A Likelihood Function Method for Multiple Aircraft Maneuver Tracking

1984 ◽  
Author(s):  
Anthony W. Warren
2021 ◽  
Vol 7 (4) ◽  
pp. 776-787
Author(s):  
Weisan Wu ◽  
Xinyu Yang

Skew-Laplace-Normal Mixture models is a more flexible framework than the normal mixture models for heterogeneous data with asymmetric behaviors. But it’s likelihood function have some bad math properties, such as the unboundedness of likelihood function and the divergency of skewness parameter, it often mislead statistic inference. In this paper, we given a penalizing the likelihood function method to deal with these problem simultaneously, and we given the detail of proof on parameter have strongly consistency. We also give a modified penalized EM-type algorithms to compute penalized estimators.


Author(s):  
Antara Dasgupta ◽  
Renaud Hostache ◽  
RAAJ Ramasankaran ◽  
Guy J.‐P Schumann ◽  
Stefania Grimaldi ◽  
...  

2014 ◽  
Vol 17 (N/A) ◽  
pp. 89-145 ◽  
Author(s):  
Sridhar Sadasivam ◽  
Yuhang Che ◽  
Zhen Huang ◽  
Liang Chen ◽  
Satish Kumar ◽  
...  

2002 ◽  
Vol 58 (5-6) ◽  
pp. 46
Author(s):  
Natal'ya Dmitrievna Sizova ◽  
Victor Filippovich Kravchenko

Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. The book is essential reading for graduate students, academic researchers, and practitioners at policy institutions.


Author(s):  
T. V. Oblakova

The paper is studying the justification of the Pearson criterion for checking the hypothesis on the uniform distribution of the general totality. If the distribution parameters are unknown, then estimates of the theoretical frequencies are used [1, 2, 3]. In this case the quantile of the chi-square distribution with the number of degrees of freedom, reduced by the number of parameters evaluated, is used to determine the upper threshold of the main hypothesis acceptance [7]. However, in the case of a uniform law, the application of Pearson's criterion does not extend to complex hypotheses, since the likelihood function does not allow differentiation with respect to parameters, which is used in the proof of the theorem mentioned [7, 10, 11].A statistical experiment is proposed in order to study the distribution of Pearson statistics for samples from a uniform law. The essence of the experiment is that at first a statistically significant number of one-type samples from a given uniform distribution is modeled, then for each sample Pearson statistics are calculated, and then the law of distribution of the totality of these statistics is studied. Modeling and processing of samples were performed in the Mathcad 15 package using the built-in random number generator and array processing facilities.In all the experiments carried out, the hypothesis that the Pearson statistics conform to the chi-square law was unambiguously accepted (confidence level 0.95). It is also statistically proved that the number of degrees of freedom in the case of a complex hypothesis need not be corrected. That is, the maximum likelihood estimates of the uniform law parameters implicitly used in calculating Pearson statistics do not affect the number of degrees of freedom, which is thus determined by the number of grouping intervals only.


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