Point Estimates Of Parameters Research Articles

A Unified Approach to Differentially Private Bayes Point Estimation

Parameter estimation in statistics and system identification relies on data that may contain sensitive information. To protect this sensitive information, the notion of differential privacy (DP) has been proposed, which enforces confidentiality by introducing randomization in the estimates. Standard algorithms for differentially private estimation are based on adding an appropriate amount of noise to the output of a traditional point estimation method. This leads to an accuracy-privacy trade off, as adding more noise reduces the accuracy while increasing privacy. In this paper, we propose a new Unified Bayes Private Point (UBaPP) approach to Bayes point estimation of the unknown parameters of a data generating mechanism under a DP constraint, that achieves a better accuracy-privacy trade off than traditional approaches. We verify the performance of our approach on a simple numerical example.

On the reliability of point estimation of model parameters: Taking cognitive diagnostic models as an example

On the reliability of point estimation of model parameters: Taking cognitive diagnostic models as an example

Quantitative evaluation of the role of Fangcang shelter hospitals in the control of Omicron transmission: A case study of the outbreak in Shanghai, China in 2022

Since Omicron began to spread in China, Shanghai has become one of the cities with more severe outbreaks. Under the comprehensive consideration of the vaccine coverage rate, the number of Fangcang shelter hospital beds and the number of designated hospital beds in Shanghai, this paper established a deterministic compartmental model and used the Nelder-Mead Simplex Direct Search Algorithm and chi-square values to estimate the model parameters. we calculate ℛ0 = 3.6429 when the number of beds in the Fangcang shelter hospital is relatively tight in the second stage and ℛ0 = 0.4974 in the fifth stage when there are enough beds in both Fangcang shelter hospital and designated hospital. Then we perform a sensitivity analysis on ℛ0 by using perturbation of fixed point estimation of model parameters in the fifth stage, and obtain three parameters that are more sensitive to ℛ0, which are transmission rate (β1d), proportion of the infectious (η) and the hospitalization rate of asymptomatic infected cases (δ1). Through simulation, we obtain that if the hospitalization rate of asymptomatic infections δ2 > 0.9373 or the transmission rate β1b < 0.0467, the second stage of Omicron transmission in Shanghai can be well controlled. Finally, we find the measure that converting the National Convention and Exhibition Center (NECC) into a Fangcang shelter hospital has played an important role in curbing the epidemic. Whether this temporary Fangcang shelter hospital is not built or delayed, the cumulative number of confirmed cases will both exceed 100,000, and the cumulative asymptomatic infections will both exceed 1 million. In addition, for a city of 10 million people, we obtain that if a permanent Fangcang shelter hospital with 17,784 beds is built ahead of epidemic, there will be no shortage of beds during the outbreak of Omicron. Our findings enrich the content of the impact of Fangcang shelter hospital beds on the spread of Omicron and confirm the correct policy adopted by the Chinese government.

Semiparametric Bayesian forecasting of SpatioTemporal earthquake occurrences

The Epidemic Type Aftershock Sequence (ETAS) model is a self-exciting point process which is used to model and forecast the occurrence of earthquakes in a geographical region. The ETAS model assumes that the occurrence of mainshock earthquakes follows an inhomogeneous spatial point process, with their aftershock earthquakes modelled via a separate triggering kernel. Most previous studies of the ETAS model have relied on point estimates of the model parameters, due to the complexity of the likelihood function and the difficulty in estimating an appropriate spatial mainshock distribution. In order to take estimation uncertainty into account, we instead propose a fully Bayesian formulation of the ETAS model, which uses a nonparametric Dirichlet process mixture prior to capture the spatial mainshock process, and show how efficient parameter inference can be carried out using auxiliary latent variables. We demonstrate how our model can be used for medium-term earthquake forecasts in a number of geographical regions.

Reliability Assessment of Heavily Censored Data Based on E-Bayesian Estimation

The classic E-Bayesian estimation methods can only derive point estimation of the reliability parameters. In this paper, an improved E-Bayesian estimation method is proposed to evaluate product reliability under heavily censored data, which can achieve both point and confidence interval estimation for the reliability parameters. Firstly, by analyzing the concavity &amp; convexity and function characteristics of the Weibull distribution, the value of product failure probability is limited to a certain range. Secondly, an improved weighted least squares method is utilized to construct the confidence interval estimation model of reliability parameters. Simulation results show that the proposed approach can significantly improve the calculation speed and estimation accuracy with just very few robustness reductions. Finally, a real-world case study of the sun gear transmission mechanism is used to validate the effectiveness of the presented method.

Binomial-Geometric Mixture and Its Applications

A mixture distribution is a combination of two or more probability distributions; it can be obtained from different distribution families or the same distribution families with different parameters. The underlying distributions may be discrete or continuous, so the resulting mixture probability distribution function should be a mass or density function. In the last few years, there has been great interest in the problem of developing a mixture distribution based on the binomial distribution. This paper uses the probability generating function method to develop a new two-parameter discrete distribution called a binomial-geometric (BG) distribution, a mixture of binomial distribution with the number of trials (parameter <img src=image/13428702_01.gif>) taken after a geometric distribution. The quantile function, moments, moment generating function, Shannon entropy, order statistics, stress-strength reliability and simulating the random sample are some of the statistical highlights of the BG distribution that are explored. The model's parameters are estimated using the maximum likelihood method. To examine the performance of the accuracy of point estimates for BG distribution parameters, the Monte Carlo simulation is performed with different scenarios. Finally, the BG distribution is fitted to two real lifetime count data sets from the medical field. As a result, the proposed BG distribution is an overdispersed right-skewed and can accommodate a constant hazard rate function. The proposed BG distribution is appropriate for modelling the overdispersed right-skewed real-life count data sets and it can be an alternative to the negative binomial and geometric distributions.

Analysis of adaptive type-II progressively hybrid censoring with binomial removals

Adaptive Type-II progressive hybrid censoring scheme has quite popular in a life-testing problem and reliability analysis due to it ensures more efficiency of inference procedures and saves total testing time. In this paper, an adaptive Type-II progressive hybrid censored sampling with random removals is considered, where the removals of the survival units at each stage from a life-test follows a binomial distribution during the execution of the experiment. The classical and Bayesian approaches are used to obtain the point and interval estimates of the unknown parameters of Weibull distribution, when the lifetimes are collected under the proposed censoring scheme. Different Bayesian estimates relative to various balanced type loss functions are obtained. Due to the complexity of the proposed estimators, some numerical techniques are implemented to obtain them. Using Markov chain Monte Carlo methods, the different Bayes estimates and associate credible intervals are developed. Extensive simulation study is performed to examine the efficiency of the proposed estimators. To show the applicability of the proposed methods in a real-life scenario, two real data sets coming from clinical and engineering areas are analysed.

Improving reliability estimation in cognitive diagnosis modeling.

Cognitive diagnosis models (CDMs) are used in educational, clinical, or personnel selection settings to classify respondents with respect to discrete attributes, identifying strengths and needs, and thus allowing to provide tailored training/treatment. As in any assessment, an accurate reliability estimation is crucial for valid score interpretations. In this sense, most CDM reliability indices are based on the posterior probabilities of the estimated attribute profiles. These posteriors are traditionally computed using point estimates for the model parameters as approximations to their populational values. If the uncertainty around these parameters is unaccounted for, the posteriors may be overly peaked, deriving into overestimated reliabilities. This article presents a multiple imputation (MI) procedure to integrate out the model parameters in the estimation of the posterior distributions, thus correcting the reliability estimation. A simulation study was conducted to compare the MI procedure with the traditional reliability estimation. Five factors were manipulated: the attribute structure, the CDM model (DINA and G-DINA), test length, sample size, and item quality. Additionally, an illustration using the Examination for the Certificate of Proficiency in English data was analyzed. The effect of sample size was studied by sampling subsets of subjects from the complete data. In both studies, the traditional reliability estimation systematically provided overestimated reliabilities, whereas the MI procedure offered more accurate results. Accordingly, practitioners in small educational or clinical settings should be aware that the reliability estimation using model parameter point estimates may be positively biased. R codes for the MI procedure are made available.

Structural and predictive analyses with a mixed copula‐based vector autoregression model

AbstractIn this study, we introduce a mixed copula‐based vector autoregressive (VAR) model for investigating the relationship between random variables. The one‐step maximum likelihood estimation is used to obtain point estimates of the autoregressive parameters and mixed copula parameters. More specifically, we combine the likelihoods of the marginal and mixed copula to construct the full likelihood function. The simulation study is used to confirm the accuracy of the estimation as well as the reliability of the proposed model. Various mixed copula forms from a combination of Gaussian, Student's t, Clayton, Frank, Gumbel, and Joe copulas are introduced. The proposed model is compared to the traditional VAR model and single copula‐based VAR models to assess its performance. Furthermore, the real data study is also conducted to validate our proposed method. As a result, it is found that the one‐step maximum likelihood provides accurate and reliable results. Also, we show that if we ignore the complex and nonlinear correlation between the errors, it causes significant efficiency loss in the parameter estimation in terms of |Bias| and MSE. In the application study, the mixed copula‐based VAR is the best fitting copula for our application study.

Estimation and prediction for Burr type III distribution based on unified progressive hybrid censoring scheme

The present communication develops the tools for estimation and prediction of the Burr-III distribution under unified progressive hybrid censoring scheme. The maximum likelihood estimates of model parameters are obtained. It is shown that the maximum likelihood estimates exist uniquely. Expectation maximization and stochastic expectation maximization methods are employed to compute the point estimates of unknown parameters. Based on the asymptotic distribution of the maximum likelihood estimators, approximate confidence intervals are proposed. In addition, the bootstrap confidence intervals are constructed. Furthermore, the Bayes estimates are derived with respect to squared error and LINEX loss functions. To compute the approximate Bayes estimates, Metropolis–Hastings algorithm is adopted. The highest posterior density credible intervals are obtained. Further, maximum a posteriori estimates of the model parameters are computed. The Bayesian predictive point, as well as interval estimates, are proposed. A Monte Carlo simulation study is employed in order to evaluate the performance of the proposed statistical procedures. Finally, two real data sets are considered and analysed to illustrate the methodologies established in this paper.

Inference of reliability in a multicomponent stress–strength model under generalized progressive hybrid censoring

This paper considers the reliability inference of a multicomponent stress–strength model by assuming the dependent Weibull stress and strength variables based on Gumbel copula under generalized progressive hybrid censoring (GPHC). The point estimates of unknown parameters and reliability are obtained by using frequentist and Bayesian approaches, and their interval estimates are constructed utilizing the asymptotic normality property of maximum likelihood estimates (MLE) and Markov Chain Monte Carlo (MCMC) samples. Extensive simulations are performed to compare the proposed methods. Finally, one real data set is analyzed to demonstrate the applicability of our study.

Statistical inference from finite population samples: A critical review of frequentist and Bayesian approaches

AbstractIn survey sampling, data are obtained on a subset of a finite population by probability or nonprobability sampling procedures. These data are used to compute point estimates of finite population parameters along with their associated variance estimates and confidence intervals. Methods to conduct inferences and evaluate the properties of sampling and estimation procedures have been the subject of discussion and debate in the second half of the 20th century. In this article, we propose a critical review of three inferential approaches in a finite population context: the design‐based approach, the frequentist model‐based approach, and the Bayesian approach.

Bayesian reliability analysis for copula based step-stress partially accelerated dependent competing risks model

The reliability of high-reliable and long-lifespan products in the presence of competing risks are commonly derived based on a known acceleration model and a latent independent competing risks model. For the cases with unknown acceleration models and dependent competing risks, this paper proposes a copula based partially accelerated competing risks model using a tampered random variable transformation. The reliability function and dependence structure of the partially accelerated competing risks data are derived between the real lifetime and the accelerated lifetime of each failure cause. In consideration of the parametric constraints and complicated joint posterior distribution, Hamiltonian Monte Carlo method within MCMC procedures is utilized to obtain Bayesian estimation of model parameters and reliability characteristics by defining unconstrained parameters using a specific transformation function. A simulation study is conducted to investigate the estimation performance, showing that the transformation forms have little influence on the point estimation of model parameters, and the constrained parametric Bayesian estimation method is efficient to evaluate the reliability for the proposed model. Finally, a real data set from a light-emitting diode partially accelerated life test is presented for further illustration of Bayesian reliability analysis.

Reliable and efficient parameter estimation using approximate continuum limit descriptions of stochastic models

Stochastic individual-based mathematical models are attractive for modelling biological phenomena because they naturally capture the stochasticity and variability that is often evident in biological data. Such models also allow us to track the motion of individuals within the population of interest. Unfortunately, capturing this microscopic detail means that simulation and parameter inference can become computationally expensive. One approach for overcoming this computational limitation is to coarse-grain the stochastic model to provide an approximate continuum model that can be solved using far less computational effort. However, coarse-grained continuum models can be biased or inaccurate, particularly for certain parameter regimes. In this work, we combine stochastic and continuum mathematical models in the context of lattice-based models of two-dimensional cell biology experiments by demonstrating how to simulate two commonly used experiments: cell proliferation assays and barrier assays. Our approach involves building a simple statistical model of the discrepancy between the expensive stochastic model and the associated computationally inexpensive coarse-grained continuum model. We form this statistical model based on a limited number of expensive stochastic model evaluations at design points sampled from a user-chosen distribution, corresponding to a computer experiment design problem. With straightforward design point selection schemes, we show that using the statistical model of the discrepancy in tandem with the computationally inexpensive continuum model allows us to carry out prediction and inference while correcting for biases and inaccuracies due to the continuum approximation. We demonstrate this approach by simulating a proliferation assay, where the continuum limit model is the well-known logistic ordinary differential equation, as well as a barrier assay where the continuum limit model is closely related to the well-known Fisher-KPP partial differential equation. We construct an approximate likelihood function for parameter inference, both with and without discrepancy correction terms. Using maximum likelihood estimation, we provide point estimates of the unknown parameters, and use the profile likelihood to characterise the uncertainty in these estimates and form approximate confidence intervals. For the range of inference problems considered, working with the continuum limit model alone leads to biased parameter estimation and confidence intervals with poor coverage. In contrast, incorporating correction terms arising from the statistical model of the model discrepancy allows us to recover the parameters accurately with minimal computational overhead. The main tradeoff is that the associated confidence intervals are typically broader, reflecting the additional uncertainty introduced by the approximation process. All algorithms required to replicate the results in this work are written in the open source Julia language and are available at GitHub.

Bayesian and frequentist approaches on estimation and testing for a zero-inflated binomial distribution

To analyze discrete count data with excessive zeros, different zero-inflated statistical models that allow for frequent zero-valued observations have been developed. When the underlying data generation process of non-zero values is based on the number of successes in a sequence of independent Bernoulli trials, the zero-inflated binomial distribution is perhaps adequate for modeling purposes. In this paper, we discuss statistical inference for a zero-inflated binomial distribution using the objective Bayesian and frequentist approaches. Point and interval estimation of the model parameters and hypothesis testing for excessive zeros in a zero-inflated binomial distribution are developed. A Monte Carlo simulation study is used to assess the performance of estimation and hypothesis testing procedures. A comparative study of the objective Bayesian approach and the frequentist approach is provided. The proposed statistical inferential methods are applied to analyze an earthquake dataset and a baseball dataset for illustration.

CPNCoverageAnalysis: An R package for parameter estimation in conceptual properties norming studies.

In conceptual properties norming studies (CPNs), participants list properties that describe a set of concepts. From CPNs, many different parameters are calculated, such as semantic richness. A generally overlooked issue is that those values are only point estimates of the true unknown population parameters. In the present work, we present an R package that allows us to treat those values as population parameter estimates. Relatedly, a general practice in CPNs is using an equal number of participants who list properties for each concept (i.e., standardizing sample size). As we illustrate through examples, this procedure has negative effects on data's statistical analyses. Here, we argue that a better method is to standardize coverage (i.e., the proportion of sampled properties to the total number of properties that describe a concept), such that a similar coverage is achieved across concepts. When standardizing coverage rather than sample size, it is more likely that the set of concepts in a CPN all exhibit a similar representativeness. Moreover, by computing coverage the researcher can decide whether the CPN reached a sufficiently high coverage, so that its results might be generalizable to other studies. The R package we make available in the current work allows one to compute coverage and to estimate the necessary number of participants to reach a target coverage. We show this sampling procedure by using the R package on real and simulated CPN data.

GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model

The spatio-temporal epidemic type aftershock sequence (ETAS) model is widely used to describe the self-exciting nature of earthquake occurrences. While traditional inference methods provide only point estimates of the model parameters, we aim at a fully Bayesian treatment of model inference, allowing naturally to incorporate prior knowledge and uncertainty quantification of the resulting estimates. Therefore, we introduce a highly flexible, non-parametric representation for the spatially varying ETAS background intensity through a Gaussian process (GP) prior. Combined with classical triggering functions this results in a new model formulation, namely the GP-ETAS model. We enable tractable and efficient Gibbs sampling by deriving an augmented form of the GP-ETAS inference problem. This novel sampling approach allows us to assess the posterior model variables conditioned on observed earthquake catalogues, i.e., the spatial background intensity and the parameters of the triggering function. Empirical results on two synthetic data sets indicate that GP-ETAS outperforms standard models and thus demonstrate the predictive power for observed earthquake catalogues including uncertainty quantification for the estimated parameters. Finally, a case study for the l’Aquila region, Italy, with the devastating event on 6 April 2009, is presented.

Analysis with Applications of the Generalized Type-II Progressive Hybrid Censoring Sample from Burr Type-XII Model

In this article, based on the generalized Type-II progressive hybrid censoring sample from the Burr Type-XII distribution, maximum likelihood and Bayesian inference are discussed. Point and interval estimates of unknown parameters, reliability, and hazard functions are developed. We employed several loss functions, such as squared error, LINEX, and general entropy, as symmetric and asymmetric loss functions and various prior distributions as informative and non-informative priors for Bayesian inference of unknown parameters. Under a generalized Type-II progressive hybrid censoring sample, we also propose a Bayesian one-sample prediction for unobserved failures. We conduct simulation study using the MCMC algorithm for the Bayesian approach based on several prior distributions. Finally, we apply the results of the theoretical research to real data.

Using Bounded Estimation to Avoid Nonconvergence in Small Sample Structural Equation Modeling

ABSTRACT The most frustrating outcome of an SEM analysis is nonconvergence. Nonconvergence typically happens when the sample size is small () or very small (). To minimize the frequency of nonconvergence, this paper proposes a solution called bounded estimation. The idea is to use data-driven lower and upper bounds for a subset of the model parameters during estimation. In this paper, we provide a rationale to compute these bounds, and we study the effect of different approaches to employ these bounds on the frequency of nonconvergence. A simulation study shows that bounded estimation dramatically decreases the frequency of nonconvergence in both correctly and misspecified models, without any (negative) effects on the quality of the point estimates for the unbounded parameters.

A generalized framework for the image formation model and disentanglement of CTF parameters in cryo-electron microscopy

In cryo-electron microscopy (cryo-EM), the microscope has a point spread function, whose Fourier transform, known as the Contrast Transfer Function (CTF), is determined by various parameters with a physical meaning (including height of the sample, magnetic lens aberrations, operating voltage, amplitude contrast, etc.). Some of the parameters are under experimental control, but they can also contain some experimental uncertainty and fluctuate over the course of data collection. While it is routine to use point estimates for the CTF parameters in a simplified forward model of image formation, we characterize here the uncertainty of the CTF by (1) framing the forward model of image formation as a probabilistic graphical model, (2) deriving conditional probabilities that leverage analytical linking functions, and (3) compare these results with existing approaches that model noise in frequency space, such as the “B-factor envelope” and the “white/coloured noise model”.