On the performance of the maximum likelihood estimation method for gamma process

It is known that various types of location privacy attacks can be carried out using a personalized transition matrix that is learned for each target user, or a population transition matrix that is common to all target users. However, since many users disclose only a small amount of location information in their daily lives, the training data can be extremely sparse. The aim of this paper is to clarify the risk of location privacy attacks in this realistic situation. To achieve this aim, we propose a learning method that uses tensor factorization (or matrix factorization) to accurately estimate personalized transition matrices (or a population transition matrix) from a small amount of training data. To avoid the difficulty in directly factorizing the personalized transition matrices (or population transition matrix), our learning method first factorizes a transition count tensor (or matrix), whose elements are the number of transition counts that the user has made, and then normalizes counts to probabilities. We focus on a localization attack, which derives an actual location of a user at a given time instant from an obfuscated trace, and compare our learning method with the maximum likelihood (ML) estimation method in both the personalized matrix mode and the population matrix mode. The experimental results using four real data sets show that the ML estimation method performs only as well as a random guess in many cases, while our learning method significantly outperforms the ML estimation method in all of the four data sets.

In this paper, we propose a disturbance covariance matrix estimation method for radar signal processing when the number of training samples is severely limited. Several maximum likelihood (ML) estimation methods based on the structured of the covariance matrix, which is modeled as a sum of an unknown positive semi-definite Hermitian matrix and a matrix proportional to identity, have been proposed to solve the problem. Based on the covariance structure, we incorporate additional constraint on the low rank property of the covariance matrix, and propose a low rank regularized ML estimation method for covariance matrix estimation. The low rank is achieved by solving a reweighted trace minimization problem. Experimental results demonstrate the effective of the proposed method, both in the accuracy of rank estimation and the improvement of signal interference and noise ratio (SINR).

Travel Time Reliability Estimation Model Using Observed Link Flows in a Road Network

Weibull distribution is widely used in various areas such as life tables, failure rates, and definition of wind speed distribution. Therefore, parameter estimation for the Weibull distribution is an important problem in many real data applications. The least square (LS), the weighted least square (WLS) and the maximum likelihood (ML) are the most popular methods for the parameter estimation in the Weibull distribution. In this study, based on the LS, WLS and ML estimation methods, a multi-objective programming approach is proposed for the parameter estimation of two-parameter Weibull distribution. This new approach evaluates together LS, WLS and ML methods in the estimation process. NSGA-II method, which is a multi-objective heuristic optimization method, is used to solve the proposed multi-objective estimation model. To evaluate the applicability and performance of the proposed approach, a detailed Monte Carlo simulation study based on deficiency criteria and a real data application are designed. The results illustrated that the proposed multi-objective programming approach provides quite accurate parameter estimates for the two parameter Weibull distribution with respect to deficiency criteria.

In weak GNSS signal environments, extending integration time is paramount to improving the GNSS receiver's sensitivity. Furthermore, sufficient coherent integration can help to separate the line-of-sight (LOS) and non LOS (NLOS) signals — primarily in the Doppler domain — for multipath mitigation. However, extending integration time is limited by the presence of the navigation message data bits. The Maximum-Likelihood (ML) estimation method has been shown as the most effective way to estimate the navigation bit boundary locations (i.e., bit synchronization) and subsequently estimate the data bit values (i.e., bit decoding) in the presence of noise alone. This paper further analyzes the performance of ML estimation method as a function of various other parameters by using the successful synchronization rate (SSR) and successful decoding rate (SDR) as the criteria. The parameters considered include the number of data bits required (i.e., integration time) and the Doppler frequency error, and both are evaluated under different signal strength scenarios. The requirements for bit synchronization are analyzed under three SSRs, which are 85%, 90% and 95%. Results indicate that, under the SSR of 90% and the SDR of 90%, bit synchronization and bit decoding are valid for signal strengths of 15 dB-Hz and 20 dB-Hz respectively, and the Doppler frequency errors should not be larger than 24 Hz and 11 Hz respectively.

When analyzing censored datasets, where one or more measurements are below the limit of detection (LOD), the maximum likelihood estimation (MLE) method is often considered the gold standard for estimating the GM and GSD of the underlying exposure profile. A new and relatively simple substitution method, called β -substitution, is presented and compared with the MLE method and the common substitution methods (LOD/2 and LOD/√2 substitution) when analyzing a left-censored dataset with either single or multiple censoring points. A computer program was used to generate censored exposure datasets for various combinations of true geometric standard deviation (1.2 to 4), percent censoring (1% to 50%), and sample size (5 to 19 and 20 to 100). Each method was used to estimate four parameters of the lognormal distribution: (1) the geometric mean, GM; (2) geometric standard deviation, GSD; (3) 95th percentile, and (4) Mean for the censored datasets. When estimating the GM and GSD, the bias and root mean square error (rMSE) for the β -substitution method closely matched those for the MLE method, differing by only a small amount, which decreased with increasing sample size. When estimating the Mean and 95th percentile the β -substitution method bias results closely matched or bettered those for the MLE method. In addition, the overall imprecision, as indicated by the rMSE, was similar to that of the MLE method when estimating the GM, GSD, 95th percentile, and Mean. The bias for the common substitution methods was highly variable, depending strongly on the range of GSD values. The β-substitution method produced results comparable to the MLE method and is considerably easier to calculate, making it an attractive alternative. In terms of bias it is clearly superior to the commonly used LOD/2 and LOD/√2 substitution methods. The rMSE results for the two substitution methods were often comparable to rMSE results for the MLE method, but the substitution methods were often considerably biased.

This article is devoted to methods of processing random processes. This task becomes particularly relevant in cases where the random process is broadband and non-stationary; then, the measurement of a random process can be associated with an assessment of its probabilistic characteristics. Very often, a non-stationary broadband random process is represented by a single implementation with a priori uncertainty about the type of distribution function. Such random processes occur in information and measuring communication systems in which information is transmitted at a real-time pace (for example, radio telemetry systems in spacecraft). The use of methods of traditional mathematical statistics, for example, maximum likelihood methods, to determine probability characteristics in this case is not possible. In addition, the on-board computing systems of spacecraft operate under conditions of restrictions on mass-dimensional characteristics and energy consumption. Therefore, there is a need to apply accelerated methods of processing measured random processes. This article discusses a method of processing non-stationary broadband random processes based on the use of non-parametric methods of decision theory. An algorithm for dividing the observation interval into stationary intervals using non-parametric Kendall’s statistics is considered, as are methods for estimating probabilistic characteristics on the stationary interval using ordinal statistics. This article presents the results of statistical modeling using the Mathcad program.

Population density is an important state variable in ecology and monitoring of wildlife populations. In the study of large carnivores, traditional density estimation methods have relied on camera trapping to collect capture–recapture data using sampling designs suited to a single target species and ad hoc methods to calculate the effective trapping area. We describe an application of spatially explicit capture–recapture analysis to estimate density for four sympatric carnivore species using a standard spatial sampling grid, camera trap sampling, and maximum-likelihood estimation methods. We used camera traps deployed in four adjacent, sequential camera arrays to construct capture histories for leopard, aardwolf, spotted hyena, and striped hyena in an African savanna/scrub ecosystem. We considered two methods of constructing trapping histories: (1) a simultaneous layout in which all cameras are deployed and active for 21 trapping intervals of 24 h each; and (2) an incomplete layout in which cameras are considered deployed for 84 sampling intervals, but with only a fraction of traps active for a given sampling interval. We estimated density and confidence or profile likelihood intervals for each species using a mean maximum distance moved method and maximum-likelihood estimation procedures with model averaging. Maximum-likelihood densities ranged from 4.93/100 km2 for spotted hyena to 12.03/100 km2 for leopard. Estimates did not differ between simultaneous and incomplete trap layouts. Our approach demonstrates the utility and cost effectiveness of using maximum-likelihood density estimation methods in studies of sympatric species that are individually recognizable.

This study presents a new six-DOF force/torque sensor and its calibration method. This calibration method apply the method of so-called maximum likelihood estimation (MLE). MLE is utilized to determine and identify the parameters related to applied torques/forces towards resulted deformations at varied locations of the sensor structure. Formulating such relations in a vector–matrix form, those parameters are captured as coefficients in a matrix related to torques/forces towards angular/linear deformations in different directions. In addition to applying MLE, finite element modeling and analysis are conducted to generate realistic-like empirical data for the afore-mentioned calibration computation. The matrix formed by these coefficients can predict exactly forces and torques by this sensor based on deformations detected by strain gauges. In simulated results the worst sum of error for three forces is less than 0.04% while the worst sum of error for three torques is less than 0.005%. Experiments are also conducted, and the results show that the designed sensor and maximum-likelihood parameter estimation approach achieve favorable performance of predicting forces and torques with error less than 1%. The developed sensor is suitable for real-time sensing of multi-dimensional interactive forces/torques in a robot arm.

Recent catastrophic failures of the rocket motor on a US missile caused concern in the US Navy that the missile might not be serviceable past its estimated service life of 20 years. This paper analyzes nearly 2000 firings of the motor under field conditions using classical maximum likelihood estimation (MLE) methods and Bayesian methods. MLE methods indicate that there could be less than a 1% chance that the motor will survive past 20 years of life and are not considered credible. Bayesian methods indicate that there is better than a 99% chance that the motors will survive past 20 years of life. The authors present reasons for preferring the Bayesian analysis and discuss testing schemes for more precise estimates. They comment on the lack of data to perform degradation analysis as a function of temperature cycling for the motor and make recommendations for future missile system data collection.

A maximum likelihood estimation (MLE) technique to the problem of cloud identification using coarse resolution broadband satellite data is developed and tested using simulated satellite observations. The results suggest that, in the determination of cloud conditions for the inversion of satellite-measured radiances to fluxes, the MLE method is an improvement over a Lambertian earth assumption and the clear/cloud threshold used in the inversion of Nimbus 3 and Nimbus 7 data. The use of the MLE method in the operational processing of Earth Radiation Budget Experiment scanner data is considered.

The multi-random-effects gamma process has a better characterization effect for degraded data with individual differences. In this paper, a reliability evaluation method for gamma stochastic processes with multiple random effects is studied. The mathematical model of multiple random effects gamma process was established. The model parameters estimation method was established based on the Bayesian approach. The prior distribution acquisition method was discussed, and the parameters of the multiple randomeffects gamma process were estimated by the MCMC-Gibbs method. The correctness of the model and method was verified by numerical simulation, the influence of algorithm parameters on the algorithm solving process was studied. In the fourth part, the reliability of aviation hydraulic rotary joints was studied by using multiple random effects gamma processes.

This article analyzes the effects of multicollienarity on the maximum likelihood (ML) estimator for the Tobit regression model. Furthermore, a ridge regression (RR) estimator is proposed since the mean squared error (MSE) of ML becomes inflated when the regressors are collinear. To investigate the performance of the traditional ML and the RR approaches we use Monte Carlo simulations where the MSE is used as performance criteria. The simulated results indicate that the RR approach should always be preferred to the ML estimation method.

Abstract. The Maslach Burnout Inventory (MBI) is an instrument which has been used worldwide to assess occupational stress in human service professions. While the MBI has been used in school settings, an inventory specifically oriented to measure burnout in teachers was developed (MBI-Form Ed; Schwab, in Maslach & Jackson, 1986 ). A Catalan version of the MBI-Form Ed was administered to 631 elementary school teachers. Several models, including those posited by some studies using the English language MBI-Form Ed, were analyzed in order to test their cross-cultural validity. Confirmatory factor analyses (CFAs) were used to fit all models by maximum likelihood (ML) and asymptotically distribution-free (ADF) estimation methods to test the hypothesis that incorrect use of the ML estimation method could be the reason for model misfit in previous studies. Results show that there are no differences due to the estimation method and support the three-factor structure. Furthermore, a shortened three-factor model of 17 items shows a better fit and similar reliability, and its use seems plausible in the research and psychological evaluation of teachers' burnout in both English and Catalan language settings.

Estimating the failure rate of the log-logistic distribution by smooth adaptive and bias-correction methods