Search Results - subject:"EM algorithm"

Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting

Poncela, Marta; Poncela, Pilar; Perán, José Ramón - In: Applied Energy 108 (2013) C, pp. 349-362

Wind energy has the advantages of being clean, having a zero-cost primary energy source (wind) and having low operating and maintenance costs. Despite these advantages, it is difficult to manage due to its variable condition. Recently, there has been an explosion of forecasting tools to...

Persistent link: https://www.econbiz.de/10011041089

Factor Analysis with EM Algorithm Never Gives Improper Solutions when Sample Covariance and Initial Parameter Matrices Are Proper

Adachi, Kohei - In: Psychometrika 78 (2013) 2, pp. 380-394

Rubin and Thayer (Psychometrika, 47:69–76, <CitationRef CitationID="CR16">1982</CitationRef>) proposed the EM algorithm …-factor correlations are positive definite. We further numerically demonstrate that the EM algorithm yields proper solutions for the data … asymmetric, so that the EM algorithm fails to converge. However, this problem can be overcome by using an EM algorithm in which …

Persistent link: https://www.econbiz.de/10010998778

An EM algorithm for the proportional hazards model with doubly censored data

Kim, Yongdai; Kim, Joungyoun; Jang, Woncheol - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 41-51

. In comparison to the maximum likelihood estimator, this new estimator is stable and always converges with an efficient EM … algorithm we develop. The stability of the new estimator even with moderate sample sizes is amply demonstrated through simulated …

Persistent link: https://www.econbiz.de/10010580838

Influence diagnostics in linear and nonlinear mixed-effects models with censored data

Matos, Larissa A.; Lachos, Victor H.; Balakrishnan, N.; … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 450-464

HIV RNA viral load measures are often subjected to some upper and lower detection limits depending on the quantification assays, and consequently the responses are either left or right censored. Linear and nonlinear mixed-effects models, with modifications to accommodate censoring (LMEC and...

Persistent link: https://www.econbiz.de/10010580845

An EM algorithm for continuous-time bivariate Markov chains

Mark, Brian L.; Ephraim, Yariv - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 504-517

chain. The proposed EM algorithm is equally applicable to multivariate Markov chains. …

Persistent link: https://www.econbiz.de/10010580851

On mixtures of skew normal and skew <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> </InlineEquation>-distributions

Lee, Sharon; McLachlan, Geoffrey - In: Advances in Data Analysis and Classification 7 (2013) 3, pp. 241-266

Finite mixtures of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the connection between them and their relative performance becomes...

Persistent link: https://www.econbiz.de/10010995291

Finite mixtures of unimodal beta and gamma densities and the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation>-bumps algorithm

Bagnato, Luca; Punzo, Antonio - In: Computational Statistics 28 (2013) 4, pp. 1571-1597

proposed; it is used as an ad hoc initialization strategy in the EM algorithm to obtain the maximum likelihood estimation of …

Persistent link: https://www.econbiz.de/10010998503

Exponentiated Weibull–Poisson distribution: Model, properties and applications

Mahmoudi, Eisa; Sepahdar, Afsaneh - In: Mathematics and Computers in Simulation (MATCOM) 92 (2013) C, pp. 76-97

In this paper we propose a new four-parameters distribution with increasing, decreasing, bathtub-shaped and unimodal failure rate, called as the exponentiated Weibull–Poisson (EWP) distribution. The new distribution arises on a latent complementary risk problem base and is obtained by...

Persistent link: https://www.econbiz.de/10010751803

On a constrained mixture vector autoregressive model

Wong, C.S. - In: Mathematics and Computers in Simulation (MATCOM) 93 (2013) C, pp. 19-28

. First, a form of parameter constraints is introduced with an efficient EM algorithm for estimation. Second, an accurate …

Persistent link: https://www.econbiz.de/10010751806

Local-EM and mismeasured data

Brown, Patrick E.; Nguyen, Paul; Stafford, Jamie; … - In: Statistics & Probability Letters 83 (2013) 1, pp. 135-140

This note uses the established connection between the local-EM and EMS algorithms to explore methods for smoothing mismeasured data. Implementations of local-EM are developed for several forms of censored and/or mismeasured data and their connections with other methods explored.

Persistent link: https://www.econbiz.de/10010593908