• Title/Summary/Keyword: Likelihood Inference

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Protein Secondary Structure Prediction using Multiple Neural Network Likelihood Models

  • Kim, Seong-Gon;Kim, Yong-Gi
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.10 no.4
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    • pp.314-318
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    • 2010
  • Predicting Alpha-helicies, Beta-sheets and Turns of a proteins secondary structure is a complex non-linear task that has been approached by several techniques such as Neural Networks, Genetic Algorithms, Decision Trees and other statistical or heuristic methods. This project introduces a new machine learning method by combining Bayesian Inference with offline trained Multilayered Perceptron (MLP) models as the likelihood for secondary structure prediction of proteins. With varying window sizes of neighboring amino acid information, the information is extracted and passed back and forth between the Neural Net and the Bayesian Inference process until the posterior probability of the secondary structure converges.

A correction of SE from penalized partial likelihood in frailty models

  • Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.895-903
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    • 2009
  • The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically efficient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

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The inference and estimation for latent discrete outcomes with a small sample

  • Choi, Hyung;Chung, Hwan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.131-146
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    • 2016
  • In research on behavioral studies, significant attention has been paid to the stage-sequential process for longitudinal data. Latent class profile analysis (LCPA) is an useful method to study sequential patterns of the behavioral development by the two-step identification process: identifying a small number of latent classes at each measurement occasion and two or more homogeneous subgroups in which individuals exhibit a similar sequence of latent class membership over time. Maximum likelihood (ML) estimates for LCPA are easily obtained by expectation-maximization (EM) algorithm, and Bayesian inference can be implemented via Markov chain Monte Carlo (MCMC). However, unusual properties in the likelihood of LCPA can cause difficulties in ML and Bayesian inference as well as estimation in small samples. This article describes and addresses erratic problems that involve conventional ML and Bayesian estimates for LCPA with small samples. We argue that these problems can be alleviated with a small amount of prior input. This study evaluates the performance of likelihood and MCMC-based estimates with the proposed prior in drawing inference over repeated sampling. Our simulation shows that estimates from the proposed methods perform better than those from the conventional ML and Bayesian method.

Statistical Inference of Some Semi-Markov Reliability Models

  • Alwasel, I.A.
    • International Journal of Reliability and Applications
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    • v.9 no.2
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    • pp.167-182
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    • 2008
  • The objective of this paper is to discuss the stochastic analysis and the statistical inference of a three-states semi-Markov reliability model. Using the maximum likelihood procedure, the parameters included in this model are estimated. Based on the assumption that the lifetime and repair time of the system are gener-alized Weibull random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is derived. Many important special cases are discussed. Finally, the obtained results are compared with those available in the literature.

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Statistical Inference Concerning Peakedness Ordering between Two Symmetric Distributions

  • Oh, Myong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.201-210
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    • 2004
  • The peakedness ordering is closely related to dispersive ordering. In this paper we consider the statistical inference concerning peakedness ordering between two arbitrary symmetric distributions. Nonparametric maximum likelihood estimates of two distribution functions under symmetry and peakedness ordering are given. The likelihood ratio test for equality of two symmetric discrete distributions in the sense of peakedness ordering is studied.

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Mathematical Review on the Local Linearizing Method of Drift Coefficient (추세계수 국소선형근사법의 특성과 해석)

  • Yoon, Min;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.801-811
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    • 2008
  • Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

On Concession

  • Kim, Yong-Beom
    • Language and Information
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    • v.6 no.1
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    • pp.71-89
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    • 2002
  • This paper proposes that concession should be analysed in terms of inferences based on the likelihood of event occurrence and that an alternative set of events should be presupposed in such inferences. In order to give an empirical content to this proposal this paper discusses the pragmatic aspects of the English word even and the Korean morpheme -lafo and claims that the notion of likelihood is the basis of the pragmatic inference of concession and the quasi-universal quantification erect. It is also claimed that unexpectedness, which is conceptually tied to concession, on the other hand, pertains to the same kind of pragmatic inference but presupposes the existence of an alternative set of individuals instead of an alternative set of situations.

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Inference for Order Restrictions on Odds in 2 * k Contingency Tables

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.381-391
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    • 1996
  • In the analysis of contingency table with ordered categories, the relationship between odds for adjacent categories has received con-siderable interest. We consider likelihood ratio tests of independence against an order restriction on odds in 2 $\times$ k contingency tables.

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Random Effects Models for Multivariate Survival Data: Hierarchical-Likelihood Approach

  • Ha Il Do;Lee Youngjo;Song Jae-Kee
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.193-200
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    • 2000
  • Modelling the dependence via random effects in censored multivariate survival data has recently received considerable attention in the biomedical literature. The random effects models model not only the conditional survival times but also the conditional hazard rate. Systematic likelihood inference for the models with random effects is possible using Lee and Nelder's (1996) hierarchical-likelihood (h-likelihood). The purpose of this presentation is to introduce Ha et al.'s (2000a,b) inferential methods for the random effects models via the h-likelihood, which provide a conceptually simple, numerically efficient and reliable inferential procedures.

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Maximum Likelihood Estimation Using Laplace Approximation in Poisson GLMMs

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.971-978
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    • 2009
  • Poisson generalized linear mixed models(GLMMs) have been widely used for the analysis of clustered or correlated count data. For the inference marginal likelihood, which is obtained by integrating out random effects is often used. It gives maximum likelihood(ML) estimator, but the integration is usually intractable. In this paper, we propose how to obtain the ML estimator via Laplace approximation based on hierarchical-likelihood (h-likelihood) approach under the Poisson GLMMs. In particular, the h-likelihood avoids the integration itself and gives a statistically efficient procedure for various random-effect models including GLMMs. The proposed method is illustrated using two practical examples and simulation studies.