Use of The Monte-Carlo Parametric Expectation Maximization (MC-PEM) Estimation Method With Important Sampling For Very Sparse Data Settings

2003 ◽  
Vol 73 (2) ◽  
pp. P51-P51 ◽  
Author(s):  
S. Guzy ◽  
B. Bauer
Keyword(s):  
Monte Carlo ◽  
Expectation Maximization ◽  
Estimation Method ◽  
Sparse Data

scholarly journals The Weibull Generalized Exponential Distribution with Censored Sample: Estimation and Application on Real Data

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Hisham M. Almongy ◽  
Ehab M. Almetwally ◽  
Randa Alharbi ◽  
Dalia Alnagar ◽  
E. H. Hafez ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Exponential Distribution ◽  
Estimation Method ◽  
Interval Estimation ◽  
Likelihood Estimation ◽  
Real Data ◽  
Mcmc Methods ◽  
Generalized Exponential Distribution ◽  
Censored Sample ◽  
Sample Maximum

This paper is concerned with the estimation of the Weibull generalized exponential distribution (WGED) parameters based on the adaptive Type-II progressive (ATIIP) censored sample. Maximum likelihood estimation (MLE), maximum product spacing (MPS), and Bayesian estimation based on Markov chain Monte Carlo (MCMC) methods have been determined to find the best estimation method. The Monte Carlo simulation is used to compare the three methods of estimation based on the ATIIP-censored sample, and also, we made a bootstrap confidence interval estimation. We will analyze data related to the distribution about single carbon fiber and electrical data as real data cases to show how the schemes work in practice.

scholarly journals Detecting long-memory: Monte Carlo simulations and application to daily streamflow processes

2006 ◽  
Vol 3 (4) ◽  
pp. 1603-1627 ◽  
Author(s):  
W. Wang ◽  
P. H. A. J. M. van Gelder ◽  
J. K. Vrijling ◽  
X. Chen
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Maximum Likelihood ◽  
Long Memory ◽  
Positive Relationship ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Large Data ◽  
Daily Streamflow ◽  
Maximum Likelihood Estimation Method

Abstract. The Lo's R/S tests (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the maximum likelihood estimation method implemented in S-Plus (S-MLE) are evaluated through intensive Mote Carlo simulations for detecting the existence of long-memory. It is shown that, it is difficult to find an appropriate lag q for Lo's test for different AR and ARFIMA processes, which makes the use of Lo's test very tricky. In general, the GPH test outperforms the Lo's test, but for cases where there is strong autocorrelations (e.g., AR(1) processes with φ=0.97 or even 0.99), the GPH test is totally useless, even for time series of large data size. Although S-MLE method does not provide a statistic test for the existence of long-memory, the estimates of d given by S-MLE seems to give a good indication of whether or not the long-memory is present. Data size has a significant impact on the power of all the three methods. Generally, the power of Lo's test and GPH test increases with the increase of data size, and the estimates of d with GPH test and S-MLE converge with the increase of data size. According to the results with the Lo's R/S test (Lo, 1991), GPH test (Geweke and Porter-Hudak, 1983) and the S-MLE method, all daily flow series exhibit long-memory. The intensity of long-memory in daily streamflow processes has only a very weak positive relationship with the scale of watershed.

scholarly journals Monte Carlo Simulation for Polychromatic X-Ray Fluorescence Computed Tomography with Sheet-Beam Geometry

2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Shanghai Jiang ◽  
Peng He ◽  
Luzhen Deng ◽  
Mianyi Chen ◽  
Biao Wei
Keyword(s):  
Computed Tomography ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Expectation Maximization ◽  
Huge Amount ◽  
X Ray ◽  
Beam Geometry ◽  
Weight Concentration ◽  
Imaging Model ◽  
Maximum Likelihood Expectation Maximization

X-ray fluorescence computed tomography (XFCT) based on sheet beam can save a huge amount of time to obtain a whole set of projections using synchrotron. However, it is clearly unpractical for most biomedical research laboratories. In this paper, polychromatic X-ray fluorescence computed tomography with sheet-beam geometry is tested by Monte Carlo simulation. First, two phantoms (A and B) filled with PMMA are used to simulate imaging process through GEANT 4. Phantom A contains several GNP-loaded regions with the same size (10 mm) in height and diameter but different Au weight concentration ranging from 0.3% to 1.8%. Phantom B contains twelve GNP-loaded regions with the same Au weight concentration (1.6%) but different diameter ranging from 1 mm to 9 mm. Second, discretized presentation of imaging model is established to reconstruct more accurate XFCT images. Third, XFCT images of phantoms A and B are reconstructed by filter back-projection (FBP) and maximum likelihood expectation maximization (MLEM) with and without correction, respectively. Contrast-to-noise ratio (CNR) is calculated to evaluate all the reconstructed images. Our results show that it is feasible for sheet-beam XFCT system based on polychromatic X-ray source and the discretized imaging model can be used to reconstruct more accurate images.

scholarly journals A quantile variant of the expectation–maximization algorithm and its application to parameter estimation with interval data

2018 ◽  
Vol 12 (3) ◽  
pp. 253-272 ◽  
Author(s):  
Chanseok Park
Keyword(s):  
Monte Carlo ◽  
Expectation Maximization ◽  
Likelihood Function ◽  
Expectation Maximization Algorithm ◽  
Parametric Models ◽  
Maximum Likelihood Estimates ◽  
Computational Technique ◽  
Stable Convergence ◽  
Explicit Integration ◽  
Monte Carlo Expectation Maximization

The expectation–maximization algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The expectation–maximization is best suited for situations where the expectation in each E-step and the maximization in each M-step are straightforward. A difficulty with the implementation of the expectation–maximization algorithm is that each E-step requires the integration of the log-likelihood function in closed form. The explicit integration can be avoided by using what is known as the Monte Carlo expectation–maximization algorithm. The Monte Carlo expectation–maximization uses a random sample to estimate the integral at each E-step. But the problem with the Monte Carlo expectation–maximization is that it often converges to the integral quite slowly and the convergence behavior can also be unstable, which causes computational burden. In this paper, we propose what we refer to as the quantile variant of the expectation–maximization algorithm. We prove that the proposed method has an accuracy of [Formula: see text], while the Monte Carlo expectation–maximization method has an accuracy of [Formula: see text]. Thus, the proposed method possesses faster and more stable convergence properties when compared with the Monte Carlo expectation–maximization algorithm. The improved performance is illustrated through the numerical studies. Several practical examples illustrating its use in interval-censored data problems are also provided.

Reliability Analysis for Masked Data under Type-II Generalized Progressively Hybrid Censored Scheme

2014 ◽  
Vol 687-691 ◽  
pp. 1198-1201
Author(s):  
Bin Liu ◽  
Yi Min Shi ◽  
Jing Cai ◽  
Mo Chen
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Expectation Maximization ◽  
Expectation Maximization Algorithm ◽  
Likelihood Estimation ◽  
Lifetime Data ◽  
Type Ii ◽  
Distribution Parameters ◽  
System Lifetime Data ◽  
Quasi Newton

The Type-II generalized progressively hybrid censored scheme with masked data is presented. Based on masked system lifetime data, using the expectation maximization algorithm and the Quasi-Newton method, we obtain the Maximum Likelihood Estimation (MLE) of the components distribution parameters in the Weibull case. Finally, Monte Carlo simulation is presented to illustrate the effect.

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