Tag Archives: Maximum Likelihood Estimation

A new method of clustering of data with many advantages w.r.t. others

A. Sharma, K. A. Boroevich, D. Shigemizu, Y. Kamatani, M. Kubo and T. Tsunoda, “Hierarchical Maximum Likelihood Clustering Approach,” in IEEE Transactions on Biomedical Engineering, vol. 64, no. 1, pp. 112-122, Jan. 2017. DOI: 10.1109/TBME.2016.2542212.

In this paper, we focused on developing a clustering approach for biological data. In many biological analyses, such as multiomics data analysis and genome-wide association studies analysis, it is crucial to find groups of data belonging to subtypes of diseases or tumors. Methods: Conventionally, the k-means clustering algorithm is overwhelmingly applied in many areas including biological sciences. There are, however, several alternative clustering algorithms that can be applied, including support vector clustering. In this paper, taking into consideration the nature of biological data, we propose a maximum likelihood clustering scheme based on a hierarchical framework. Results: This method can perform clustering even when the data belonging to different groups overlap. It can also perform clustering when the number of samples is lower than the data dimensionality. Conclusion: The proposed scheme is free from selecting initial settings to begin the search process. In addition, it does not require the computation of the first and second derivative of likelihood functions, as is required by many other maximum likelihood-based methods. Significance: This algorithm uses distribution and centroid information to cluster a sample and was applied to biological data. A MATLAB implementation of this method can be downloaded from the web link http://www.riken.jp/en/research/labs/ims/med_sci_math/.

Substituting the update step of a bayesian filter by a maximum likelihood optimisation in order to use non-linear observation models in a (linear-transition) Kalman framework

Damián Marelli, Minyue Fu, and Brett Ninness, Asymptotic Optimality of the Maximum-Likelihood Kalman Filter for Bayesian Tracking With Multiple Nonlinear Sensors, IEEE Transactions on signal processing, vol. 63, no. 17, DOI: 10.1109/TSP.2015.2440220.

Bayesian tracking is a general technique for state estimation of nonlinear dynamic systems, but it suffers from the drawback of computational complexity. This paper is concerned with a class of Wiener systems with multiple nonlinear sensors. Such a system consists of a linear dynamic system followed by a set of static nonlinear measurements. We study a maximum-likelihood Kalman filtering (MLKF) technique which involves maximum-like-lihood estimation of the nonlinear measurements followed by classical Kalman filtering. This technique permits a distributed implementation of the Bayesian tracker and guarantees the boundedness of the estimation error. The focus of this paper is to study the extent to which the MLKF technique approximates the theoretically optimal Bayesian tracker. We provide conditions to guarantee that this approximation becomes asymptotically exact as the number of sensors becomes large. Two case studies are analyzed in detail.