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排序方式: 共有3038条查询结果,搜索用时 15 毫秒
1.
OLIVIER CAPPÉ RANDAL DOUC ERIC MOULINES & CHRISTIAN ROBERT 《Scandinavian Journal of Statistics》2002,29(4):615-635
While much used in practice, latent variable models raise challenging estimation problems due to the intractability of their likelihood. Monte Carlo maximum likelihood (MCML), as proposed by Geyer & Thompson (1992 ), is a simulation-based approach to maximum likelihood approximation applicable to general latent variable models. MCML can be described as an importance sampling method in which the likelihood ratio is approximated by Monte Carlo averages of importance ratios simulated from the complete data model corresponding to an arbitrary value of the unknown parameter. This paper studies the asymptotic (in the number of observations) performance of the MCML method in the case of latent variable models with independent observations. This is in contrast with previous works on the same topic which only considered conditional convergence to the maximum likelihood estimator, for a fixed set of observations. A first important result is that when is fixed, the MCML method can only be consistent if the number of simulations grows exponentially fast with the number of observations. If on the other hand, is obtained from a consistent sequence of estimates of the unknown parameter, then the requirements on the number of simulations are shown to be much weaker. 相似文献
2.
Kimmo Eriksson 《Scandinavian Journal of Statistics》2004,31(2):203-216
Abstract. This document presents a survey of the statistical and combinatorial aspects of four areas of comparative genomics: gene order based measures of evolutionary distances between species, construction of phylogenetic trees, detection of horizontal transfer of genes, and detection of ancient whole genome duplications. 相似文献
3.
In the development of many diseases there are often associated random variables which continuously reflect the progress of a subject towards the final expression of the disease (failure). At any given time these processes, which we call stochastic covariates, may provide information about the current hazard and the remaining time to failure. Likewise, in situations when the specific times of key prior events are not known, such as the time of onset of an occult tumour or the time of infection with HIV-1, it may be possible to identify a stochastic covariate which reveals, indirectly, when the event of interest occurred. The analysis of carcinogenicity trials which involve occult tumours is usually based on the time of death or sacrifice and an indicator of tumour presence for each animal in the experiment. However, the size of an occult tumour observed at the endpoint represents data concerning tumour development which may convey additional information concerning both the tumour incidence rate and the rate of death to which tumour-bearing animals are subject. We develop a stochastic model for tumour growth and suggest different ways in which the effect of this growth on the hazard of failure might be modelled. Using a combined model for tumour growth and additive competing risks of death, we show that if this tumour size information is used, assumptions concerning tumour lethality, the context of observation or multiple sacrifice times are no longer necessary in order to estimate the tumour incidence rate. Parametric estimation based on the method of maximum likelihood is outlined and is applied to simulated data from the combined model. The results of this limited study confirm that use of the stochastic covariate tumour size results in more precise estimation of the incidence rate for occult tumours. 相似文献
4.
Valentine Genon-Catalot Thierry Jeantheau Catherine Laredo 《Scandinavian Journal of Statistics》2003,30(2):297-316
ABSTRACT. This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimators) and to the discretely observed stochastic volatility models. 相似文献
5.
高师音乐教育中创新意识培养刍议 总被引:2,自引:0,他引:2
朱瑾 《甘肃联合大学学报(社会科学版)》2008,24(6):115-116
音乐是创造性最强的艺术,音乐教育是培养学生创新能力的一个重要渠道。进入二十一世纪音乐教育以其独有的特色,确立了它在我国教育领域中的重要地位。如何在音乐教育中培养学生的创新能力,是音乐教学永恒的主题。 相似文献
6.
Martin Hazelton 《Statistics and Computing》1995,5(4):343-350
Some statistical models defined in terms of a generating stochastic mechanism have intractable distribution theory, which renders parameter estimation difficult. However, a Monte Carlo estimate of the log-likelihood surface for such a model can be obtained via computation of nonparametric density estimates from simulated realizations of the model. Unfortunately, the bias inherent in density estimation can cause bias in the resulting log-likelihood estimate that alters the location of its maximizer. In this paper a methodology for radically reducing this bias is developed for models with an additive error component. An illustrative example involving a stochastic model of molecular fragmentation and measurement is given. 相似文献
7.
李猛 《南京工业大学学报(社会科学版)》2006,5(3):69-73
运用企业自主创新能力的评价指标体系,对南京市自主创新能力水平进行纵向和横向比较,可以比较好地把握其自主创新能力的现状。通过对南京市近四年自主创新能力指标的纵向比较,不难发现除了自主创新环境之外,南京市的自主创新资源、自主创新活动以及自主创新产出能力均有较大幅度的增长;通过将南京市与三大科技竞争力较强的城市自主创新能力指标进行横向比较,指出了南京市在自主创新能力上存在的突出问题。一是工业增加值率过低,二是研发经费过低。并在此基础上提出一系列对策和建议。对于提高南京自主创新能力水平,无疑具有重大的理论意义和现实意义。 相似文献
8.
In this paper, a new multivariate zero-inflated binomial (MZIB) distribution is proposed to analyse the correlated proportional data with excessive zeros. The distributional properties of purposed model are studied. The Fisher scoring algorithm and EM algorithm are given for the computation of estimates of parameters in the proposed MZIB model with/without covariates. The score tests and the likelihood ratio tests are derived for assessing both the zero-inflation and the equality of multiple binomial probabilities in correlated proportional data. A limited simulation study is performed to evaluate the performance of derived EM algorithms for the estimation of parameters in the model with/without covariates and to compare the nominal levels and powers of both score tests and likelihood ratio tests. The whitefly data is used to illustrate the proposed methodologies. 相似文献
9.
孔占芳 《青海民族学院学报(社会科学版)》2010,36(1):140-143
康拉德对老舍《骆驼祥子》创作方法的影响,使小说具有了西方现代文学的象征意蕴,而暗示手法的融创性运用使小说具有了中国古典文学的含蓄美。 相似文献
10.
教育本体论的嬗变与素质 教育本体论命题的创化 总被引:2,自引:0,他引:2
本文在教育本体论层面上考辩了教育思想史上关于教育起源的生命本能说、心理模仿说、劳动说、社会交往说等教育原生态的论争,论证了素质教育本体论关于“人体潜能素质的发现、破译和开发”命题假说革新现代教育理论的创化功能 相似文献