• 제목/요약/키워드: Maximum-Likelihood

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Estimation of the half-logistic distribution based on multiply Type I hybrid censored sample

  • Shin, Hyejung;Kim, Jungdae;Lee, Changsoo
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1581-1589
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    • 2014
  • In this paper, we consider maximum likelihood estimators of the location and scale parameters for the half-logistic distribution when samples are multiply Type I hybrid censored. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($\hat{\sigma}_I$, $\hat{\sigma}_{II}$). We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The approximate MLE of the second type is better than that of the first type in the sense of the RMSE. Further an illustrative example with the real data is presented.

Low-Complexity Maximum-Likelihood Decoder for V-BLAST Architecture

  • Le, Minh-Tuan;Pham, Van-Su;Mai, Linh;Yoon, Gi-Wan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • v.9 no.1
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    • pp.126-130
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    • 2005
  • In this paper, a low-complexity maximum-likelihood (ML) decoder based on QR decomposition, called real-valued LCMLDec decoder or RVLCMLDec for short, is proposed for the Vertical Bell Labs Layered Space-Time (V-BLAST) architecture, a promising candidate for providing high data rates in future fixed wireless communication systems [1]. Computer simulations, in comparison with other detection techniques, show that the proposed decoder is capable of providingthe V-BLAST schemes with ML performance at low detection complexity.

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A Maximum Likelihood Decoding Scheme Based on Breadth-First Searching for Multi-Input Multi-Output Systems (여러 입력 여러 출력 시스템에 알맞도록 너비를 먼저 탐색하는 가장 비슷함 복호 방식)

  • Kang, Hyun-Gu;Song, Iick-Ho;An, Tae-Hun;Kim, Yun-Hee
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.1C
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    • pp.34-42
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    • 2007
  • The sphere decoder (SD) has recently been proposed to perform maximum likelihood (ML) decoding for multi-input multi-output systems. Employing a 'breadth-first' searching algorithm for closet points in a lattice, we propose a novel ML decoding scheme for multi-input multi-output systems. Simulation results show that the proposed scheme has the same bit error rate performance as the conventional ML decoders while allowing significantly lower computational burden than the SD.

Simplified Maximum-Likelihood Decoder for V-BLAST Architecture

  • Le Minh-Tuan;Pham Van-Su;Mai Linh;Yoon Giwan
    • Journal of information and communication convergence engineering
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    • v.3 no.2
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    • pp.76-79
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    • 2005
  • In this paper, a low-complexity maximum-likelihood (ML) decoder based on QR decomposition, called real-valued LCMLDec decoder or RVLCMLDec for short, is proposed for the Vertical Bell Labs Layered Space-Time (V-BLAST) architecture, a promising candidate for providing high data rates in future fixed wireless communication systems [1]. Computer simulations, in comparison with other detection techniques, show that the proposed decoder is capable of providing the V­BLAST schemes with ML performance at low detection complexity

Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.443-451
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    • 2005
  • The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

Enhanced Inter-Symbol Interference Cancellation Scheme for Diffusion Based Molecular Communication using Maximum Likelihood Estimation

  • Raut, Prachi;Sarwade, Nisha
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.10
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    • pp.5035-5048
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    • 2016
  • Nano scale networks are futuristic networks deemed as enablers for the Internet of Nano Things, Body area nano networks, target tracking, anomaly/ abnormality detection at molecular level and neuronal therapy / drug delivery applications. Molecular communication is considered the most compatible communication technology for nano devices. However, connectivity in such networks is very low due to inter-symbol interference (ISI). Few research papers have addressed the issue of ISI mitigation in molecular communication. However, many of these methods are not adaptive to dynamic environmental conditions. This paper presents an enhancement over original Memory-1 ISI cancellation scheme using maximum likelihood estimation of a channel parameter (λ) to make it adaptable to variable channel conditions. Results of the Monte Carlo simulation show that, the connectivity (Pconn) improves by 28% for given simulation parameters and environmental conditions by using enhanced Memory-1 cancellation method. Moreover, this ISI mitigation method allows reduction in symbol time (Ts) up to 50 seconds i.e. an improvement of 75% is achieved.

Generalized nonlinear percentile regression using asymmetric maximum likelihood estimation

  • Lee, Juhee;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.28 no.6
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    • pp.627-641
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    • 2021
  • An asymmetric least squares estimation method has been employed to estimate linear models for percentile regression. An asymmetric maximum likelihood estimation (AMLE) has been developed for the estimation of Poisson percentile linear models. In this study, we propose generalized nonlinear percentile regression using the AMLE, and the use of the parametric bootstrap method to obtain confidence intervals for the estimates of parameters of interest and smoothing functions of estimates. We consider three conditional distributions of response variables given covariates such as normal, exponential, and Poisson for three mean functions with one linear and two nonlinear models in the simulation studies. The proposed method provides reasonable estimates and confidence interval estimates of parameters, and comparable Monte Carlo asymptotic performance along with the sample size and quantiles. We illustrate applications of the proposed method using real-life data from chemical and radiation epidemiological studies.

Inference for exponentiated Weibull distribution under constant stress partially accelerated life tests with multiple censored

  • Nassr, Said G.;Elharoun, Neema M.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.131-148
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    • 2019
  • Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

Parameter estimation of an extended inverse power Lomax distribution with Type I right censored data

  • Hassan, Amal S.;Nassr, Said G.
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.99-118
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    • 2021
  • In this paper, we introduce an extended form of the inverse power Lomax model via Marshall-Olkin approach. We call it the Marshall-Olkin inverse power Lomax (MOIPL) distribution. The four- parameter MOIPL distribution is very flexible which contains some former and new models. Vital properties of the MOIPL distribution are affirmed. Maximum likelihood estimators and approximate confidence intervals are considered under Type I censored samples. Maximum likelihood estimates are evaluated according to simulation study. Bayesian estimators as well as Bayesian credible intervals under symmetric loss function are obtained via Markov chain Monte Carlo (MCMC) approach. Finally, the flexibility of the new model is analyzed by means of two real data sets. It is found that the MOIPL model provides closer fits than some other models based on the selected criteria.

Random Effects Models for Multivariate Survival Data: Hierarchical-Likelihood Approach

  • Ha Il Do;Lee Youngjo;Song Jae-Kee
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.193-200
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    • 2000
  • Modelling the dependence via random effects in censored multivariate survival data has recently received considerable attention in the biomedical literature. The random effects models model not only the conditional survival times but also the conditional hazard rate. Systematic likelihood inference for the models with random effects is possible using Lee and Nelder's (1996) hierarchical-likelihood (h-likelihood). The purpose of this presentation is to introduce Ha et al.'s (2000a,b) inferential methods for the random effects models via the h-likelihood, which provide a conceptually simple, numerically efficient and reliable inferential procedures.

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