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Non-negative variance component estimation for the partial EIV model by the expectation maximization algorithm

机译:期望最大化算法部分EIV模型的非负数方差分量估计

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摘要

A difficulty in variance component estimation (VCE) is that the estimates may become negative, which is not acceptable in practice. This article presents two new methods for non-negative VCE that utilize the expectation maximization algorithm for the partial errors-in-variables model. The former searches for the desired solutions with unconstrained estimation criterion and concludes statistically that the variance components have indeed moved to the edge of the parameter space when negative estimates appear implemented by the other existing VCE methods. We concentrate on the formulation and provide non-negative analysis of this estimator. In particularly, the latter approach, which has greater computational efficiency, would be a practical alternative to the existing VCE-type algorithms. Additionally, this approach is easy to implement, the non-negative variance components are automatically supported by introducing non-negativity constraints. Both algorithms are free from a complex matrix inversion and reduce computational complexity. The results show that our algorithms retrieve well to achieve identical estimates over the other VCE methods, the latter approach can quickly estimate parameters and has practical aspects for the large volume and multisource data processing.
机译:方差分量估计(VCE)的难度是估计可能变为负,这在实践中是不可接受的。本文为非负VCE提供了两种新方法,用于利用部分误差模型的期望最大化算法。前者在统计上搜索具有无约束估计标准的所需解决方案,并且在统计上,当由其他现有VCE方法实现的负估计值时,方差分量确实移动到参数空间的边缘。我们专注于制定并提供对该估算器的非负面分析。特别地,后一种方法,具有更大的计算效率,是对现有VCE型算法的实际替代方案。另外,这种方法易于实现,通过引入非消极性约束来自动支持非负方差分量。这两种算法都没有复杂的矩阵反转并降低计算复杂性。结果表明,我们的算法检索井以达到其他VCE方法的相同估计,后一种方法可以快速估计参数并具有大容量和多源数据处理的实用方面。

著录项

  • 作者

    Leyang Wang; Qiwen Wu;

  • 作者单位
  • 年度 2020
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
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