We study optimal and suboptimal decentralized estimators in wireless sensor networks over orthogonal multipleaccess fading channels in this paper. Considering multiple-bit quantization for digital transmission, we develop maximum likelihood estimators (MLEs) with both known and unknown channel state information (CSI). When training symbols are available, we derive a MLE that is a special case o...

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require O(n) flops per function evaluation. Using our new approximation, an algorithm is developed which requires only O(1) flops in repeated likelihood evaluations. In most cases, the new algorithm gives results identical to or very close to the exact ma...

We study holonomic gradient decent for maximum likelihood estimation of exponentialpolynomial distribution, whose density is the exponential function of a polynomial in the random variable. We first consider the case that the support of the distribution is the set of positive reals. We show that the maximum likelihood estimate (MLE) can be easily computed by the holonomic gradient descent, even...

In this paper, we investigate the goodness-of-fit of flexible four-parameter generalized Lambda Distribution (GLD) for high-frequency 5-min returns sampled from DJI30 Index. Applying Moment Matching (MM) and Maximum Likelihood Estimation (MLE) techniques, highlight significance higher-order parameters GLD distribution to depict asymmetric fat-tailed behaviour observed in data. We also show expl...

Estimation of signals with nonlinear as well as linear parameters in noise is studied. Maximum likelihood estimation has been shown to perform the best among all the methods. In such problems, joint maximum likelihood estimation of the unknown parameters reduces to a separable optimization problem, where first, the nonlinear parameters are estimated via a grid search, and then, the nonlinear pa...

A sparse parameter estimation method is proposed for identifying a stochastic monomolecular biochemical reaction network system. Identification of a reaction network can be achieved by estimating a sparse parameter matrix containing the reaction network structure and kinetics information. Stochastic dynamics of a biochemical reaction network system is usually modeled by a chemical master equati...

manufacturers need to evaluate the reliability of their products in order to increase the customer satisfaction. proper analysis of reliability also requires an effective study of the failure process of a product, especially its failure time. so, the failure process modeling (fpm) plays a key role in the reliability analysis of the system that has been less focused on. this paper introduces a f...

Discriminative training schemes, such as Maximum Mutual Information Estimation (MMIE), have been used to improve the accuracy of speech recognition systems trained using Maximum Likelihood Estimation (MLE). In this paper, we present the implementation details of MMIE training in SphinxTrain and baseline results for MMIE training on the Wall Street Journal (WSJ) SI84 and SI284 data sets. This pa...

identification of a real time of a change in a process, when an out-of-control signal is present is significant. this may reduce costs of defective products as well as the time of exploring and fixing the cause of defects. another popular topic in the statistical process control (spc) is profile monitoring, where knowing the distribution of one or more quality characteristics may not be appropr...

Models with random effects/latent variables are widely used for capturing unobserved heterogeneity in multilevel/hierarchical data and account for associations in multivariate data. The estimation of those models becomes cumbersome as the number of latent variables increases due to high-dimensional integrations involved. Composite likelihood is a pseudo-likelihood that combines lower-order marg...