对于一般的等级模型来说,快速的最大概率估计
Johnny Hong1, Sara Stoudt2, Perry de Valpine3
1Department of Statistics, University of California Berkeley, Berkeley, CA, USA.
Journal of applied statistics
|February 14, 2025
概括
层次模型随机梯度下降 (HMSGD) 通过适应随机梯度下降,为复杂的统计模型提供更快的融合. 这些新方法提高了应用科学中的效率和稳定性.
科学领域:
- 统计 统计 统计 统计
- 计算科学 计算科学
- 应用数学 应用数学 应用数学
背景情况:
- 层次统计模型对于分析应用科学中复杂的数据结构至关重要.
- 现有的最大概率估计方法,如蒙特卡洛预期最大化 (MCEM),面临效率和普遍性的挑战,因为蒙特卡洛整合潜变量.
研究的目的:
- 在层次统计模型中引入和评估用于高效估计的新方法.
- 解决当前蒙特卡洛集成技术对复杂层次数据的局限性.
主要方法:
- 通过将采样步骤代连接到随机梯度下降,开发了等级模型随机梯度下降 (HMSGD).
- 集成了高效的,自适应的步骤大小算法,包括基于一维采样的贪线索搜索,以提高HMSGD性能.
- 在各种模型上实施和测试方法:Gamma-Poisson混合物,通用线性混合模型 (GLMMs) 和大型生态占用模型.
主要成果:
- 与通常使用的估计技术相比,HMSGD方法显示出更快的趋同.
- 加快的HMSGD方法在各种模型复杂性和MCMC样本大小中都被证明是可靠的.
- 数字实验证实了拟议方法的实际效率增长.
结论:
- 加快的HMSGD为层次模型中的统计推理提供了一个更有效和更强大的框架.
- 开发的方法比现有技术在应用科学中的复杂数据分析提供了显著的改进.
- HMSGD代表了处理大规模层次统计建模挑战的有希望的进步.
相关概念视频
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
38
Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
38
Mechanistic Models: Compartment Models in Individual and Population Analysis
25
Mechanistic models are utilized in individual analysis using single-source data, but imperfections arise due to data collection errors, preventing perfect prediction of observed data. The mathematical equation involves known values (Xi), observed concentrations (Ci), measurement errors (εi), model parameters (ϕj), and the related function (ƒi) for i number of values. Different least-squares metrics quantify differences between predicted and observed values. The ordinary least...
25
One-Compartment Open Model: Wagner-Nelson and Loo Riegelman Method for ka Estimation
340
This lesson introduces two critical methods in pharmacokinetics, the Wagner-Nelson and Loo-Riegelman methods, used for estimating the absorption rate constant (ka) for drugs administered via non-intravenous routes. The Wagner-Nelson method relates ka to the plasma concentration derived from the slope of a semilog percent unabsorbed time plot. However, it is limited to drugs with one-compartment kinetics and can be impacted by factors like gastrointestinal motility or enzymatic degradation.
On...
On...
340
Parametric Survival Analysis: Weibull and Exponential Methods
334
Parametric survival analysis models survival data by assuming a specific probability distribution for the time until an event occurs. The Weibull and exponential distributions are two of the most commonly used methods in this context, due to their versatility and relatively straightforward application.
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
334
Model Approaches for Pharmacokinetic Data: Distributed Parameter Models
55
Pharmacokinetic models are mathematical constructs that represent and predict the time course of drug concentrations in the body, providing meaningful pharmacokinetic parameters. These models are categorized into compartment, physiological, and distributed parameter models.
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
55
Distributions to Estimate Population Parameter
4.0K
The accurate values of population parameters such as population proportion, population mean, and population standard deviation (or variance) are usually unknown. These are fixed values that can only be estimated from the data collected from the samples. The estimates of each of these parameters are sample proportion, the sample mean, and sample standard deviation (or variance). To obtain the values of these sample statistics, data are required that have particular distribution and central...
4.0K


