Results 51 to 60 of about 4,713,645 (328)

Approximate Profile Maximum Likelihood

, 2017
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly.
Pavlichin, Dmitri S., Jiao, Jiantao, Weissman, Tsachy   +2 more
openaire   +3 more sources

Goal Attainment: A Clinically Meaningful Measure of Success of Botulinum Toxin-A Treatment for Lower Limb Spasticity in Ambulatory Patients

Archives of Rehabilitation Research and Clinical Translation, 2021
Objectives: The objectives of this study were to evaluate whether botulinum toxin type A (BoNT-A) treatment for lower limb spasticity leads to patient goal attainment and identify factors associated with positive goal attainment and to assess the effect ...
Subbuh Choudhry, MBBS, Benjamin L. Patritti, PhD, Richard Woodman, PhD, Paul Hakendorf, MPH, Lydia Huang, MBBS   +4 more
doaj   +1 more source

Wald Intervals via Profile Likelihood for the Mean of the Inverse Gaussian Distribution

Symmetry
The inverse Gaussian distribution, known for its flexible shape, is widely used across various applications. Existing confidence intervals for the mean parameter, such as profile likelihood, reparametrized profile likelihood, and Wald-type reparametrized
Patchanok Srisuradetchai, Ausaina Niyomdecha, W. Phaphan   +2 more
semanticscholar   +1 more source

Internalizing Symptom Profiles Among Youth in Foster Care: A Comparison Study

Frontiers in Psychiatry, 2021
Background: A high prevalence of anxiety and depression is found among youth in foster care. There is limited knowledge on the anxiety and depression symptom profiles of youth in foster care. We examined latent profiles of anxiety and depression symptoms
Yasmin Moussavi, Yasmin Moussavi, Kyrre Breivik, Gro Janne Wergeland, Gro Janne Wergeland, Bente Storm Mowatt Haugland, Marit Larsen, Marit Larsen, Stine Lehmann, Stine Lehmann   +9 more
doaj   +1 more source

Modified profile likelihood inference and interval forecast of the burst of financial bubbles [PDF]

, 2016
We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterized by a large number of parameters.
V. Filimonov, Guilherme Demos, D. Sornette   +2 more
semanticscholar   +1 more source

Structured methods for parameter inference and uncertainty quantification for mechanistic models in the life sciences

Royal Society Open Science
Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations and when estimating uncertainty in model predictions.
Michael J. Plank, Matthew J. Simpson
doaj   +1 more source

Integrated likelihoods in models with stratum nuisance parameters [PDF]

, 2014
Inference about a parameter of interest in presence of a nuisance parameter can be based on an integrated likelihood function. We analyze the behaviour of inferential quantities based on such a pseudo-likelihood in a two-index asymptotics framework, in ...
De Bin, Riccardo, Sartori, Nicola, Severini, Thomas A.   +2 more
core   +2 more sources

Fast Network Community Detection With Profile-Pseudo Likelihood Methods [PDF]

, 2020
The stochastic block model is one of the most studied network models for community detection, and fitting its likelihood function on large-scale networks is known to be challenging.
Jiangzhou Wang, Jingfei Zhang, Binghui Liu, Ji Zhu, Jianhua Guo   +4 more
semanticscholar   +1 more source

A note on directed adjusted profile likelihoods [PDF]

Journal of Statistical Planning and Inference, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
SARTORI, NICOLA, SALVAN, ALESSANDRA, PACE L.   +2 more
openaire   +4 more sources

The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery

Data Science in Finance and Economics
We develop an extension to the GARCHX model - named GARCHX-NL - that captures a key stylized fact for stock market return data seen during the COVID-19 pandemic: an abrupt jump in volatility at the onset of the crisis, followed by a gradual return to its
Jin Zeng, Yijia Zhang, Yun Yin, Peter G Moffatt   +3 more
doaj   +1 more source