scholarly journals Simple penalties on maximum likelihood estimates of genetic parameters to reduce sampling variation

2015 ◽  
Author(s):  
karin meyer
Keyword(s):  
Maximum Likelihood ◽  
Genetic Parameters ◽  
Likelihood Function ◽  
Maximum Likelihood Estimates ◽  
Data Sets ◽  
Simple Modification ◽  
Scale Free ◽  
Wide Range ◽  
Sampling Variation ◽  
The Difference

Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty -- derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated -- rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented demonstrating that such penalties can yield very worthwhile reductions in loss, i.e. the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude than computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined.

scholarly journals The Weibull Birnbaum-Saunders Distribution And Its Applications

2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Reliability Estimation ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Sets ◽  
Proposed Model ◽  
Modeling Data

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.

scholarly journals On Modified Burr XII-Inverse Weibull Distribution: Development, Properties, Characterizations and Applications

2020 ◽  
pp. 721-735
Author(s):  
Fiaz Ahmad Bhatti ◽  
G. G. Hamedani ◽  
Haitham M. Yousof ◽  
Azeem Ali ◽  
Munir Ahmad
Keyword(s):  
Maximum Likelihood ◽  
Hazard Rate ◽  
Maximum Likelihood Method ◽  
Real Data ◽  
Lifetime Distribution ◽  
Maximum Likelihood Estimates ◽  
Likelihood Method ◽  
Data Sets ◽  
Quarterly Earnings ◽  
Inverse Weibull Distribution

A flexible lifetime distribution with increasing, decreasing, inverted bathtub and modified bathtub hazard rate called Modified Burr XII-Inverse Weibull (MBXII-IW) is introduced and studied. The density function of MBXII-IW is exponential, left-skewed, right-skewed and symmetrical shaped.  Descriptive measures on the basis of quantiles, moments, order statistics and reliability measures are theoretically established. The MBXII-IW distribution is characterized via different techniques. Parameters of MBXII-IW distribution are estimated using maximum likelihood method. The simulation study is performed to illustrate the performance of the maximum likelihood estimates (MLEs). The potentiality of MBXII-IW distribution is demonstrated by its application to real data sets: serum-reversal times and quarterly earnings.

Maximum likelihood estimation in nonlinear structured fisheries models using survey and catch-at-age data

2011 ◽  
Vol 68 (10) ◽  
pp. 1717-1731 ◽  
Author(s):  
Christian N. Brinch ◽  
Anne Maria Eikeset ◽  
Nils Chr. Stenseth
Keyword(s):  
Maximum Likelihood ◽  
Gadus Morhua ◽  
Likelihood Function ◽  
Likelihood Estimation ◽  
Maximum Likelihood Estimates ◽  
Simulated Maximum Likelihood ◽  
True Parameter ◽  
Bayesian Techniques ◽  
Age Structured ◽  
Parameter Values

Age-structured population dynamics models play an important role in fisheries assessments. Such models have traditionally been estimated using crude likelihood approximations or more recently using Bayesian techniques. We contribute to this literature with three main messages. Firstly, we demonstrate how to estimate such models efficiently by simulated maximum likelihood using Laplace importance samplers for the likelihood function. Secondly, we demonstrate how simulated maximum likelihood estimates may be validated using different importance samplers known to approach the exact likelihood function in different regions of the parameter space. Thirdly, we show that our method works in practice by Monte Carlo simulations using parameter values as estimated from data on the Northeast Arctic cod ( Gadus morhua ) stock. The simulations suggest that we are able to recover the unknown true maximum likelihood estimates using moderate importance sample sizes and show that we are able to adequately recover the true parameter values.

AN ANALYSIS OF ACCELERATED PERFORMANCE DEGRADATION TESTS ASSUMING THE ARRHENIUS STRESS-RELATIONSHIP

2008 ◽  
Vol 25 (06) ◽  
pp. 847-864 ◽  
Author(s):  
TAE HYOUNG KANG ◽  
SANG WOOK CHUNG ◽  
WON YOUNG YUN
Keyword(s):  
Maximum Likelihood ◽  
Normal Distribution ◽  
Exposure Time ◽  
Failure Time ◽  
Likelihood Function ◽  
Likelihood Estimation ◽  
Location Parameter ◽  
Performance Degradation ◽  
Maximum Likelihood Estimates ◽  
Degradation Tests

An analytical model is developed for accelerated performance degradation tests. The performance degradations of products at a specified exposure time are assumed to follow a normal distribution. It is assumed that the relationship between the location parameter of normal distribution and the exposure time is a linear function of the exposure time that the slope coefficient of the linear relationship has an Arrhenius dependence on temperature, and that the scale parameter of the normal distribution is constant and independent of temperature or exposure time. The method of maximum likelihood estimation is used to estimate the parameters involved. The likelihood function for the accelerated performance degradation data is derived. The approximated variance-covariance matrix is also derived for calculating approximated confidence intervals of maximum likelihood estimates. Finally we use two real examples for estimating the failure-time distribution, technically defined as the time when performance degrades below a specified level.

scholarly journals Voxel-wise and spatial modelling of binary lesion masks: A review and comparison of methods

2021 ◽  
Author(s):  
Petya Kindalova ◽  
Ioannis Kosmidis ◽  
Thomas E. Nichols
Keyword(s):  
Maximum Likelihood ◽  
Spatial Dependence ◽  
Reference Data ◽  
Spatial Modelling ◽  
Maximum Likelihood Estimates ◽  
Data Sets ◽  
Computationally Efficient ◽  
Data Set ◽  
Lesion Mapping ◽  
Modelling Approach

AbstractObjectivesWhite matter lesions are a very common finding on MRI in older adults and their presence increases the risk of stroke and dementia. Accurate and computationally efficient modelling methods are necessary to map the association of lesion incidence with risk factors, such as hypertension. However, there is no consensus in the brain mapping literature whether a voxel-wise modelling approach is better for binary lesion data than a more computationally intensive spatial modelling approach that accounts for voxel dependence.MethodsWe review three regression approaches for modelling binary lesion masks including massunivariate probit regression modelling with either maximum likelihood estimates, or mean bias-reduced estimates, and spatial Bayesian modelling, where the regression coefficients have a conditional autoregressive model prior to account for local spatial dependence. We design a novel simulation framework of artificial lesion maps to compare the three alternative lesion mapping methods. The age effect on lesion probability estimated from a reference data set (13,680 individuals from the UK Biobank) is used to simulate a realistic voxel-wise distribution of lesions across age. To mimic the real features of lesion masks, we suggest matching brain lesion summaries (total lesion volume, average lesion size and lesion count) across the reference data set and the simulated data sets. Thus, we allow for a fair comparison between the modelling approaches, under a realistic simulation setting.ResultsOur findings suggest that bias-reduced estimates for voxel-wise binary-response generalized linear models (GLMs) overcome the drawbacks of infinite and biased maximum likelihood estimates and scale well for large data sets because voxel-wise estimation can be performed in parallel across voxels. Contrary to the assumption of spatial dependence being key in lesion mapping, our results show that voxel-wise bias-reduction and spatial modelling result in largely similar estimates.ConclusionBias-reduced estimates for voxel-wise GLMs are not only accurate but also computationally efficient, which will become increasingly important as more biobank-scale neuroimaging data sets become available.

scholarly journals A New Extended Birnbaum–Saunders Model: Properties, Regression and Applications

Stats ◽  
2018 ◽  
Vol 1 (1) ◽  
pp. 32-47
Author(s):  
Gauss Cordeiro ◽  
Maria de Lima ◽  
Edwin Ortega ◽  
Adriano Suzuki
Keyword(s):  
Maximum Likelihood ◽  
Regression Model ◽  
Real Data ◽  
Random Variable ◽  
Maximum Likelihood Estimates ◽  
Data Sets ◽  
Poisson Random Variable ◽  
Fatigue Lifetime ◽  
Special Cases ◽  
New Distribution

We propose an extended fatigue lifetime model called the odd log-logistic Birnbaum–Saunders–Poisson distribution, which includes as special cases the Birnbaum–Saunders and odd log-logistic Birnbaum–Saunders distributions. We obtain some structural properties of the new distribution. We define a new extended regression model based on the logarithm of the odd log-logistic Birnbaum–Saunders–Poisson random variable. For censored data, we estimate the parameters of the regression model using maximum likelihood. We investigate the accuracy of the maximum likelihood estimates using Monte Carlo simulations. The importance of the proposed models, when compared to existing models, is illustrated by means of two real data sets.

Modeling the Stability of Fish Schools: Exchange of Individual Fish between Schools of Skipjack Tuna (Katsuwonus pelamis)

1991 ◽  
Vol 48 (6) ◽  
pp. 1081-1091 ◽  
Author(s):  
Ray Hilborn
Keyword(s):  
Maximum Likelihood ◽  
Exchange Model ◽  
Maximum Likelihood Estimates ◽  
Data Sets ◽  
Skipjack Tuna ◽  
Katsuwonus Pelamis ◽  
Fish Schools ◽  
Individual Fish ◽  
The Stability

Three data sets that involve intensive mark and recapture of schools of skipjack tuna (Katsuwonus pelamis) are examined for information about exchange of individuals between schools. A formal exchange model is proposed, and maximum likelihood estimates of the parameters are found. It appears that individuals exchange quite rapidly between schools of skipjack; 16–63% of individuals apparently leave a school each day to join other schools. It is possible, however, that what are operationally defined as schools by fishermen consist of smaller more stable subunits.

scholarly journals Inverse Lomax-Exponentiated G (IL-EG) Family of Distributions: Properties and Applications

2020 ◽  
pp. 48-64
Author(s):  
Jamilu Yunusa Falgore ◽  
Sani Ibrahim Doguwa
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Method ◽  
Moment Generating Function ◽  
Maximum Likelihood Estimates ◽  
Likelihood Method ◽  
Data Sets ◽  
Baseline Model ◽  
New Family ◽  
Family Of Distributions ◽  
Better Than

A new generator of continuous distributions called the Inverse Lomax-Exponentiated G family, which has three extra positive parameters is proposed. The structural properties of the new family that holds for any continuous baseline model including explicit density function expressions, moments, inequality measurements, moment generating function, reliability functions, Renyi and Shanon entropies, and distribution of order statistics are derived. A Monte Carlo simulation to test the efficiency of the maximum likelihood estimates is conducted. The application of the new sub-model to the two data sets using the maximum likelihood method indicates that the new model is better than the existing competitors.

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