring possible estimated noise covariance matrices adaptively while the historical measurement information is adequately utilized. Furthermore, four specific algorithms are derived under this framework to meet different practical requirements in terms of convergence speed, estimation accuracy,and calculation load. Abundant simulations and experiments are carried out to verify the validity and superiority of the proposed algorithms as compared with existing state-of-the-art AKFs.展开更多
Energy spectra of neutrons are important for identification of unknown neutron sources and for determination of the equivalent dose. Although standard energy spectra of neutrons are available in some situations, e.g.,...Energy spectra of neutrons are important for identification of unknown neutron sources and for determination of the equivalent dose. Although standard energy spectra of neutrons are available in some situations, e.g., for some radiotherapy treatment machines, they are unknown in other cases, e.g., for photoneutrons created in radiotherapy rooms and neutrons generated in nuclear reactors. In situations where neutron energy spectra need to be determined, unfolding the required neutron energy spectra using the Bonner sphere spectrometer (BSS) and nested neutron spectrometer (NNS) has been found promising. However, without any prior knowledge on the spectra, the unfolding process has remained a tedious task. In this work, a standalone numerical tool named ‘‘NRUunfold’’ was developed which could satisfactorily unfold neutron spectra for BSS or NNS, or any other systems using similar detection methodology. A generic and versatile algorithm based on maximum-likelihood expectation– maximization method was developed and benchmarked against the widely used STAY’SL algorithm which was based on the least squares method. The present method could output decent results in the absence of precisely calculated initial guess, although it was also remarked that employment of exceptionally bizarre initial spectra could lead to some unreasonable output spectra. The neutron count rates computed using the manufacturer’s response functions were used for sensitivity studies. The present NRUunfold code could be useful for neutron energy spectrum unfolding for BSS or NNS applications in the absence of a precisely calculated initial guess.展开更多
Weighted exponential distribution W ED(α,λ)with shape parameterαand scale parameterλpossesses some good properties and can be used as a good fit to survival time data compared to other distributions such as gamma,...Weighted exponential distribution W ED(α,λ)with shape parameterαand scale parameterλpossesses some good properties and can be used as a good fit to survival time data compared to other distributions such as gamma,Weibull,or generalized exponential distribution.In this article,we proved the existence and uniqueness of the maximum likelihood estimator(MLE)of the parameters of W ED(α,λ)in simple random sampling(SRS)and provided explicit expressions for the Fisher information number in SRS.Moreover,we also proved the existence and uniqueness of the MLE of the parameters of W ED(α,λ)in ranked set sampling(RSS)and provided explicit expressions for the Fisher information number in RSS.Simulation studies show that these MLEs in RSS can be real competitors for those in SRS.展开更多
In order to obtain the life information of the vacuum fluorescent display （VFD） in a short time, a model of constant stress accelerated life tests （CSALT） is established with its filament temperature increased, an...In order to obtain the life information of the vacuum fluorescent display （VFD） in a short time, a model of constant stress accelerated life tests （CSALT） is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation （MLE） and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.展开更多
By using maximum likelihood classification, several landscape indexes have been adopted to evaluate landscape structure of the irrigated area of Hongsibao Town, and landscape pattern and dynamic change of Hongsibao in...By using maximum likelihood classification, several landscape indexes have been adopted to evaluate landscape structure of the irrigated area of Hongsibao Town, and landscape pattern and dynamic change of Hongsibao in 1989, 1999, 2003 and 2008 had been analyzed based on landscape patch, landscape type and transfer matrix. The results show that landscape pattern had changed obviously, patch number, fragmentation and dominance had increased, evenness had decreased, and landscape shape had become regular in the irrigated area of Hongsibao Town from 1989 to 2008. The primary landscape type in 1989 was grassland and in 2008 was sand, directly influenced by human activities.展开更多
随着风电渗透率的持续上升,电力系统的惯量水平显著下降,对系统频率稳定性构成了新的挑战。为有效评估风电并网情况下电力系统节点惯量的变化,提出了一种基于受控自回归滑动平均(autoregressive moving average with exogenous variable...随着风电渗透率的持续上升,电力系统的惯量水平显著下降,对系统频率稳定性构成了新的挑战。为有效评估风电并网情况下电力系统节点惯量的变化,提出了一种基于受控自回归滑动平均(autoregressive moving average with exogenous variable,ARMAX)模型的改进最大似然估计(maximum likelihood estimation,MLE)参数辨识方法对系统机组直接相连节点进行惯量评估。首先,构建ARMAX模型对发电机组直接相连节点的动态特性进行建模,并利用改进MLE对模型参数进行辨识,以评估与机组直接相连的节点惯量。然后,基于k-means聚类算法对发电机组节点惯量进行分区,计算得到系统区域惯量和中心频率,并进一步对非发电机组节点频率进行自适应多项式拟合计算,得到其系统节点惯量。最后,搭建IEEE39含风力发电机组节点系统,绘制热力图直观展示电力系统节点和区域的惯量分布,验证了所提改进方法的有效性。该方法有助于精准识别系统中不同节点的动态响应特性,为风电并网系统的分析和规划提供了有力支持。展开更多
In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood e...In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.展开更多
【目的】设计一种基于FIML和DAE的填充缺失值的方法,即聚类全信息选择性过滤编码器数据填补算法(clustering-based comprehensive information selective filtering encoder data imputation algorithm,CFSM-DAE),为水稻种质资源缺失数...【目的】设计一种基于FIML和DAE的填充缺失值的方法,即聚类全信息选择性过滤编码器数据填补算法(clustering-based comprehensive information selective filtering encoder data imputation algorithm,CFSM-DAE),为水稻种质资源缺失数据进行填充。【方法】利用聚类辅助避免数据异常值对算法的影响,采用选择性过滤层用于识别高质量估算、减少低质量估算的影响。传统的DAE框架通常没有选择性过滤层,所有的估算值都被视为同等重要,无法区分高质量和低质量的估算值。为了进一步提高估算精度,研究采用集成框架将全信息最大似然性(FIML)与多对抗性自编码器(DAE)结合的方法(CFSM-DAE),在选择性过滤层基础上,自适应填充,即当估算值不符合设定阈值时,采用FIML填充策略以确保填充结果的稳定性和精确度,从而进一步来提高整体估算精度。在3种缺失数据机制(随机缺失(MAR)、完全随机缺失(MCAR)和非随机缺失(MNAR))下对模拟数据和实际水稻种质资源数据集进行研究,将CFSM-DAE方法与多种常用填充算法比较(全信息最大似然性(FIML)、对抗自编码器(DAE)、K近邻填充(KNN)、随机森林(RF)、链式方程多重插补(MICE))。【结果】CFSM-DAE在模拟数据上的表现为S_(RME)=0.0676,E_(MA)=0.0093,R^(2)=0.9958;在水稻种质资源数据上的表现为S_(RME)=0.0395,E_(MA)=0.0078,R^(2)=0.8913。相比之下,其他算法如DAE在这两类数据下的SRME表现分别为0.8896和0.7707;KNN算法的EMA表现分别为0.1183和0.1305;FIML算法的R2表现为0.3382和0.7321。因此,CFSM-DAE在多个评价指标上相较于其他算法都表现出了一定的提升,CFSM-DAE在模拟数据和水稻种质资源数据的表现优于其他算法。【结论】CFSM-DAE方法通过结合聚类、选择性过滤和全信息最大似然性等策略,显著提高了水稻种质资源数据中缺失值的填补精度,展示了其在处理复杂缺失值问题上的有效性和潜力。展开更多
A closed-form approximate maximum likelihood（AML） algorithm for estimating the position and velocity of a moving source is proposed by utilizing the time difference of arrival（TDOA） and frequency difference of arr...A closed-form approximate maximum likelihood（AML） algorithm for estimating the position and velocity of a moving source is proposed by utilizing the time difference of arrival（TDOA） and frequency difference of arrival（FDOA） measurements of a signal received at a number of receivers.The maximum likelihood（ML） technique is a powerful tool to solve this problem.But a direct approach that uses the ML estimator to solve the localization problem is exhaustive search in the solution space,and it is very computationally expensive,and prohibits real-time processing.On the basis of ML function,a closed-form approximate solution to the ML equations can be obtained,which can allow real-time implementation as well as global convergence.Simulation results show that the proposed estimator achieves better performance than the two-step weighted least squares（WLS） approach,which makes it possible to attain the Cramér-Rao lower bound（CRLB） at a sufficiently high noise level before the threshold effect occurs.展开更多
This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both ...This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.展开更多
The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communic...The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.展开更多
A crowdsourcing experiment in which viewers (the “crowd”) of a British Broadcasting Corporation (BBC) television show submitted estimates of the number of coins in a tumbler was shown in an antecedent paper (Part 1)...A crowdsourcing experiment in which viewers (the “crowd”) of a British Broadcasting Corporation (BBC) television show submitted estimates of the number of coins in a tumbler was shown in an antecedent paper (Part 1) to follow a log-normal distribution ∧(m,s2). The coin-estimation experiment is an archetype of a broad class of image analysis and object counting problems suitable for solution by crowdsourcing. The objective of the current paper (Part 2) is to determine the location and scale parameters (m,s) of ∧(m,s2) by both Bayesian and maximum likelihood (ML) methods and to compare the results. One outcome of the analysis is the resolution, by means of Jeffreys’ rule, of questions regarding the appropriate Bayesian prior. It is shown that Bayesian and ML analyses lead to the same expression for the location parameter, but different expressions for the scale parameter, which become identical in the limit of an infinite sample size. A second outcome of the analysis concerns use of the sample mean as the measure of information of the crowd in applications where the distribution of responses is not sought or known. In the coin-estimation experiment, the sample mean was found to differ widely from the mean number of coins calculated from ∧(m,s2). This discordance raises critical questions concerning whether, and under what conditions, the sample mean provides a reliable measure of the information of the crowd. This paper resolves that problem by use of the principle of maximum entropy (PME). The PME yields a set of equations for finding the most probable distribution consistent with given prior information and only that information. If there is no solution to the PME equations for a specified sample mean and sample variance, then the sample mean is an unreliable statistic, since no measure can be assigned to its uncertainty. Parts 1 and 2 together demonstrate that the information content of crowdsourcing resides in the distribution of responses (very often log-normal in form), which can be obtained empirically or by appropriate modeling.展开更多
In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood i...In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.展开更多
To estimate the spreading sequence of the direct sequence spread spectrum(DSSS)signal,a fast algorithm based on maximum likelihood function is proposed,and the theoretical derivation of the algorithm is provided.By si...To estimate the spreading sequence of the direct sequence spread spectrum(DSSS)signal,a fast algorithm based on maximum likelihood function is proposed,and the theoretical derivation of the algorithm is provided.By simplifying the objective function of maximum likelihood estimation,the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window.Since it avoids the correlation matrix computation,the algorithm significantly reduces the storage requirement and the computation complexity.Simulations show that it is a fast convergent algorithm,and can perform well in low signal to noise ratio(SNR).展开更多
To estimate the period of a periodic point process from noisy and incomplete observations, the classical periodogram algorithm is modified. The original periodogram algorithm yields an estimate by performing grid sear...To estimate the period of a periodic point process from noisy and incomplete observations, the classical periodogram algorithm is modified. The original periodogram algorithm yields an estimate by performing grid search of the peak of a spectrum, which is equivalent to the periodogram of the periodic point process, thus its performance is found to be sensitive to the chosen grid spacing. This paper derives a novel grid spacing formula, after finding a lower bound of the width of the spectral mainlobe. By employing this formula, the proposed new estimator can determine an appropriate grid spacing adaptively, and is able to yield approximate maximum likelihood estimate （MLE） with a computational complexity of O（n2）. Experimental results prove that the proposed estimator can achieve better trade-off between statistical accuracy and complexity, as compared to existing methods. Simulations also show that the derived grid spacing formula is also applicable to other estimators that operate similarly by grid search.展开更多
From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The inv...From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The investigations reveal that the angular spreading of the wave energy is consistent with cos2s(θ/2) proposed by Longuet-Higgins et al. (1963, Ocean Wad Spectra,11~136), if the bimodal distributions of wave energy are not taken into account. Bimodality occurring on higher frequency than peak frequency is too rare to affect our whole results. Surprisingly, a much broader directional spreading than that of the field, which is interpreted by the strongly nonlinear energy transfer because of the very young waves in laboratory, is found. The parameter s depends on frequency in the same way as observed by Mitsuyasu et al. (1975, Journal of Physical Oceanography, 5, 750~760)and Hasselmann et al. (1980, Journal of physical Oceanography, 10, 1264~1280) in the field, and the relationship between the four nondimensional parameters sm, fo, b1 and b2, determining the directional width, and (corresponding to the inverse of wave age) are given respectively. The observed distributions are found to agree well with the suggestion of Donelan et al. (1985, Philosophical Transaction of Royal Society of London, A315, 509~562) when applied to field waves.展开更多
基金Project (No. BFGEN.100B) supported by the Meat and LivestockLtd., Australia (MLA)
文摘WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http：//agbu. une.edu.au/-kmeyer/wombat.html
基金supported in part by the National Key Research and Development Program of China(2023YFB3906403)the National Natural Science Foundation of China(62373118,62173105)the Natural Science Foundation of Heilongjiang Province of China(ZD2023F002)
文摘Over the past few decades, numerous adaptive Kalman filters(AKFs) have been proposed. However, achieving online estimation with both high estimation accuracy and fast convergence speed is challenging, especially when both the process noise and measurement noise covariance matrices are relatively inaccurate. Maximum likelihood estimation(MLE) possesses the potential to achieve this goal, since its theoretical accuracy is guaranteed by asymptotic optimality and the convergence speed is fast due to weak dependence on accurate state estimation.Unfortunately, the maximum likelihood cost function is so intricate that the existing MLE methods can only simply ignore all historical measurement information to achieve online estimation,which cannot adequately realize the potential of MLE. In order to design online MLE-based AKFs with high estimation accuracy and fast convergence speed, an online exploratory MLE approach is proposed, based on which a mini-batch coordinate descent noise covariance matrix estimation framework is developed. In this framework, the maximum likelihood cost function is simplified for online estimation with fewer and simpler terms which are selected in a mini-batch and calculated with a backtracking method. This maximum likelihood cost function is sidestepped and solved by exploring possible estimated noise covariance matrices adaptively while the historical measurement information is adequately utilized. Furthermore, four specific algorithms are derived under this framework to meet different practical requirements in terms of convergence speed, estimation accuracy,and calculation load. Abundant simulations and experiments are carried out to verify the validity and superiority of the proposed algorithms as compared with existing state-of-the-art AKFs.
基金support from the Neutron computer cluster from the Department of Physics, City University of Hong Kong
文摘Energy spectra of neutrons are important for identification of unknown neutron sources and for determination of the equivalent dose. Although standard energy spectra of neutrons are available in some situations, e.g., for some radiotherapy treatment machines, they are unknown in other cases, e.g., for photoneutrons created in radiotherapy rooms and neutrons generated in nuclear reactors. In situations where neutron energy spectra need to be determined, unfolding the required neutron energy spectra using the Bonner sphere spectrometer (BSS) and nested neutron spectrometer (NNS) has been found promising. However, without any prior knowledge on the spectra, the unfolding process has remained a tedious task. In this work, a standalone numerical tool named ‘‘NRUunfold’’ was developed which could satisfactorily unfold neutron spectra for BSS or NNS, or any other systems using similar detection methodology. A generic and versatile algorithm based on maximum-likelihood expectation– maximization method was developed and benchmarked against the widely used STAY’SL algorithm which was based on the least squares method. The present method could output decent results in the absence of precisely calculated initial guess, although it was also remarked that employment of exceptionally bizarre initial spectra could lead to some unreasonable output spectra. The neutron count rates computed using the manufacturer’s response functions were used for sensitivity studies. The present NRUunfold code could be useful for neutron energy spectrum unfolding for BSS or NNS applications in the absence of a precisely calculated initial guess.
基金Supported by the National Science Foundation of China(11901236,12261036)Scientific Research Fund of Hunan Provincial Education Department(21A0328)+2 种基金Provincial Natural Science Foundation of Hunan(2022JJ30469)Young Core Teacher Foundation of Hunan Province([2020]43)Provincial Postgraduate Innovation Foundation of Hunan(CX20221113)。
文摘Weighted exponential distribution W ED(α,λ)with shape parameterαand scale parameterλpossesses some good properties and can be used as a good fit to survival time data compared to other distributions such as gamma,Weibull,or generalized exponential distribution.In this article,we proved the existence and uniqueness of the maximum likelihood estimator(MLE)of the parameters of W ED(α,λ)in simple random sampling(SRS)and provided explicit expressions for the Fisher information number in SRS.Moreover,we also proved the existence and uniqueness of the MLE of the parameters of W ED(α,λ)in ranked set sampling(RSS)and provided explicit expressions for the Fisher information number in RSS.Simulation studies show that these MLEs in RSS can be real competitors for those in SRS.
基金Undergraduate Education High land Construction Project of Shanghaithe Key Course Construction of Shanghai Education Committee (No.20075302)the Key Technology R&D Program of Shanghai Municipality (No.08160510600)
文摘In order to obtain the life information of the vacuum fluorescent display （VFD） in a short time, a model of constant stress accelerated life tests （CSALT） is established with its filament temperature increased, and four constant stress tests are conducted. The Weibull function is applied to describe the life distribution of the VFD, and the maximum likelihood estimation （MLE） and its iterative flow chart are used to calculate the shape parameters and the scale parameters. Furthermore, the accelerated life equation is determined by the least square method, the Kolmogorov-Smirnov test is performed to verify whether the VFD life meets the Weibull distribution or not, and selfdeveloped software is employed to predict the average life and the reliable life. Statistical data analysis results demonstrate that the test plans are feasible and versatile, that the VFD life follows the Weibull distribution, and that the VFD accelerated model satisfies the linear Arrhenius equation. The proposed method and the estimated life information of the VFD can provide some significant guideline to its manufacturers and customers.
文摘By using maximum likelihood classification, several landscape indexes have been adopted to evaluate landscape structure of the irrigated area of Hongsibao Town, and landscape pattern and dynamic change of Hongsibao in 1989, 1999, 2003 and 2008 had been analyzed based on landscape patch, landscape type and transfer matrix. The results show that landscape pattern had changed obviously, patch number, fragmentation and dominance had increased, evenness had decreased, and landscape shape had become regular in the irrigated area of Hongsibao Town from 1989 to 2008. The primary landscape type in 1989 was grassland and in 2008 was sand, directly influenced by human activities.
文摘随着风电渗透率的持续上升,电力系统的惯量水平显著下降,对系统频率稳定性构成了新的挑战。为有效评估风电并网情况下电力系统节点惯量的变化,提出了一种基于受控自回归滑动平均(autoregressive moving average with exogenous variable,ARMAX)模型的改进最大似然估计(maximum likelihood estimation,MLE)参数辨识方法对系统机组直接相连节点进行惯量评估。首先,构建ARMAX模型对发电机组直接相连节点的动态特性进行建模,并利用改进MLE对模型参数进行辨识,以评估与机组直接相连的节点惯量。然后,基于k-means聚类算法对发电机组节点惯量进行分区,计算得到系统区域惯量和中心频率,并进一步对非发电机组节点频率进行自适应多项式拟合计算,得到其系统节点惯量。最后,搭建IEEE39含风力发电机组节点系统,绘制热力图直观展示电力系统节点和区域的惯量分布,验证了所提改进方法的有效性。该方法有助于精准识别系统中不同节点的动态响应特性,为风电并网系统的分析和规划提供了有力支持。
基金The National Natural Science Foundation of China(No.11171065)the Natural Science Foundation of Jiangsu Province(No.BK2011058)
文摘In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.
文摘【目的】设计一种基于FIML和DAE的填充缺失值的方法,即聚类全信息选择性过滤编码器数据填补算法(clustering-based comprehensive information selective filtering encoder data imputation algorithm,CFSM-DAE),为水稻种质资源缺失数据进行填充。【方法】利用聚类辅助避免数据异常值对算法的影响,采用选择性过滤层用于识别高质量估算、减少低质量估算的影响。传统的DAE框架通常没有选择性过滤层,所有的估算值都被视为同等重要,无法区分高质量和低质量的估算值。为了进一步提高估算精度,研究采用集成框架将全信息最大似然性(FIML)与多对抗性自编码器(DAE)结合的方法(CFSM-DAE),在选择性过滤层基础上,自适应填充,即当估算值不符合设定阈值时,采用FIML填充策略以确保填充结果的稳定性和精确度,从而进一步来提高整体估算精度。在3种缺失数据机制(随机缺失(MAR)、完全随机缺失(MCAR)和非随机缺失(MNAR))下对模拟数据和实际水稻种质资源数据集进行研究,将CFSM-DAE方法与多种常用填充算法比较(全信息最大似然性(FIML)、对抗自编码器(DAE)、K近邻填充(KNN)、随机森林(RF)、链式方程多重插补(MICE))。【结果】CFSM-DAE在模拟数据上的表现为S_(RME)=0.0676,E_(MA)=0.0093,R^(2)=0.9958;在水稻种质资源数据上的表现为S_(RME)=0.0395,E_(MA)=0.0078,R^(2)=0.8913。相比之下,其他算法如DAE在这两类数据下的SRME表现分别为0.8896和0.7707;KNN算法的EMA表现分别为0.1183和0.1305;FIML算法的R2表现为0.3382和0.7321。因此,CFSM-DAE在多个评价指标上相较于其他算法都表现出了一定的提升,CFSM-DAE在模拟数据和水稻种质资源数据的表现优于其他算法。【结论】CFSM-DAE方法通过结合聚类、选择性过滤和全信息最大似然性等策略,显著提高了水稻种质资源数据中缺失值的填补精度,展示了其在处理复杂缺失值问题上的有效性和潜力。
基金National High-tech Research and Development Program of China (2010AA7010422,2011AA7014061)
文摘A closed-form approximate maximum likelihood（AML） algorithm for estimating the position and velocity of a moving source is proposed by utilizing the time difference of arrival（TDOA） and frequency difference of arrival（FDOA） measurements of a signal received at a number of receivers.The maximum likelihood（ML） technique is a powerful tool to solve this problem.But a direct approach that uses the ML estimator to solve the localization problem is exhaustive search in the solution space,and it is very computationally expensive,and prohibits real-time processing.On the basis of ML function,a closed-form approximate solution to the ML equations can be obtained,which can allow real-time implementation as well as global convergence.Simulation results show that the proposed estimator achieves better performance than the two-step weighted least squares（WLS） approach,which makes it possible to attain the Cramér-Rao lower bound（CRLB） at a sufficiently high noise level before the threshold effect occurs.
基金supported by the National Science Foundations (DMS0504783 DMS0604207)National Science Fund for Distinguished Young Scholars of China (70825005)
文摘This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.
基金the National Natural Science Foundation of China(62071144,61971159,61871149).
文摘The conformal array can make full use of the aperture,save space,meet the requirements of aerodynamics,and is sensitive to polarization information.It has broad application prospects in military,aerospace,and communication fields.The joint polarization and direction-of-arrival(DOA)estimation based on the conformal array and the theoretical analysis of its parameter estimation performance are the key factors to promote the engineering application of the conformal array.To solve these problems,this paper establishes the wave field signal model of the conformal array.Then,for the case of a single target,the cost function of the maximum likelihood(ML)estimator is rewritten with Rayleigh quotient from a problem of maximizing the ratio of quadratic forms into those of minimizing quadratic forms.On this basis,rapid parameter estimation is achieved with the idea of manifold separation technology(MST).Compared with the modified variable projection(MVP)algorithm,it reduces the computational complexity and improves the parameter estimation performance.Meanwhile,the MST is used to solve the partial derivative of the steering vector.Then,the theoretical performance of ML,the multiple signal classification(MUSIC)estimator and Cramer-Rao bound(CRB)based on the conformal array are derived respectively,which provides theoretical foundation for the engineering application of the conformal array.Finally,the simulation experiment verifies the effectiveness of the proposed method.
文摘A crowdsourcing experiment in which viewers (the “crowd”) of a British Broadcasting Corporation (BBC) television show submitted estimates of the number of coins in a tumbler was shown in an antecedent paper (Part 1) to follow a log-normal distribution ∧(m,s2). The coin-estimation experiment is an archetype of a broad class of image analysis and object counting problems suitable for solution by crowdsourcing. The objective of the current paper (Part 2) is to determine the location and scale parameters (m,s) of ∧(m,s2) by both Bayesian and maximum likelihood (ML) methods and to compare the results. One outcome of the analysis is the resolution, by means of Jeffreys’ rule, of questions regarding the appropriate Bayesian prior. It is shown that Bayesian and ML analyses lead to the same expression for the location parameter, but different expressions for the scale parameter, which become identical in the limit of an infinite sample size. A second outcome of the analysis concerns use of the sample mean as the measure of information of the crowd in applications where the distribution of responses is not sought or known. In the coin-estimation experiment, the sample mean was found to differ widely from the mean number of coins calculated from ∧(m,s2). This discordance raises critical questions concerning whether, and under what conditions, the sample mean provides a reliable measure of the information of the crowd. This paper resolves that problem by use of the principle of maximum entropy (PME). The PME yields a set of equations for finding the most probable distribution consistent with given prior information and only that information. If there is no solution to the PME equations for a specified sample mean and sample variance, then the sample mean is an unreliable statistic, since no measure can be assigned to its uncertainty. Parts 1 and 2 together demonstrate that the information content of crowdsourcing resides in the distribution of responses (very often log-normal in form), which can be obtained empirically or by appropriate modeling.
基金Supported by the program for the Fundamental Research Funds for the Central Universities(2014RC042,2015JBM109)
文摘In this article, we consider a lifetime distribution, the Weibull-Logarithmic distri- bution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.
基金supported by Joint Foundation of and China Academy of Engineering Physical(10676006)
文摘To estimate the spreading sequence of the direct sequence spread spectrum(DSSS)signal,a fast algorithm based on maximum likelihood function is proposed,and the theoretical derivation of the algorithm is provided.By simplifying the objective function of maximum likelihood estimation,the algorithm can realize sequence synchronization and sequence estimation via adaptive iteration and sliding window.Since it avoids the correlation matrix computation,the algorithm significantly reduces the storage requirement and the computation complexity.Simulations show that it is a fast convergent algorithm,and can perform well in low signal to noise ratio(SNR).
基金supported by the National Natural Science Foundation of China (No. 61002026)
文摘To estimate the period of a periodic point process from noisy and incomplete observations, the classical periodogram algorithm is modified. The original periodogram algorithm yields an estimate by performing grid search of the peak of a spectrum, which is equivalent to the periodogram of the periodic point process, thus its performance is found to be sensitive to the chosen grid spacing. This paper derives a novel grid spacing formula, after finding a lower bound of the width of the spectral mainlobe. By employing this formula, the proposed new estimator can determine an appropriate grid spacing adaptively, and is able to yield approximate maximum likelihood estimate （MLE） with a computational complexity of O（n2）. Experimental results prove that the proposed estimator can achieve better trade-off between statistical accuracy and complexity, as compared to existing methods. Simulations also show that the derived grid spacing formula is also applicable to other estimators that operate similarly by grid search.
文摘From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The investigations reveal that the angular spreading of the wave energy is consistent with cos2s(θ/2) proposed by Longuet-Higgins et al. (1963, Ocean Wad Spectra,11~136), if the bimodal distributions of wave energy are not taken into account. Bimodality occurring on higher frequency than peak frequency is too rare to affect our whole results. Surprisingly, a much broader directional spreading than that of the field, which is interpreted by the strongly nonlinear energy transfer because of the very young waves in laboratory, is found. The parameter s depends on frequency in the same way as observed by Mitsuyasu et al. (1975, Journal of Physical Oceanography, 5, 750~760)and Hasselmann et al. (1980, Journal of physical Oceanography, 10, 1264~1280) in the field, and the relationship between the four nondimensional parameters sm, fo, b1 and b2, determining the directional width, and (corresponding to the inverse of wave age) are given respectively. The observed distributions are found to agree well with the suggestion of Donelan et al. (1985, Philosophical Transaction of Royal Society of London, A315, 509~562) when applied to field waves.
