Sparse Matrix Inversion for Restricted Maximum Likelihood Estimation of Variance Components by Expectation-Maximization

Maximum Lq-Likelihood Estimation via the Expectation Maximization Algorithm: A Robust Estimation of Mixture Models

We introduce a maximum Lq-likelihood estimation (MLqE) of mixture models using our proposed expectation maximization (EM) algorithm, namely the EM algorithm with Lq-likelihood (EM-Lq). Properties of the MLqE obtained from the proposed EMLq are studied through simulated mixture model data. Compared with the maximum likelihood estimation (MLE) which is obtained from the EM algorithm, the MLqE pro...

Derivative-free restricted maximum likelihood estimation in animal models with a sparse matrix solver.

Estimation of (co)variance components by derivative-free REML requires repeated evaluation of the log-likelihood function of the data. Gaussian elimination of the augmented mixed model coefficient matrix is often used to evaluate the likelihood function, but it can be costly for animal models with large coefficient matrices. This study investigated the use of a direct sparse matrix solver to ob...

Sequential transformation for multiple traits for estimation of (co)variance components with a derivative-free algorithm for restricted maximum likelihood.

Transformation of multiple-trait records that undergo sequential selection can be used with derivative-free algorithms to maximize the restricted likelihood in estimation of covariance matrices as with derivative methods. Data transformation with appropriate parts of the Choleski decomposition of the current estimate of the residual covariance matrix results in mixed-model equations that are ea...

String-Averaging Expectation-Maximization for Maximum Likelihood Estimation in Emission Tomography

String-Averaging Expectation-Maximization for Maximum Likelihood Estimation in Emission Tomography Elias Salomão Helou1, Yair Censor2, Tai-Been Chen3, I-Liang Chern4,5, Álvaro Rodolfo De Pierro6, Ming Jiang7 and Henry Horng-Shing Lu8 Department of Applied Mathematics and Statistics, State University of São Paulo, Postal Box 668, São Carlos, SP, Brazil. [email protected]. 2Department of Mathemat...

Maximum likelihood estimation of K-distribution parameters via the expectation-maximization algorithm