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AbstractQuantitative comparative social scientists have long worried about the performance of multilevel models when the number of upper-level units is small. Adding to these concerns, an influential Monte Carlo study by Stegmueller (2013) suggests that standard maximum-likelihood (ML) methods yield biased point estimates and severely anti-conservative inference with few upper-level units. In this article, the authors seek to rectify this negative assessment. First, they show that ML estimators of coefficients are unbiased in linear multilevel models. The apparent bias in coefficient estimates found by Stegmueller can be attributed to Monte Carlo Error and a flaw in the design of his simulation study. Secondly, they demonstrate how inferential problems can be overcome by using restricted ML estimators for variance parameters and a t-distribution with appropriate degrees of freedom for statistical inference. Thus, accurate multilevel analysis is possible within the framework that most practitioners are familiar with, even if there are only a few upper-level units.

International audience ; Blind recognition of communication parameters is a research topic of high importance for both military and civilian communication systems. Numerous studies about carrier frequency estimation, modulation recognition as well as channel identification are available in literature. This paper deals with the blind recognition of the space–time block coding (STBC) scheme used in multiple input–multiple-output (MIMO) communication systems. Assuming there is perfect synchronization at the receiver side, this paper proposes three maximum-likelihood (ML)-based approaches for STBC classification: the optimal classifier, the second-order statistic (SOS) classifier, and the code parameter (CP) classifier. While the optimal and the SOS approaches require ideal conditions, the CP classifier is well suited for the blind context where the communication parameters are unknown at the receiver side. Our simulations show that this blind classifier is more easily implemented and yields better performance than those available in literature.

International audience ; Blind recognition of communication parameters is a research topic of high importance for both military and civilian communication systems. Numerous studies about carrier frequency estimation, modulation recognition as well as channel identification are available in literature. This paper deals with the blind recognition of the space–time block coding (STBC) scheme used in multiple input–multiple-output (MIMO) communication systems. Assuming there is perfect synchronization at the receiver side, this paper proposes three maximum-likelihood (ML)-based approaches for STBC classification: the optimal classifier, the second-order statistic (SOS) classifier, and the code parameter (CP) classifier. While the optimal and the SOS approaches require ideal conditions, the CP classifier is well suited for the blind context where the communication parameters are unknown at the receiver side. Our simulations show that this blind classifier is more easily implemented and yields better performance than those available in literature.

PurposeThis paper seeks to contribute to the study of the relationship between savings and investment in a panel of five South Asian countries.Design/methodology/approachA number of unit root tests such as Levin, Lin, and Chu or LLC, Breitung, Im, Pesaran, and Shin or IPS, Fisher‐type tests using ADF and Fisher‐type tests using PP tests are conducted that confirm the non‐stationarity of data. Then the paper applies maximum likelihood‐based panel cointegration method to examine the relationship between savings and investment using data on investment and savings for five South Asian developing countries, namely, Bangladesh, Pakistan, India, Nepal, and Sri Lanka over the period 1973‐2007 compiled from the World Development Indicator (WDI) Database 2008 CD‐ROM.FindingsThe results obtained suggest that savings and investment are cointegrated, which implies that the Feldstein‐Horioka (F‐H) puzzle does not hold in this region. It is also found that most of these countries have maintained an international solvency condition.Originality/valueThis is another contribution that would enrich the existing literature on the F‐H puzzle. The paper includes data that involve the longest sample period. No other study, as of now, has employed the panel cointegration method to study the savings investment relationship in this region.

AbstractOverfitting is a critical concern in machine learning, particularly when the representation capabilities of learning models surpass the complexities present in the training datasets. To mitigate overfitting, curtailing the representation power of the model through suitable techniques such as regularization is necessary. In this study, a sparse-regularization method for Gaussian–Discrete restricted Boltzmann machines (GDRBMs) is considered. A GDRBM is a variant of restricted Boltzmann machines that comprises a continuous visible layer and discrete hidden layer. In the proposed model, sparse GDRBM (S-GDRBM), a sparse prior that encourages sparse representations of the hidden layer is employed. The strength of the prior (i.e., the sparse-regularization strength) can be tuned within the standard scenario of maximum likelihood learning; that is, the strength can be adaptively tuned based on the complexities of the datasets during training. We validated the proposed S-GDRBM using numerical experiments.

A study into acoustic parameter inversion in the presence of a non-moving, homogeneous atmosphere and grassland impedance ground is carried out using methods of likelihood maximisation. Measured frequency-dependent sound pressure level and power spectra for a blank firing pistol are used to generate simulated data with added Gaussian error to represent variations usually present in real life experiments. Inference is carried out using maximum likelihood estimation (MLE) and maximum a priori (MAP) where model parameters are either given as known or restricted to some uncertain distribution bounded by realistic conditions. The quality of inference is assessed visually and statistically as the error between the true and inferred predictions for a given propagation range. Application of a prior (MAP) greatly improves inference accuracy compared to the sole maximisation of the likelihood function (MLE). It is shown that the use of a single octave band frequency window does not improve the quality of inference, whereas combinations of several low frequency octave bands do. Exact quantification of the true values of the ground and source height are seemingly less important as range increases beyond 500m. Although the techniques presented in this paper are for military/security applications, they are readily applicable to other acoustical problems, e.g. source characterisation in engineering noise control. The methods adopted are likely to benefit from higher-dimensional models, i.e. inhomogeneous atmospheres, complex terrain or urban environments.

Variability arises due to differences in the value of a quantity among different members of a population. Uncertainty arises due to lack of knowledge regarding the true value of a quantity for a given member of a population. We describe and evaluate two methods for quantifying both variability and uncertainty. These methods, bootstrapsimulation and a likelihood‐based method, are applied to three datasets. The datasetsinclude a synthetic sample of 19 values from a Lognormal distribution, a sample of nine values obtained from measurements of the PCB concentration in leafy produce, and asample of five values for the partitioning of chromium in the flue gas desulfurization system of coal‐fired power plants. For each of these datasets, we employ the two methods to characterize uncertainty in the arithmetic mean and standard deviation, cumulative distribution functions based upon fitted parametric distributions, the 95th percentile of variability, and the 63rd percentile of uncertainty for the 81st percentile of variability. The latter is intended to show that it is possible to describe anypoint within the uncertain frequency distribution by specifying an uncertainty percentile and a Variability percentile. Using the bootstrap method, we compare results based upon use of the method of matching moments and the method of maximum likelihood for fitting distributions to data. Our results indicate that with only 5‐19 data pointsas in the datasets we have evaluated, there is substantial uncertainty based upon random sampling error. Both the boostrap and likelihood‐based approaches yield comparable uncertainty estimates in most cases.

AbstractComparing, sharing, and shielding children's biological and biographical data in genetic databases and on Facebook are central moves when geneticists and families search for diagnoses for children with rare diseases. Based on ethnographic fieldwork in Denmark, we show that the work of linking children carrying the same genetic mutations forges new sibling‐like forms of relatedness between them. With the concept of 'datasociality', we add new layers to 'biosociality' by capturing the ways in which biological information is increasingly mediated by digital and algorithmic processes in the genomic era. In the process of both sharing data and securing anonymity, unrelated children become related through qualities of otherness.

Multivariate probability distributions, such as may be used for mixture dose‐response assessment, are typically highly parameterized and difficult to fit to available data. However, such distributions may be useful in analyzing the large electronic data sets becoming available, such as dose‐response biomarker and genetic information. In this article, a new two‐stage computational approach is introduced for estimating multivariate distributions and addressing parameter uncertainty. The proposed first stage comprises a gradient Markov chain Monte Carlo (GMCMC) technique to find Bayesian posterior mode estimates (PMEs) of parameters, equivalent to maximum likelihood estimates (MLEs) in the absence of subjective information. In the second stage, these estimates are used to initialize a Markov chain Monte Carlo (MCMC) simulation, replacing the conventional burn‐in period to allow convergent simulation of the full joint Bayesian posterior distribution and the corresponding unconditional multivariate distribution (not conditional on uncertain parameter values). When the distribution of parameter uncertainty is such a Bayesian posterior, the unconditional distribution is termed predictive. The method is demonstrated by finding conditional and unconditional versions of the recently proposed emergent dose‐response function (DRF). Results are shown for the five‐parameter common‐mode and seven‐parameter dissimilar‐mode models, based on published data for eight benzene–toluene dose pairs. The common mode conditional DRF is obtained with a 21‐fold reduction in data requirement versus MCMC. Example common‐mode unconditional DRFs are then found using synthetic data, showing a 71% reduction in required data. The approach is further demonstrated for a PCB 126‐PCB 153 mixture. Applicability is analyzed and discussed. Matlab® computer programs are provided.

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research

This paper shows an adaptive statistical test for QRS detection of electrocardiography (ECG) signals. The method is based on a M-ary generalized likelihood ratio test (LRT) defined over a multiple observation window in the Fourier domain. The motivations for proposing another detection algorithm based on maximum a posteriori (MAP) estimation are found in the high complexity of the signal model proposed in previous approaches which i) makes them computationally unfeasible or not intended for real time applications such as intensive care monitoring and (ii) in which the parameter selection conditions the overall performance. In this sense, we propose an alternative model based on the independent Gaussian properties of the Discrete Fourier Transform (DFT) coefficients, which allows to define a simplified MAP probability function. In addition, the proposed approach defines an adaptive MAP statistical test in which a global hypothesis is defined on particular hypotheses of the multiple observation window. In this sense, the observation interval is modeled as a discontinuous transmission discrete-time stochastic process avoiding the inclusion of parameters that constraint the morphology of the QRS complexes. ; This work has received research funding from the Spanish government (www.micinn.es) under project TEC2012 34306 (DiagnoSIS, Diagnosis by means of Statistical Intelligent Systems, 70K€) and projects P09-TIC-4530 (300K€) and P11-TIC-7103 (156K€) from the Andalusian government (http://www.juntadeandalucia.es/organismos/economiainnovacioncienciayempleo.html).

This research attempts to seek changing patterns of raw data availability and their correlations with implementations of open mandate policies. With a list of 13,785 journal articles whose authors archived datasets in a popular biomedical data repository after these articles were published in journals, this research uses regression analysis to test the correlations between data contributions and mandate implementations. It finds that both funder-based and publisher-based mandates have a strong impact on scholars' likelihood to contribute to open data repositories. Evidence also suggests that like policies have changed the habit of authors in selecting publishing venues: open access journals have been apparently preferred by those authors whose projects are sponsored by the federal government agencies, and these journals are also highly ranked in the biomedical fields. Various stakeholders, particularly institutional administrators and open access professionals, may find the findings of this research helpful for adjusting data management policies to increase the number of quality free datasets and enhance data usability. The data-sharing example in biomedical studies provides a good case to show the importance of policy-making in the reshaping of scholarly communication.