Statistical Inference of the Generalized Inverted Exponential Distribution under Joint Progressively Type-II Censoring

In this paper, we study the statistical inference of the generalized inverted exponential distribution with the same scale parameter and various shape parameters based on joint progressively type-II censored data. The expectation maximization (EM) algorithm is applied to calculate the maximum likelihood estimates (MLEs) of the parameters. We obtain the observed information matrix based on the missing value principle. Interval estimations are computed by the bootstrap method. We provide Bayesian inference for the informative prior and the non-informative prior. The importance sampling technique is performed to derive the Bayesian estimates and credible intervals under the squared error loss function and the linex loss function, respectively. Eventually, we conduct the Monte Carlo simulation and real data analysis. Moreover, we consider the parameters that have order restrictions and provide the maximum likelihood estimates and Bayesian inference.     

A New Generator of Probability Models: The Exponentiated Sine-G Family for Lifetime Studies

In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength reliability, and Rényi entropy. A particular member, called the exponentiated sine Weibull distribution, is highlighted; we analyze its skewness and kurtosis, moments, quantile function, residual mean and reversed mean residual life functions, order statistics, and extreme value distributions. Maximum likelihood estimation and Bayes estimation under the square error loss function are considered. Simulation studies are used to assess the techniques, and their performance gives satisfactory results as discussed by the mean square error, confidence intervals, and coverage probabilities of the estimates. The stress-strength reliability parameter of the exponentiated sine Weibull model is derived and estimated by the maximum likelihood estimation method. Also, nonparametric bootstrap techniques are used to approximate the confidence interval of the reliability parameter. A simulation is conducted to examine the mean square error, standard deviations, confidence intervals, and coverage probabilities of the reliability parameter. Finally, three real applications of the exponentiated sine Weibull model are provided. One of them considers stress-strength data.     

Classical and Bayesian Inference of an Exponentiated Half-Logistic Distribution under Adaptive Type II Progressive Censoring

The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher’s information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.     

Inference for Inverse Power Lomax Distribution with Progressive First-Failure Censoring

This paper investigates the statistical inference of inverse power Lomax distribution parameters under progressive first-failure censored samples. The maximum likelihood estimates (MLEs) and the asymptotic confidence intervals are derived based on the iterative procedure and asymptotic normality theory of MLEs, respectively. Bayesian estimates of the parameters under squared error loss and generalized entropy loss function are obtained using independent gamma priors. For Bayesian computation, Tierney–Kadane’s approximation method is used. In addition, the highest posterior credible intervals of the parameters are constructed based on the importance sampling procedure. A Monte Carlo simulation study is carried out to compare the behavior of various estimates developed in this paper. Finally, a real data set is analyzed for illustration purposes.     

Statistical Inference of Truncated Normal Distribution Based on the Generalized Progressive Hybrid Censoring

In this paper, the parameter estimation problem of a truncated normal distribution is discussed based on the generalized progressive hybrid censored data. The desired maximum likelihood estimates of unknown quantities are firstly derived through the Newton–Raphson algorithm and the expectation maximization algorithm. Based on the asymptotic normality of the maximum likelihood estimators, we develop the asymptotic confidence intervals. The percentile bootstrap method is also employed in the case of the small sample size. Further, the Bayes estimates are evaluated under various loss functions like squared error, general entropy, and linex loss functions. Tierney and Kadane approximation, as well as the importance sampling approach, is applied to obtain the Bayesian estimates under proper prior distributions. The associated Bayesian credible intervals are constructed in the meantime. Extensive numerical simulations are implemented to compare the performance of different estimation methods. Finally, an authentic example is analyzed to illustrate the inference approaches.     

Algorithms for removing recovery-related distortion from auditory-nerve discharge patterns

The probability that a cochlear nerve fiber discharges during some specified time interval depends on both the acoustic stimulus and on refractory effects due to earlier spike discharges. With the objective of separating the stimulus-related effects from refractory-related effects seen in poststimulus-time histograms, various maximum-likelihood estimation schemes have been developed. By modeling auditory-nerve fiber discharges as a self-exciting point process in which the intensity depends on both the time during stimulation and the history of discharge, we have been able to independently verify the likelihood estimates of Gaumond et al. [J. Acoust. Soc. Am. 74, 1392-1398 (1983)] under conditions when the recovery function is known. Secondly by maximizing the likelihood function of the neural event process subject to periodic stimulus constraints we have derived estimates which as the number of stimulus presentations and or stimulus periods increase are free from the effects of both absolute and relative recovery-related distortion. Under conditions when the recovery function is unknown, a recursive algorithm is proposed that yields the joint maximum-likelihood estimates of both the stimulus-and recovery-related components in the response histograms. We state the conditions under which unique maximum-likelihood estimates exist and prove that the recursive algorithm converges to those unique estimates.     

Bayesian Analysis of Dynamic Cumulative Residual Entropy for Lindley Distribution

Dynamic cumulative residual (DCR) entropy is a valuable randomness metric that may be used in survival analysis. The Bayesian estimator of the DCR Rényi entropy (DCRRéE) for the Lindley distribution using the gamma prior is discussed in this article. Using a number of selective loss functions, the Bayesian estimator and the Bayesian credible interval are calculated. In order to compare the theoretical results, a Monte Carlo simulation experiment is proposed. Generally, we note that for a small true value of the DCRRéE, the Bayesian estimates under the linear exponential loss function are favorable compared to the others based on this simulation study. Furthermore, for large true values of the DCRRéE, the Bayesian estimate under the precautionary loss function is more suitable than the others. The Bayesian estimates of the DCRRéE work well when increasing the sample size. Real-world data is evaluated for further clarification, allowing the theoretical results to be validated.     

Bayesian and Frequentist Inferences on a Type I Half-Logistic Odd Weibull Generator with Applications in Engineering

In this article, we have proposed a new generalization of the odd Weibull-G family by consolidating two notable families of distributions. We have derived various mathematical properties of the proposed family, including quantile function, skewness, kurtosis, moments, incomplete moments, mean deviation, Bonferroni and Lorenz curves, probability weighted moments, moments of (reversed) residual lifetime, entropy and order statistics. After producing the general class, two of the corresponding parametric statistical models are outlined. The hazard rate function of the sub-models can take a variety of shapes such as increasing, decreasing, unimodal, and Bathtub shaped, for different values of the parameters. Furthermore, the sub-models of the introduced family are also capable of modelling symmetric and skewed data. The parameter estimation of the special models are discussed by numerous methods, namely, the maximum likelihood, simple least squares, weighted least squares, Cramér-von Mises, and Bayesian estimation. Under the Bayesian framework, we have used informative and non-informative priors to obtain Bayes estimates of unknown parameters with the squared error and generalized entropy loss functions. An extensive Monte Carlo simulation is conducted to assess the effectiveness of these estimation techniques. The applicability of two sub-models of the proposed family is illustrated by means of two real data sets.     

On the Regression Model for Generalized Normal Distributions

The traditional linear regression model that assumes normal residuals is applied extensively in engineering and science. However, the normality assumption of the model residuals is often ineffective. This drawback can be overcome by using a generalized normal regression model that assumes a non-normal response. In this paper, we propose regression models based on generalizations of the normal distribution. The proposed regression models can be used effectively in modeling data with a highly skewed response. Furthermore, we study in some details the structural properties of the proposed generalizations of the normal distribution. The maximum likelihood method is used for estimating the parameters of the proposed method. The performance of the maximum likelihood estimators in estimating the distributional parameters is assessed through a small simulation study. Applications to two real datasets are given to illustrate the flexibility and the usefulness of the proposed distributions and their regression models.     

Near optimal performance joint semi-blind channel estimation and data detection techniques for Alamouti coded single-carrier (SC) MIMO communication systems

In this paper, two novel joint semi-blind channel estimation and data detection techniques are proposed and investigated for Alamouti coded single-carrier (SC) multiple-input multiple-output (MIMO) communication system using Rayleigh flat fading channel model. In the first novel semi-blind technique, blind channel estimation can be performed by using singular value decomposition (SVD) of received output autocorrelation matrix and training based channel estimation for orthogonal training symbols can be performed by using orthogonal pilot maximum likelihood (OPML) algorithm. Further using, that semi-blind channel estimate and received output, data detection is performed by using Maximum likelihood (ML) detection. Finally we derived new training symbols from error covariance matrix of estimated data and known orthogonal training symbols, which further applied to OPML algorithm for final channel estimate. In the second novel semi-blind technique, blind channel estimation can be performed by using matrix triangularization based on householder QR decomposition (H-QRD) of received output autocorrelation matrix instead of SVD decomposition. Other steps are same as the first novel technique to calculate data detection and final channel estimation. Simulation results are presented under 2-PSK, 4-PSK, 8-PSK and 16-QAM data modulation schemes using 2 transmitters and different combinations of receiver antennas to investigate the performances of novel techniques compare to conventional whitening rotation (WR) and rotation optimization maximum likelihood (ROML) based semi-blind channel estimation techniques. Result demonstrates that novel techniques outperform others by achieving near optimal performance.     

A New First-Order Integer-Valued Autoregressive Model with Bell Innovations

A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be a good alternative. In addition, for a parameter with a small value, the Bell distribution approaches the Poisson distribution. In this paper, we introduce a new first-order, non-negative, integer-valued autoregressive model with Bell innovations based on the binomial thinning operator. Compared with other models, the new model is not only simple but also particularly suitable for time series of counts exhibiting overdispersion. Some properties of the model are established here, such as the mean, variance, joint distribution functions, and multi-step-ahead conditional measures. Conditional least squares, Yule–Walker, and conditional maximum likelihood are used for estimating the parameters. Some simulation results are presented to access these estimates’ performances. Real data examples are provided.     

非瑞利海洋混响抑制技术研究

随着主动声呐距离及角度分辨率的提高,海洋混响包络概率密度函数不再是瑞利分布,而是函数分布后端较瑞利分布具有严重拖尾性的非瑞利分布。但非瑞利分布模型的概率密度函数复杂,参数估计困难。通过对非瑞利分布混响进行恒虚警率检测处理,将严重拖尾部分数据值衰减为背景均值,从而将非瑞利分布混响信号转化为近似瑞利分布。由于去掉了对背景功率估计影响较重的干扰,并基于瑞利分布模型进行目标检测,本文目标检测方法具有较好的鲁棒性和计算简单等优点。文中对一组高分辨率声呐数据进行了恒虚警率检测,结果验证了方法的有效性。      

基于多检测器最大熵融合的多通道光谱图像异常检测

提出了一种多检测器最大熵融合的多通道光谱图像异常检测算法.选择多个不同的异常检测器,并利用自适应窗宽非参核密度估计方法估计其各自的输出分布,保留了多通道光谱图像数据的“长尾”特性,且避免了先验模型假设带来的模型误差.将各原始检测器的输出投影到具有标准正态边缘分布的变换空间中,利用变换空间中模型化的最大熵融合规则实现多检测器的决策级最优概率融合.在原数据空间通过似然函数的检验完成多通道光谱图像的目标检测.利用机载EPS-A航拍多通道光谱图像进行了实验,实验结果表明了算法的有效性.     

Type-II Intermittency from Markov Binary Block Visibility Graph Perspective

In this work, we study the type-II intermittency based on asymptotic modes and the optimized Markov binary visibility graphs perspective. In fact, we investigate the behavior of a dynamical system in the vicinity of subcritical Hopf bifurcations of pre-fixed point, fixed point, and post-fixed point using networks language. We use self maps in order to generate asymptotic modes in the type-II intermittency. We find their properties based on statistical tools such as the length between reinjection points and the mean length and also length distributions. Numerical results show that asymptotic modes affect on the trajectory and the length between reinjection points of type-II intermittency in situations of pre-fixed point, fixed point, and post-fixed point, however their mean length are approximately similar to each other. For further illustration, we compute the degree distribution of the complex network generated by type-II intermittency. Experimental results are found to agree well with the analytical results derived from the optimized Markov binary visibility graph.

     

Analysis of Simulated Fluorescence Intensities Decays by a New Maximum Entropy Method Algorithm

A new algorithm for the Maximum Entropy Method (MEM) is proposed for recovering the lifetime distribution in time-resolved fluorescence decays. The procedure is based on seeking the distribution that maximizes the Skilling entropy function subjected to the chi-squared constraint χ ²?~?1 through iterative linear approximations, LU decomposition of the Hessian matrix of the lagrangian problem and the Golden Section Search for backtracking. The accuracy of this algorithm has been investigated through comparisons with simulated fluorescence decays both of narrow and broad lifetime distributions. The proposed approach is capable to analyse datasets of up to 4,096 points with a discretization ranging from 100 to 1,000 lifetimes. A good agreement with non linear fitting estimates has been observed when the method has been applied to multi-exponential decays. Remarkable results have been also obtained for the broad lifetime distributions where the position is recovered with high accuracy and the distribution width is estimated within 3 %. These results indicate that the procedure proposed generates MEM lifetime distributions that can be used to quantify the real heterogeneity of lifetimes in a sample.     

联合多站阵元域数据的水下目标检测与跟踪

为了提高复杂海洋环境中目标的检测、跟踪性能,提出一种联合多站阵元域数据的水下目标检测与跟踪方法.该方法采用序列马尔科夫链蒙特卡洛思想对目标进行采样更新,通过对接收概率中的后验概率以及采样函数进行分解展开,并根据多站阵元域数据计算采样粒子的联合似然,在迭代过程中实现目标数目和目标状态的联合估计.研究结果表明,该方法对单目标的平均定位误差在较高信噪比下能够稳定在50 m以内,对多目标随机出入场景中新生及消失目标实现有效检测,同时对强干扰下弱目标及交叉目标实现有效检测跟踪。仿真结果和海试数据均验证该方法具有良好的目标检测与跟踪性能。      

Sequential structural damage diagnosis algorithm using a change point detection method

This paper introduces a damage diagnosis algorithm for civil structures that uses a sequential change point detection method. The general change point detection method uses the known pre- and post-damage feature distributions to perform a sequential hypothesis test. In practice, however, the post-damage distribution is unlikely to be known a priori, unless we are looking for a known specific type of damage. Therefore, we introduce an additional algorithm that estimates and updates this distribution as data are collected using the maximum likelihood and the Bayesian methods. We also applied an approximate method to reduce the computation load and memory requirement associated with the estimation. The algorithm is validated using a set of experimental data collected from a four-story steel special moment-resisting frame and multiple sets of simulated data. Various features of different dimensions have been explored, and the algorithm was able to identify damage, particularly when it uses multidimensional damage sensitive features and lower false alarm rates, with a known post-damage feature distribution. For unknown feature distribution cases, the post-damage distribution was consistently estimated and the detection delays were only a few time steps longer than the delays from the general method that assumes we know the post-damage feature distribution. We confirmed that the Bayesian method is particularly efficient in declaring damage with minimal memory requirement, but the maximum likelihood method provides an insightful heuristic approach.     

Correction of temperature influence on the wind retrieval from a mobile Rayleigh Doppler lidar

A mobile Rayleigh Doppler lidar based on double-edge technique is implemented for simultaneously observing wind and temperature at heights of 15 km-60 km away from ground.Before the inversion of the Doppler shift due to wind,the Rayleigh response function should be calculated,which is a convolution of the laser spectrum,Rayleigh backscattering function,and the transmission function of the Fabry-Perot interferometer used as the frequency discriminator in the lidar.An analysis of the influence of the temperature on the accuracy of the Une-of-sight winds shows that real-time temperature profiles are needed because the bandwidth of the Rayleigh backscattering function is temperature-dependent.An integration method is employed in the inversion of the temperature,where the convergence of this method and the high signal-to-noise ratio below 60 km ensure the accuracy and precision of the temperature profiles inverted.Then,real-time and on-site temperature profiles are applied to correct the wind instead of using temperature profiles from a numerical prediction system or atmosphere model.The corrected wind profiles show satisfactory agreement with the wind profiles acquired from radiosondes,proving the reliability of the method.     

A statistical method for characterizing the noise in nonlinearly reconstructed images from undersampled MR data: The POCS example

The projection-onto-convex-sets (POCS) algorithm is a powerful tool for reconstructing high-resolution images from undersampled k-space data. It is a nonlinear iterative method that attempts to estimate values for missing data. The convergence of the algorithm and its other deterministic properties are well established, but relatively little is known about how noise in the source data influences noise in the final reconstructed image. In this paper, we present an experimental treatment of the statistical properties in POCS and investigate 12 stochastic models for its noise distribution beside its nonlinear point spread functions. Statistical results show that as the ratio of the missing k-space data increases, the noise distribution in POCS images is no longer Rayleigh as with conventional linear Fourier reconstruction. Instead, the probability density function for the noise is well approximated by a lognormal distribution. For small missing data ratios, however, the noise remains Rayleigh distributed. Preliminary results show that in the presence of noise, POCS images are often dominated by POCS-enhanced noise rather than POCS-induced artifacts. Implicit in this work is the presentation of a general statistical method that can be used to assess the noise properties in other nonlinear reconstruction algorithms.     

混合退火粒子滤波器

针对非线性、非高斯系统状态的在线估计问题，提出一种新的基于序贯重要性抽样的粒子滤波算法. 在滤波算法中，用状态参数分解和退火系数来产生重要性概率密度函数，此概率密度函数综合考虑了转移先验、似然、噪声的统计特性以及最新的观察数据，因此更接近于系统状态的后验概率. 理论分析与仿真实验表明该粒子滤波器的性能明显优于标准的粒子滤波器和扩展卡尔曼滤波器. 关键词： 非线性 非高斯 粒子滤波 序贯重要性抽样