Parameter Estimation for the Dirichlet-Multinomial Distribution
| dc.contributor.author | Peterson, Amanda | |
| dc.date.accessioned | 2018-10-25T14:45:56Z | |
| dc.date.available | 2018-10-25T14:45:56Z | |
| dc.date.issued | 2011-05-20 | |
| dc.description.abstract | In the 1998 paper entitled Large Cluster Results for Two Parametric Multinomial Extra Variation Models, Nagaraj K. Neerchal and Jorge G. Morel developed an approximation to the Fisher information matrix used in the Fisher Scoring algorithm for finding the maximum likelihood estimates of the parameters of the Dirichlet-multinomial distribution. They performed simulation studies comparing the results of the approximation to the results of the usual Fisher Scoring algorithm, for varying dimensions of the parameter vector. In this study, parallel computing in R is utilized to extend the previous simulation studies to larger dimensions. Additionally, the Fisher Scoring algorithm and the direct numerical maximization of the maximum likelihood are compared. | en_US |
| dc.description.sponsorship | The hardware used in the computational studies is part of the UMBC High Performance Computing Facility (HPCF). The facility is supported by the U.S. National Science Foundation through the MRI program (grant no. CNS-0821258) and the SCREMS program (grant no. DMS-0821311). | en_US |
| dc.description.uri | https://userpages.umbc.edu/~gobbert/papers/PetersonMath627.pdf | en_US |
| dc.format.extent | 10 pages | en_US |
| dc.genre | technical report | en_US |
| dc.identifier | doi:10.13016/M2CJ87Q2W | |
| dc.identifier.uri | http://hdl.handle.net/11603/11687 | |
| dc.language.iso | en_US | en_US |
| dc.relation.isAvailableAt | The University of Maryland, Baltimore County (UMBC) | |
| dc.relation.ispartof | UMBC Mathematics Department Collection | |
| dc.relation.ispartofseries | HPCF Technical Report;HPCF-2011-2 | |
| dc.rights | This item is likely protected under Title 17 of the U.S. Copyright Law. Unless on a Creative Commons license, for uses protected by Copyright Law, contact the copyright holder or the author. | |
| dc.subject | Parallel Computing | en_US |
| dc.subject | Fisher Scoring Algorithm | en_US |
| dc.subject | Maximum Likelihood Estimation | en_US |
| dc.subject | Dirichlet-Multinomial | en_US |
| dc.subject | UMBC High Performance Computing Facility (HPCF) | en_US |
| dc.title | Parameter Estimation for the Dirichlet-Multinomial Distribution | en_US |
| dc.type | Text | en_US |