Likelihood

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Maximum likelihood, profile likelihood, and penalized likelihood: a primer.

The method of maximum likelihood is widely used in epidemiology, yet many epidemiologists receive little or no education in the conceptual underpinnings of the approach. Here we provide a primer on maximum likelihood and some important extensions which have proven useful in epidemiologic research, and which reveal connections between maximum likelihood and Bayesian methods. For a given data set...

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Likelihood

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Accelerated likelihood surface exploration: the likelihood ratchet.

The existence of multiple likelihood maxima necessitates algorithms that explore a large part of the tree space. However, because of computational constraints, stepwise addition-based tree-searching methods do not allow for this exploration in reasonable time. Here, I present an algorithm that increases the speed at which the likelihood landscape can be explored. The iterative algorithm combine...

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Maximum Likelihood Estimation and Likelihood-ratio Tests

The method of maximum likelihood (ML), introduced by Fisher (1921), is widely used in human and quantitative genetics and we draw upon this approach throughout the book, especially in Chapters 13–16 (mixture distributions) and 26–27 (variance component estimation). Weir (1996) gives a useful introduction with genetic applications, while Kendall and Stuart (1979) and Edwards (1992) provide more ...

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Likelihood inference

The essential role of the likelihood function in both Bayesian and non-Bayesian inference is described. Several topics related to the extension of likelihood-based methodology to more complex settings are reviewed, including modifications to profile likelihood, composite and pseudo-likelihoods, quasi-likelihood, semiparametric and non-parametric likelihoods, and empirical likelihood .  2010 Jo...

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ژورنال

عنوان ژورنال: Nature

سال: 1972

ISSN: 0028-0836,1476-4687

DOI: 10.1038/239349b0