scholarly journals Quasi-likelihood functions

2019 ◽  
pp. 323-356
Author(s):  
P. McCullagh ◽  
J.A. Nelder
Keyword(s):  
Geosciences ◽  
2021 ◽  
Vol 11 (4) ◽  
pp. 150
Author(s):  
Nilgün Güdük ◽  
Miguel de la Varga ◽  
Janne Kaukolinna ◽  
Florian Wellmann

Structural geological models are widely used to represent relevant geological interfaces and property distributions in the subsurface. Considering the inherent uncertainty of these models, the non-uniqueness of geophysical inverse problems, and the growing availability of data, there is a need for methods that integrate different types of data consistently and consider the uncertainties quantitatively. Probabilistic inference provides a suitable tool for this purpose. Using a Bayesian framework, geological modeling can be considered as an integral part of the inversion and thereby naturally constrain geophysical inversion procedures. This integration prevents geologically unrealistic results and provides the opportunity to include geological and geophysical information in the inversion. This information can be from different sources and is added to the framework through likelihood functions. We applied this methodology to the structurally complex Kevitsa deposit in Finland. We started with an interpretation-based 3D geological model and defined the uncertainties in our geological model through probability density functions. Airborne magnetic data and geological interpretations of borehole data were used to define geophysical and geological likelihoods, respectively. The geophysical data were linked to the uncertain structural parameters through the rock properties. The result of the inverse problem was an ensemble of realized models. These structural models and their uncertainties are visualized using information entropy, which allows for quantitative analysis. Our results show that with our methodology, we can use well-defined likelihood functions to add meaningful information to our initial model without requiring a computationally-heavy full grid inversion, discrepancies between model and data are spotted more easily, and the complementary strength of different types of data can be integrated into one framework.


2021 ◽  
pp. 1-25
Author(s):  
Yu-Chin Hsu ◽  
Ji-Liang Shiu

Under a Mundlak-type correlated random effect (CRE) specification, we first show that the average likelihood of a parametric nonlinear panel data model is the convolution of the conditional distribution of the model and the distribution of the unobserved heterogeneity. Hence, the distribution of the unobserved heterogeneity can be recovered by means of a Fourier transformation without imposing a distributional assumption on the CRE specification. We subsequently construct a semiparametric family of average likelihood functions of observables by combining the conditional distribution of the model and the recovered distribution of the unobserved heterogeneity, and show that the parameters in the nonlinear panel data model and in the CRE specification are identifiable. Based on the identification result, we propose a sieve maximum likelihood estimator. Compared with the conventional parametric CRE approaches, the advantage of our method is that it is not subject to misspecification on the distribution of the CRE. Furthermore, we show that the average partial effects are identifiable and extend our results to dynamic nonlinear panel data models.


Genetics ◽  
1997 ◽  
Vol 147 (4) ◽  
pp. 1855-1861 ◽  
Author(s):  
Montgomery Slatkin ◽  
Bruce Rannala

Abstract A theory is developed that provides the sampling distribution of low frequency alleles at a single locus under the assumption that each allele is the result of a unique mutation. The numbers of copies of each allele is assumed to follow a linear birth-death process with sampling. If the population is of constant size, standard results from theory of birth-death processes show that the distribution of numbers of copies of each allele is logarithmic and that the joint distribution of numbers of copies of k alleles found in a sample of size n follows the Ewens sampling distribution. If the population from which the sample was obtained was increasing in size, if there are different selective classes of alleles, or if there are differences in penetrance among alleles, the Ewens distribution no longer applies. Likelihood functions for a given set of observations are obtained under different alternative hypotheses. These results are applied to published data from the BRCA1 locus (associated with early onset breast cancer) and the factor VIII locus (associated with hemophilia A) in humans. In both cases, the sampling distribution of alleles allows rejection of the null hypothesis, but relatively small deviations from the null model can account for the data. In particular, roughly the same population growth rate appears consistent with both data sets.


2018 ◽  
Vol 30 (11) ◽  
pp. 3072-3094 ◽  
Author(s):  
Hongqiao Wang ◽  
Jinglai Li

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP)–based method to approximate the joint distribution of the unknown parameters and the data, built on recent work (Kandasamy, Schneider, & Póczos, 2015 ). In particular, we write the joint density approximately as a product of an approximate posterior density and an exponentiated GP surrogate. We then provide an adaptive algorithm to construct such an approximation, where an active learning method is used to choose the design points. With numerical examples, we illustrate that the proposed method has competitive performance against existing approaches for Bayesian computation.


2004 ◽  
Vol 16 (7) ◽  
pp. 1325-1343 ◽  
Author(s):  
Sidney R. Lehky

A Bayesian method is developed for estimating neural responses to stimuli, using likelihood functions incorporating the assumption that spike trains follow either pure Poisson statistics or Poisson statistics with a refractory period. The Bayesian and standard estimates of the mean and variance of responses are similar and asymptotically converge as the size of the data sample increases. However, the Bayesian estimate of the variance of the variance is much lower. This allows the Bayesian method to provide more precise interval estimates of responses. Sensitivity of the Bayesian method to the Poisson assumption was tested by conducting simulations perturbing the Poisson spike trains with noise. This did not affect Bayesian estimates of mean and variance to a significant degree, indicating that the Bayesian method is robust. The Bayesian estimates were less affected by the presence of noise than estimates provided by the standard method.


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