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Likelihood function

About: Likelihood function is a(n) research topic. Over the lifetime, 10391 publication(s) have been published within this topic receiving 517378 citation(s). The topic is also known as: likelihood functions. more


Open accessJournal ArticleDOI: 10.1109/TAC.1974.1100705
Abstract: The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for statistical model identification. The classical maximum likelihood estimation procedure is reviewed and a new estimate minimum information theoretical criterion (AIC) estimate (MAICE) which is designed for the purpose of statistical identification is introduced. When there are several competing models the MAICE is defined by the model and the maximum likelihood estimates of the parameters which give the minimum of AIC defined by AIC = (-2)log-(maximum likelihood) + 2(number of independently adjusted parameters within the model). MAICE provides a versatile procedure for statistical model identification which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure. The practical utility of MAICE in time series analysis is demonstrated with some numerical examples. more

Topics: Likelihood function (61%), Akaike information criterion (61%), Statistical model (60%) more

42,619 Citations

Book ChapterDOI: 10.1007/978-1-4612-1694-0_15
01 Jan 1973-
Abstract: In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation shows an extension of the principle to provide answers to many practical problems of statistical model fitting. more

Topics: Likelihood principle (64%), Likelihood function (59%), Bayesian information criterion (58%) more

15,032 Citations

Journal ArticleDOI: 10.1107/S0907444996012255
Abstract: This paper reviews the mathematical basis of maximum likelihood The likelihood function for macromolecular structures is extended to include prior phase information and experimental standard uncertainties The assumption that different parts of a structure might have different errors is considered A method for estimating σA using `free' reflections is described and its effects analysed The derived equations have been implemented in the program REFMAC This has been tested on several proteins at different stages of refinement (bacterial α-amylase, cytochrome c′, cross-linked insulin and oligopeptide binding protein) The results derived using the maximum-likelihood residual are consistently better than those obtained from least-squares refinement more

14,122 Citations

Open accessJournal ArticleDOI: 10.1093/SYSBIO/SYQ010
29 Mar 2010-Systematic Biology
Abstract: PhyML is a phylogeny software based on the maximum-likelihood principle. Early PhyML versions used a fast algorithm performing nearest neighbor interchanges to improve a reasonable starting tree topology. Since the original publication (Guindon S., Gascuel O. 2003. A simple, fast and accurate algorithm to estimate large phylogenies by maximum likelihood. Syst. Biol. 52:696-704), PhyML has been widely used (>2500 citations in ISI Web of Science) because of its simplicity and a fair compromise between accuracy and speed. In the meantime, research around PhyML has continued, and this article describes the new algorithms and methods implemented in the program. First, we introduce a new algorithm to search the tree space with user-defined intensity using subtree pruning and regrafting topological moves. The parsimony criterion is used here to filter out the least promising topology modifications with respect to the likelihood function. The analysis of a large collection of real nucleotide and amino acid data sets of various sizes demonstrates the good performance of this method. Second, we describe a new test to assess the support of the data for internal branches of a phylogeny. This approach extends the recently proposed approximate likelihood-ratio test and relies on a nonparametric, Shimodaira-Hasegawa-like procedure. A detailed analysis of real alignments sheds light on the links between this new approach and the more classical nonparametric bootstrap method. Overall, our tests show that the last version (3.0) of PhyML is fast, accurate, stable, and ready to use. A Web server and binary files are available from more

Topics: Likelihood function (51%)

12,048 Citations

Journal ArticleDOI: 10.1111/J.2517-6161.1964.TB00553.X
George E. P. Box1, David Cox2Institutions (2)
Abstract: [Read at a RESEARCH METHODS MEETING of the SOCIETY, April 8th, 1964, Professor D. V. LINDLEY in the Chair] SUMMARY In the analysis of data it is often assumed that observations Yl, Y2, *-, Yn are independently normally distributed with constant variance and with expectations specified by a model linear in a set of parameters 0. In this paper we make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's. Inferences about the transformation and about the parameters of the linear model are made by computing the likelihood function and the relevant posterior distribution. The contributions of normality, homoscedasticity and additivity to the transformation are separated. The relation of the present methods to earlier procedures for finding transformations is discussed. The methods are illustrated with examples. more

11,432 Citations

No. of papers in the topic in previous years

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Topic's top 5 most impactful authors

Narayanaswamy Balakrishnan

21 papers, 680 citations

Yaakov Bar-Shalom

16 papers, 695 citations

Petre Stoica

11 papers, 806 citations

Siem Jan Koopman

11 papers, 196 citations

Francisco Cribari-Neto

9 papers, 143 citations

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