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With clustered data, such as where students are nested within schools or employees are nested within organizations, it is often of interest to estimate and compare associations among variables separately for each level. While researchers routinely estimate between-cluster effects using the sample cluster means of a predictor, previous research has shown that such practice leads to biased estimates of coefficients at the between level, and recent research has recommended the use of latent cluster means with the multilevel structural equation modeling framework. However, the latent cluster mean approach may not always be the best choice as it (a) relies on the assumption that the population cluster sizes are close to infinite, (b) requires a relatively large number of clusters, and (c) is currently only implemented in specialized software such as Mplus. In this paper, we show how using empirical Bayes estimates of the cluster means can also lead to consistent estimates of between-level coefficients, and illustrate how the empirical Bayes estimate can incorporate finite population corrections when information on population cluster sizes is available. Through a series of Monte Carlo simulation studies, we show that the empirical Bayes cluster-mean approach performs similarly to the latent cluster mean approach for estimating the between-cluster coefficients in most conditions when the infinite-population assumption holds, and applying the finite population correction provides reasonable point and interval estimates when the population is finite. The performance of EBM can be further improved with restricted maximum likelihood estimation and likelihood-based confidence intervals. We also provide an R function that implements the empirical Bayes cluster-mean approach, and illustrate it using data from the classic High School and Beyond Study. [ABSTRACT FROM AUTHOR]

Epidemiologic screening programs often make use of tests with small, but nonzero probabilities of misdiagnosis. In this article, we assume the target population is finite with a fixed number of true cases, and that we apply an imperfect test with known sensitivity and specificity to a sample of individuals from the population. In this setting, we propose an enhanced inferential approach for use in conjunction with sampling-based bias-corrected prevalence estimation. While ignoring the finite nature of the population can yield markedly conservative estimates, direct application of a standard finite population correction (FPC) conversely leads to underestimation of variance. We uncover a way to leverage the typical FPC indirectly toward valid statistical inference. In particular, we derive a readily estimable extra variance component induced by misclassification in this specific but arguably common diagnostic testing scenario. Our approach yields a standard error estimate that properly captures the sampling variability of the usual bias-corrected maximum likelihood estimator of disease prevalence. Finally, we develop an adapted Bayesian credible interval for the true prevalence that offers improved frequentist properties (i.e., coverage and width) relative to a Wald-type confidence interval. We report the simulation results to demonstrate the enhanced performance of the proposed inferential methods. [ABSTRACT FROM AUTHOR]

This research article introduces a new family of distributions developed using the innovative beta-generated transformation technique. Among these distributions, the focus is on the inverse exponential power distribution, which exhibits unique reverse-J, inverted bathtub, or monotonically increasing hazard functions. This paper thoroughly investigates the distribution's key characteristics and utilizes the maximum likelihood estimation method to determine its associated parameters. To assess the accuracy of the estimation procedure, the researchers conducted a simulation experiment, revealing diminishing biases and mean square errors with increasing sample sizes, even when working with small samples. Moreover, the practical applicability of the proposed distribution is demonstrated by analyzing real-world COVID-19 and medical datasets. The article establishes that the proposed model outperforms existing models by using model selection criteria and conducting goodness-of-fit test statistics. The potential applications of this research extend to various fields where modeling and analyzing hazard functions or survival data are crucial. Additionally, the study contributes to advancing probability theory and statistical inferences. [ABSTRACT FROM AUTHOR]

Flood frequency estimation forms the basis for engineering design of hydraulic structures, including bridges and culverts, local and regional development planning, and flood insurance. In the United States, the Water Resources Council recommends using the Log-Pearson Type III (LP3) distribution as a standard for use with the annual peak flow data. However, researchers have argued for the use of more than one streamflow value in a year thus increasing the sample size and decreasing the sampling error in the estimates of the flood quantiles. In this study, conducted over Iowa, the authors revisit the method proposed by Donald Turcotte and others to use power-law distribution applied to streamflow peak values for events separated by a time window. In contrast to those earlier studies, the authors applied formal statistical approach based on the maximum likelihood method and Kolmogorov-Smirnov statistic for parameter estimation. They also propose a novel simulation framework for the estimation of the sampling uncertainty of the power-law distribution. They apply the methodology to streamflow data from 62 USGS stream gauges in Iowa. The key finding of the study is that low-probability quantile estimates using Turcotte's method result in conservative estimates when compared with LP3 distribution confirming the earlier outcomes. [ABSTRACT FROM AUTHOR]

Here in this paper, we consider the progressive Type-II censoring Gompertz data under competing risks model with binomial removals. The maximum likelihood estimators of the model parameters involved are obtained by applying numerical methods and the asymptotic variance-covariance matrix of the estimates is also derived. Bayesian estimates based on importance sampling procedure are developed under squared error, LINEX and general entropy loss functions. The confidence intervals using the asymptotic normality and Bayesian approaches are also developed. Finally, a Monte Carlo simulation is conducted to evaluate the performance of the so proposed estimators under all these different estimation methods. [ABSTRACT FROM AUTHOR]

Three likelihood approaches to estimation under informative sampling are compared using a special case for which analytic expressions are possible to derive. An independent and identically distributed population of values of a variable of interest is drawn from a gamma distribution, with the shape parameter and the population size both assumed to be known. The sampling method is selection with probability proportional to a power of the variable with replacement, so that duplicate sample units are possible. Estimators of the unknown parameter, variance estimators and asymptotic variances of the estimators are derived for maximum likelihood, sample likelihood and pseudo-likelihood estimation. Theoretical derivations and simulation results show that the efficiency of the sample likelihood approaches that of full maximum likelihood estimation when the sample size n tends to infinity and the sampling fraction f tends to zero. However, when n tends to infinity and f is not negligible, the maximum likelihood estimator is more efficient than the other methods because it takes the possibility of duplicate sample units into account. Pseudo-likelihood can perform much more poorly than the other methods in some cases. For the special case when the superpopulation is exponential and the selection is probability proportional to size, the anticipated variance of the pseudo-likelihood estimate is infinite. • An example using size-biased sampling with replacement is explored. • Maximum likelihood, sample likelihood and pseudo-likelihood estimators are derived. • The relative efficiency of the three estimators is compared for various scenarios. • In a special case, the anticipated variance of the pseudo-likelihood estimate is infinite. [ABSTRACT FROM AUTHOR]

In this research article, we propose and study a new model the so-called Marshal-Olkin Kumaraswamy moment exponential distribution. The new distribution contains the moment exponential distribution, exponentiated moment exponential distribution, Marshal Olkin moment exponential distribution and generalized exponentiated moment exponential distribution as special sub-models. Some significant properties are acquired such as expansion for the density function and explicit expressions for the moments, generating function, Bonferroni and Lorenz curves. The probabilistic definition of entropy as a measure of uncertainty called Shannon entropy is computed. Some of the numerical values of entropy for different parameters are given. The method of maximum likelihood is adopted for estimating the model parameters. We study the behavior of the maximum likelihood estimates for the model parameters using simulation study. A numerical study is performed to evaluate the behavior of the estimates with respect to their absolute biases, standard errors and mean square errors for different sample sizes and for different parameter values. Further, we conclude that the maximum likelihood estimates of the Marshal-Olkin Kumaraswamy moment exponential distribution perform well as the sample size increases. We take advantage of applied studies and offer two applications to real data sets that prove empirically the power of adjustment of the new model when compared to other lifetime distributions. [ABSTRACT FROM AUTHOR]

It is shown that the maximum likelihood estimator of the widely used omega coefficient for reliability of multicomponent measuring instruments converges almost surely to the population reliability coefficient for normal congeneric measures with uncorrelated errors as sample size increases indefinitely. This strong consistency implies convergence in probability (consistency) as well as in distribution for the omega estimator. Strong consistency is also demonstrated for the maximal reliability estimator associated with the optimal linear combination of the instrument components. The findings of this note add (i) to the recommendation to use in the general normality case the omega estimator in empirical research, (ii) to the critical literature on the popular coefficient alpha then, and (iii) to the literature on the properties of the optimal linear combination of observed measures and the maximal reliability estimator. [ABSTRACT FROM AUTHOR]

Moderation analysis is useful for addressing interesting research questions in social sciences and behavioural research. In practice, moderated multiple regression (MMR) models have been most widely used. However, missing data pose a challenge, mainly because the interaction term is a product of two or more variables and thus is a non‐linear function of the involved variables. Normal‐distribution‐based maximum likelihood (NML) has been proposed and applied for estimating MMR models with incomplete data. When data are missing completely at random, moderation effect estimates are consistent. However, simulation results have found that when data in the predictor are missing at random (MAR), NML can yield inaccurate estimates of moderation effects when the moderation effects are non‐null. Simulation studies are subject to the limitation of confounding systematic bias with sampling errors. Thus, the purpose of this paper is to analytically derive asymptotic bias of NML estimates of moderation effects with MAR data. Results show that when the moderation effect is zero, there is no asymptotic bias in moderation effect estimates with either normal or non‐normal data. When the moderation effect is non‐zero, however, asymptotic bias may exist and is determined by factors such as the moderation effect size, missing‐data proportion, and type of missingness dependence. Our analytical results suggest that researchers should apply NML to MMR models with caution when missing data exist. Suggestions are given regarding moderation analysis with missing data. [ABSTRACT FROM AUTHOR]

Directed acyclic graphs are widely used to describe directional pairwise relations. Such relations are estimated by reconstructing a directed acyclic graph's structure, which is challenging when the ordering of nodes of the graph is unknown. In such a situation, existing methods such as the neighbourhood and search-and-score methods have high estimation errors or computational complexities, especially when a local or sequential approach is used to enumerate edge directions by testing or optimizing a criterion locally, as a local method may break down even for moderately sized graphs. We propose a novel approach to simultaneously identifying all estimable directed edges and model parameters, using constrained maximum likelihood with nonconvex constraints. We develop a constraint reduction method that constructs a set of active constraints from super-exponentially many constraints. This, coupled with an alternating direction method of multipliers and a difference convex method, permits efficient computation for large-graph learning. We show that the proposed method consistently reconstructs identifiable directions of the true graph and achieves the optimal performance in terms of parameter estimation. Numerically, the method compares favourably with competitors. A protein network is analysed to demonstrate that the proposed method can make a difference in identifying the network's structure. [ABSTRACT FROM AUTHOR]

Estimates of Graph HT ht did not improve after considering parceling variability. The current study evaluated UPI and LMS via Monte Carlo simulations when parcels are used as measurement indicators. Two popular LIM methods, the unconstrained product indicator (UPI; Marsh et al., [3]) and the latent moderated structural equation modeling (LMS; Klein & Moosbrugger, [2]), have performed well regarding interaction effect estimates with normal and nonnormal latent predictors. [Extracted from the article]

In Gaussian measurement models, the measurements are given by a known function of the unknown parameter vector, contaminated by additive zero-mean Gaussian noise. When the function is linear, the resulting maximum likelihood estimate (MLE) is well-known to be efficient [unbiased, with a mean square estimation error (MSE) matrix attaining the Cramér–Rao lower bound (CRLB)]. However, when the function is nonlinear, the MLE is only asymptotically efficient. The classical derivation of its asymptotic efficiency uses a first-order perturbation analysis, relying on a “small-errors” assumption, which under subasymptotic conditions turns inaccurate, rendering the MLE generally biased and inefficient. Although a more accurate (higher-order) performance analysis for such cases is of considerable interest, the associated derivations are rather involved, requiring cumbersome notations and indexing. Building on the recent assimilation of tensor computations into signal processing literature, we exploit the tensor formulation of higher-order derivatives to derive a tractable formulation of a higher (up to third-) order perturbation analysis, predicting the bias and MSE matrix of the MLE of parameter vectors in general nonlinear models under subasymptotic conditions. We provide explicit expressions depending on the first three derivatives of the nonlinear measurement function, and demonstrate the resulting ability to predict the “efficiency gap” (relative excess MSE beyond the CRLB) in simulation experiments. We also provide MATLAB code for easy computation of our resulting expressions. [ABSTRACT FROM AUTHOR]

We consider deterministic parameter estimation and the situation where the probability density function (p.d.f.) parameterized by unknown deterministic parameters results from the marginalization of a joint p.d.f. depending on random variables as well. Unfortunately, in the general case, this marginalization is mathematically intractable, which prevents from using the known standard deterministic lower bounds (LBs) on the mean squared error (MSE). Actually the general case can be tackled by embedding the initial observation space in a hybrid one where any standard LB can be transformed into a modified one fitted to nonstandard deterministic estimation, at the expense of tightness however. Furthermore, these modified LBs (MLBs) appears to include the submatrix of hybrid LBs which is an LB for the deterministic parameters. Moreover, since in the nonstandard estimation, maximum likelihood estimators (MLEs) can be no longer derived, suboptimal nonstandard MLEs (NSMLEs) are proposed as being a substitute. We show that any standard LB on the MSE of MLEs has a nonstandard version lower bounding the MSE of NSMLEs. We provide an analysis of the relative performance of the NSMLEs, as well as a comparison with the MLBs for a large class of estimation problems. Last, the general approach introduced is exemplified, among other things, with a new look at the well-known Gaussian complex observation models. [ABSTRACT FROM PUBLISHER]

Knowing the time of changes, called change-point (CP), in a process is crucial for engineers to recognize the root cause fast and accurately. Since special causes may induce simultaneous changes in mean and variance, detecting changes in both at once is required. Many methodologies in quality control were developed for detecting changes in either mean or variance only, and process parameters were assumed known often. However, they are rarely known exactly and a small estimation error may lead to unfavorable CP estimates. Fuzzy partitioning is better suited to cases of vague boundaries between two segments which appear very often in reality. A new mechanism, called fuzzy classification maximum likelihood change-point (FCML-CP) algorithm, is proposed to detect shifts in mean and variance simultaneously. A CP framework is transferred into a mixture model and then a FCML-CP algorithm is created through fuzzy classification maximum likelihood procedures. The proposed FCML-CP can be applied to phase I and II processes without knowledge of in-control process parameters; it can estimate multiple CPs of process mean or/and variance simultaneously. The effectiveness and superiority of FCML-CP are shown by extensive experiments with numerical and real data sets. Specifically, the proposed FCML-CP is superior to the commonly used statistical mixture likelihood approach using expectation–maximization (EM) algorithm; it is much more time-saving especially. The remarkable performance of FCML-CP in detecting CPs for small changes is particularly important and helpful for engineers to recognize the special cause fast and correctly since an out-of-control signal resulted from small changes is usually delayed long. [ABSTRACT FROM AUTHOR]

In wireless communication, the multiple-input multiple-output (MIMO) system is a well-known approach to improve the reliability as well as the data rate. In MIMO systems, channel state information (CSI) is typically required at the receiver to detect transmitted signals; however, in practical systems, the CSI is imperfect and contains errors, which affect the overall system performance. In this paper, we propose a novel maximum likelihood (ML) scheme for MIMO systems that is robust to the CSI errors. We apply an optimization method to estimate an instantaneous covariance matrix of the CSI errors in order to improve the detection performance. Furthermore, we propose the employment of the list sphere decoding (LSD) scheme to reduce the computational complexity, which is capable of efficiently finding a reduced set of the candidate symbol vectors for the computation of the covariance matrix of the CSI errors. An iterative detection scheme is also proposed to further improve the detection performance. [ABSTRACT FROM AUTHOR]

Location awareness has become one of the most popular areas for mobile internet applications. Normally, the method of maximum likelihood estimation (MLE) can be used to estimate the position of the unknown nodes. However, when the number of anchor nodes is small within the communication range, the traditional methods cannot work very well. This paper provides a novel location approach to estimate the position by selecting valuable neighbors (both anchor and regular nodes) with Minimized Error Propagation Location method based on Error estimation (MEPLE). The simulation results show that the MEPLE outperforms the MLE overall, especially when the number of anchor nodes is relatively small such as between 10 and 20, MEPLE can reduce 50-80% estimation error on average. [ABSTRACT FROM AUTHOR]

Residual-type a posteriori error estimates in the maximum norm are given for singularly perturbed semilinear reaction-diffusion equations posed in polyhedral domains. Standard finite element approximations are considered. The error constants are independent of the diameters of mesh elements and the small perturbation parameter. In our analysis, we employ sharp bounds on the Green's function of the linearized differential operator. Numerical results are presented that support our theoretical findings. [ABSTRACT FROM AUTHOR]

We examine the theoretical foundation of the method to estimate error covariances based on analysis residuals in observation space, also known as the Desroziers method. Our analysis also includes a method based on a posteriori diagnostics of variational analysis schemes. A mathematical analysis of convergence is carried out with a simplified regular observation network, where we identify stable and unstable fixed-point solutions, examine their rate of convergence and the conditions for convergence to the truth and compare it with maximum-likelihood estimation. It is shown that the estimation of variance parameters converges to the truth if the error correlation is specified correctly. The convergence is much faster with the analysis increment method than with the method designed for variational analysis schemes. We also propose a combination of the Desroziers scheme and the maximum-likelihood estimation method that could be used to estimate the spatial correlation length-scale of observation errors. The estimation of both full observation and background-error covariances matrices derived entirely from observation-based residuals does not change the gain matrix, but the estimation of either one matrices is well-defined. An analysis of the estimation of the full observation error covariance matrix using a regular observation network reveals that if all eigenvalues of the prescribed background-error covariance are smaller than their corresponding innovation covariance eigenvalue, then the estimated error covariance converges to the truth but only if the prescribed background error is correctly specified. In the case where some eigenvalues of the background-error covariance greatly exceed those of the innovation covariance, the convergent observation-error matrix may become rank-deficient. Its inverse does not exist. [ABSTRACT FROM AUTHOR]

In this paper, we propose a novel technique for Instantaneous Frequency (IF) estimation of multi component non stationary signals using Fourier Bessel Series and Time- Varying Auto Regressive (FB-TVAR) model. In the proposed technique, the Fourier-Bessel (FB) expansion decomposes the multi-component non stationary signal into a number of monocomponent signals and TVAR model is used to model each mono-component signal. In TVAR modeling approach the time varying parameters are expanded as a linear combination of basis functions. In this paper, the TVAR parameters are expanded by a discrete cosine basis functions. The maximum likelihood estimation algorithm for model order selection in TVAR models is also discussed. The Instantaneous Frequency (IF) is extracted from the time-varying parameters by calculating the angles of the estimation error filter polynomial roots. The estimation of the TVAR parameters of a multicomponent signal requires the inversion of a large covariance matrix, while the projected technique (FB-TVAR) requires the inversion of a number of comparatively small covariance matrices with better numerical stability properties. Simulation results are presented for Multi component discrete Amplitude and Frequency modulated (AM-FM) signal. [ABSTRACT FROM AUTHOR]

We explore the estimation of uncertainty in evolutionary parameters using a recently devised approach for resampling entire additive genetic variance-covariance matrices ( G). Large-sample theory shows that maximum-likelihood estimates (including restricted maximum likelihood, REML) asymptotically have a multivariate normal distribution, with covariance matrix derived from the inverse of the information matrix, and mean equal to the estimated G. This suggests that sampling estimates of G from this distribution can be used to assess the variability of estimates of G, and of functions of G. We refer to this as the REML- MVN method. This has been implemented in the mixed-model program WOMBAT. Estimates of sampling variances from REML- MVN were compared to those from the parametric bootstrap and from a Bayesian Markov chain Monte Carlo ( MCMC) approach (implemented in the R package MCMCglmm). We apply each approach to evolvability statistics previously estimated for a large, 20-dimensional data set for Drosophila wings. REML- MVN and MCMC sampling variances are close to those estimated with the parametric bootstrap. Both slightly underestimate the error in the best-estimated aspects of the G matrix. REML analysis supports the previous conclusion that the G matrix for this population is full rank. REML- MVN is computationally very efficient, making it an attractive alternative to both data resampling and MCMC approaches to assessing confidence in parameters of evolutionary interest. [ABSTRACT FROM AUTHOR]

The estimation of species trees using multiple loci has become increasingly common. Because different loci can have different phylogenetic histories (reflected in different gene tree topologies) for multiple biological causes, new approaches to species tree estimation have been developed that take gene tree heterogeneity into account. Among these multiple causes, incomplete lineage sorting (ILS), modeled by the multi-species coalescent, is potentially the most common cause of gene tree heterogeneity, and much of the focus of the recent literature has been on how to estimate species trees in the presence of ILS. Despite progress in developing statistically consistent techniques for estimating species trees when gene trees can differ due to ILS, there is substantial controversy in the systematics community as to whether to use the new coalescent-based methods or the traditional concatenation methods. One of the key issues that has been raised is understanding the impact of gene tree estimation error on coalescent-based methods that operate by combining gene trees. Herewe explore the mathematical guarantees of coalescent-based methods when analyzing estimated rather than true gene trees. Our results provide some insight into the differences between promise of coalescent-based methods in theory and their performance in practice. [ABSTRACT FROM AUTHOR]

New expressions for the soft decision bit log-likelihood ratio (LLR) ofaMIMOsystemusing quadrature amplitudemodulation (QAM) taking into account channel estimation error (CEE). The bit LLR for the maximum likelihood (ML) and the linear minimummean- squared error (MMSE) receivers are derived, showing in both receivers explicit scaling of the LLR that is a function of the QAMsymbol and the CEE variance. These new expressions for the LLRs are used to show that only modest improvements in the link performance are achieved relative to the LLRs that do not take into account the CEE. This indicates that separating the detector design from channel estimation does not significantly impact the system performance, which leads to simplifications in the overall receiver implementation. [ABSTRACT FROM AUTHOR]

Based on maximum likelihood localization an error estimation method is proposed to evaluate the localization performance under different conditions. The localization error would be accumulated and transferred during the process of iterative localization when the errors of located nodes are caused by ranging errors or anchor location errors. When the error estimation method is applied to the iterative localization, the simulations show more anchors, small noise and less iterative times would decrease the errors of located nodes. Since the anchor location errors are transformed to the equivalent ranging errors, the maximum likelihood localization approach with anchor position uncertainty is also put forward to improve the localization accuracy. The simulations also demonstrate the validity of our maximum likelihood localization approach when the anchor positions are uncertain. [ABSTRACT FROM AUTHOR]

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact signal model can result in dramatic increases in estimation error; this is the so-called “basis mismatch” problem. This work provides one possible solution to this problem in the form of an iterative, biconvex search algorithm. The approach uses standard ℓ1-minimization to find the signal model coefficients followed by a maximum likelihood estimate of the signal model. The algorithm is illustrated on harmonic signals of varying sparsity and outperforms the current state-of-the-art. [ABSTRACT FROM AUTHOR]

An effective approach termed Recursive Gaussian Maximum Likelihood Estimation (RGMLE) is developed in this paper to suppress 2-D impulse noise. And two algorithms termed RGMLE-C and RGMLE-CS are derived by using spatially-adaptive variances, which are respectively estimated based on certainty and joint certainty & similarity information. To give reliable implementation of RGMLE-C and RGMLE-CS algorithms, a novel recursion stopping strategy is proposed by evaluating the estimation error of uncorrupted pixels. Numerical experiments on different noise densities show that the proposed two algorithms can lead to significantly better results than some typical median type filters. Efficient implementation is also realized via GPU (Graphic Processing Unit)-based parallelization techniques. [ABSTRACT FROM AUTHOR]

The full-information maximum likelihood (FIML) method makes it possible to estimate and analyze structural equation models (SEM) even when data are partially missing, enabling incomplete data to contribute to model estimation. The cornerstone of FIML is the missing-at-random (MAR) assumption. In (unidimensional) computerized adaptive testing (CAT), unselected items (i.e., responses that are not observed) remain at random even though selected items (i.e., responses that are observed) have been associated with a test taker's latent trait that is being measured. In multidimensional adaptive testing (MAT), however, the missingness in the response data partially depends on the unobserved data because items are selected based on various types of information including the covariance among latent traits. This eventually may lead to violations of MAR. This study aimed to evaluate the potential impact such a violation of MAR in MAT could have on FIML estimation performance. The results showed an increase in estimation errors in item parameter estimation when the MAT response data were used, and differences in the level of the impact depending on how items loaded on multiple latent traits. [ABSTRACT FROM AUTHOR]

In this paper, an empirical likelihood ratio based goodness-of-fit test for the skew normality is proposed. The asymptotic results of the test statistic under the null hypothesis and the alternative hypothesis are derived. Simulations indicate that the Type I error of the proposed test can be well controlled for a given nominal level. The power comparison with other available tests shows that the proposed test is competitive. The test is applied to IQ scores data set and Australian Institute of Sport data set to illustrate the testing procedure. [ABSTRACT FROM AUTHOR]

The problem of selecting the best statistical estimate of strongly discretized observations is considered for the practical case of an unknown scale parameter of the random component. A method of estimation of measured quantities in conjunction with an unknown scale parameter of the random component that makes it possible to decrease the estimation error by comparison with traditional estimates is proposed. [ABSTRACT FROM AUTHOR]

In this paper, theoretical lower bounds on performance of linear least-squares (LLS) position estimators are obtained, and performance differences between LLS and nonlinear least-squares (NLS) position estimators are quantified. In addition, two techniques are proposed in order to improve the performance of the LLS approach. First, a reference selection algorithm is proposed to optimally select the measurement that is used for linearizing the other measurements in an LLS estimator. Then, a maximum likelihood approach is proposed, which takes correlations between different measurements into account in order to reduce average position estimation errors. Simulations are performed to evaluate the theoretical limits and to compare performance of various LLS estimators. Copyright © 2010 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

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BayesicFitting is a comprehensive, general-purpose toolbox for simple and standardized model fitting. Its fitting options range from simple least-squares methods, via maximum likelihood to fully Bayesian inference, working on a multitude of available models. BayesicFitting is open source and has been in development and use since the 1990s. It has been applied to a variety of science applications, chiefly in astronomy. BayesicFitting consists of a collection of PYTHON classes that can be combined to solve quite complicated inference problems. Amongst the classes are models, fitters, priors, error distributions, engines, samples, and of course NestedSampler, our general-purpose implementation of the nested sampling algorithm. Nested sampling is a novel way to perform Bayesian calculations. It can be applied to inference problems, that consist of a parameterized model to fit measured data to. NestedSampler calculates the Bayesian evidence as the numeric integral over the posterior probability of (hyper)parameters of the problem. The solution in terms of the parameters is obtained as a set of weighted samples drawn from the posterior. In this paper, we emphasize nested sampling and all classes that are directly connected to it. Additionally, we present the fitters, which fit the data by the least-squares method or the maximum likelihood method. They can also calculate the Bayesian evidence as a Gaussian approximation. We will discuss the architecture of the toolbox. Which classes are present, what is their function, how they are related and implementational details where it gets complicated. • Python toolbox for generic model fitting. • Easy usage and open source. • Ready-made combinable models. • Least squares, maximum likelihood and Nested Sampling. • Evidence calculation. [ABSTRACT FROM AUTHOR]