使用对数-正态-多项分布建模计数数据

Pub Date : 2020-01-01 DOI:10.2436/20.8080.02.96
M. Comas-Cufí, J. Martín-Fernández, G. Mateu-Figueras, J. Palarea‐Albaladejo
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引用次数: 2

摘要

对数-正态-多项分布是一种计数数据模型,由计数的多项分布与多项事件概率的多元对数-正态分布复合而成。然而,对数-正态-多项概率质量函数不允许一个封闭形式的表达式,因此,参数估计需要数值逼近。在这项工作中,介绍和评估了不同的估计方法。我们得出结论,基于准蒙特卡罗期望最大化算法的估计提供了最佳的整体结果。在此基础上,对dirichlet -多项式模型和对数-正态多项式模型的性能进行了比较。
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Modelling count data using the logratio-normal-multinomial distribution
The logratio-normal-multinomial distribution is a count data model resulting from compounding a multinomial distribution for the counts with a multivariate logratio-normal distribution for the multinomial event probabilities. However, the logratio-normal-multinomial probability mass function does not admit a closed form expression and, consequently, numerical approximation is required for parameter estimation. In this work, different estimation approaches are introduced and evaluated. We concluded that estimation based on a quasi-Monte Carlo Expectation-Maximisation algorithm provides the best overall results. Building on this, the performances of the Dirichlet-multinomial and logratio-normal-multinomial models are compared through a number of examples using simulated and real count data.
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