A hybrid ML-EM algorithm for calculation of maximum likelihood estimates in semiparametric shared frailty models

2002 ◽  
Vol 40 (1) ◽  
pp. 173-187 ◽  
Author(s):  
Hien T.V. Vu ◽  
Matthew W. Knuiman
2018 ◽  
Vol 41 (1) ◽  
pp. 75-86
Author(s):  
Taciana Shimizu ◽  
Francisco Louzada ◽  
Adriano Suzuki

In this paper, we consider to evaluate the efficiency of volleyball players according to the performance of attack, block and serve, but considering the compositional structure of the data related to the fundaments. The finite mixture of regression models better fitted the data in comparison with the usual regression model. The maximum likelihood estimates are obtained via an EM algorithm. A simulation study revels that the estimates are closer to the real values, the estimators are asymptotically unbiased for the parameters. A real Brazilian volleyball dataset related to the efficiency of the players is considered for the analysis.


2022 ◽  
Author(s):  
Lenore Pipes ◽  
Zihao Chen ◽  
Svetlana Afanaseva ◽  
Rasmus Nielsen

Wastewater surveillance has become essential for monitoring the spread of SARS-CoV-2. The quantification of SARS-CoV-2 RNA in wastewater correlates with the Covid-19 caseload in a community. However, estimating the proportions of different SARS-CoV-2 strains has remained technically difficult. We present a method for estimating the relative proportions of SARS-CoV-2 strains from wastewater samples. The method uses an initial step to remove unlikely strains, imputation of missing nucleotides using the global SARS-CoV-2 phylogeny, and an Expectation-Maximization (EM) algorithm for obtaining maximum likelihood estimates of the proportions of different strains in a sample. Using simulations with a reference database of >3 million SARS-CoV-2 genomes, we show that the estimated proportions accurately reflect the true proportions given sufficiently high sequencing depth and that the phylogenetic imputation is highly accurate and substantially improves the reference database.


2021 ◽  
Author(s):  
Masahiro Kuroda

Mixture models become increasingly popular due to their modeling flexibility and are applied to the clustering and classification of heterogeneous data. The EM algorithm is largely used for the maximum likelihood estimation of mixture models because the algorithm is stable in convergence and simple in implementation. Despite such advantages, it is pointed out that the EM algorithm is local and has slow convergence as the main drawback. To avoid the local convergence of the EM algorithm, multiple runs from several different initial values are usually used. Then the algorithm may take a large number of iterations and long computation time to find the maximum likelihood estimates. The speedup of computation of the EM algorithm is available for these problems. We give the algorithms to accelerate the convergence of the EM algorithm and apply them to mixture model estimation. Numerical experiments examine the performance of the acceleration algorithms in terms of the number of iterations and computation time.


2014 ◽  
Vol 1049-1050 ◽  
pp. 1343-1346
Author(s):  
Yong Li

EM algorithm is a very popular algorithm in missing data analysis. However,The variance of the estimator from EM is intractable. In this paper, we propose the supplemented EM algorithm for computing the variance that do not require computation and inversion of the information matrix.


2016 ◽  
Vol 16 (2) ◽  
pp. 16-34 ◽  
Author(s):  
D. Raja Kishor ◽  
N. B. Venkateswarlu

Abstract The present work proposes hybridization of Expectation-Maximization (EM) and K-means techniques as an attempt to speed-up the clustering process. Even though both the K-means and EM techniques look into different areas, K-means can be viewed as an approximate way to obtain maximum likelihood estimates for the means. Along with the proposed algorithm for hybridization, the present work also experiments with the Standard EM algorithm. Six different datasets, three of which synthetic datasets, are used for the experiments. Clustering fitness and Sum of Squared Errors (SSE) are computed for measuring the clustering performance. In all the experiments it is observed that the proposed algorithm for hybridization of EM and K-means techniques is consistently taking less execution time with acceptable Clustering Fitness value and less SSE than the standard EM algorithm. It is also observed that the proposed algorithm is producing better clustering results than the Cluster package of Purdue University.


2012 ◽  
Vol 2012 ◽  
pp. 1-5
Author(s):  
Qihong Duan ◽  
Ying Wei ◽  
Xiang Chen

A parameter estimation problem for a backup system in a condition-based maintenance is considered. We model a backup system by a hidden, three-state continuous time Markov process. Data are obtained through condition monitoring at discrete time points. Maximum likelihood estimates of the model parameters are obtained using the EM algorithm. We establish conditions under which there is no more than one limitation in the parameter space for any sequence derived by the EM algorithm.


2003 ◽  
Vol 82 (2) ◽  
pp. 127-138 ◽  
Author(s):  
SHIZHONG XU ◽  
NENGJUN YI ◽  
DAVID BURKE ◽  
ANDRZEJ GALECKI ◽  
RICHARD A. MILLER

Many diseases show dichotomous phenotypic variation but do not follow a simple Mendelian pattern of inheritance. Variances of these binary diseases are presumably controlled by multiple loci and environmental variants. A least-squares method has been developed for mapping such complex disease loci by treating the binary phenotypes (0 and 1) as if they were continuous. However, the least-squares method is not recommended because of its ad hoc nature. Maximum Likelihood (ML) and Bayesian methods have also been developed for binary disease mapping by incorporating the discrete nature of the phenotypic distribution. In the ML analysis, the likelihood function is usually maximized using some complicated maximization algorithms (e.g. the Newton–Raphson or the simplex algorithm). Under the threshold model of binary disease, we develop an Expectation Maximization (EM) algorithm to solve for the maximum likelihood estimates (MLEs). The new EM algorithm is developed by treating both the unobserved genotype and the disease liability as missing values. As a result, the EM iteration equations have the same form as the normal equation system in linear regression. The EM algorithm is further modified to take into account sexual dimorphism in the linkage maps. Applying the EM-implemented ML method to a four-way-cross mouse family, we detected two regions on the fourth chromosome that have evidence of QTLs controlling the segregation of fibrosarcoma, a form of connective tissue cancer. The two QTLs explain 50–60% of the variance in the disease liability. We also applied a Bayesian method previously developed (modified to take into account sex-specific maps) to this data set and detected one additional QTL on chromosome 13 that explains another 26% of the variance of the disease liability. All the QTLs detected primarily show dominance effects.


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