Comparative study on numerical methods for maximum likelihood estimation and development of MLE-SYS system 最尤推定法のための数値解法の比較研究とMLE-SYSシステムの研究開発

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著者

    • 道家, 暎幸, 1944- ドウケ, ヒデユキ

書誌事項

タイトル

Comparative study on numerical methods for maximum likelihood estimation and development of MLE-SYS system

タイトル別名

最尤推定法のための数値解法の比較研究とMLE-SYSシステムの研究開発

著者名

道家, 暎幸, 1944-

著者別名

ドウケ, ヒデユキ

学位授与大学

九州大学

取得学位

理学博士

学位授与番号

乙第4919号

学位授与年月日

1991-03-27

注記・抄録

博士論文

Chapter1 PRELIMINARIES Chapter2 UNCONSTRAINED METHODS IN NUMERICAL ANALYSIS Chapter3 CONSTRAINED METHODS IN NUMERICAL ANALYSIS Chapter4 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF NORMAL MIXTURE DISTRIBUTION Chapter5 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF MULTIVARIATE EXPONENTIAL DISTRIBUTION Chapter6 DESIGN AND DEVELOPMENT OF MLE-SYS Chapter7 APPLICATION OF MLE-SYS FOR ESTIMATING PARAMETERS OF LATENT CLASS MODEL Chapter8 FURTHER DISCUSSION

主1-参1

目次

  1. CONTENTS / (0005.jp2)
  2. PREFACE / (0003.jp2)
  3. Chapter1 PRELIMINARIES / p1 (0008.jp2)
  4. 1.1 Maximum Likelihood Estimation / p2 (0009.jp2)
  5. 1.2 Weibull Distribution / p3 (0010.jp2)
  6. 1.3 Mixture Normal Distribution / p5 (0012.jp2)
  7. 1.4 Multivariate Exponential Distribution / p6 (0013.jp2)
  8. 1.5 Latent Class Model / p7 (0014.jp2)
  9. Chapter2 UNCONSTRAINED METHODS IN NUMERICAL ANALYSIS / p11 (0018.jp2)
  10. 2.1 Introduction / p11 (0018.jp2)
  11. 2.2 Steepest Descent Method / p12 (0019.jp2)
  12. 2.3 Newton-Raphson Method / p14 (0021.jp2)
  13. 2.4 Levenberg-Marquardt Method / p16 (0023.jp2)
  14. 2.5 Variable Metric Methods / p16 (0023.jp2)
  15. 2.6 Conjugate Gradient Methods / p17 (0024.jp2)
  16. 2.7 Powell Methods / p18 (0025.jp2)
  17. 2.8 Direct Search Methods / p19 (0026.jp2)
  18. Chapter3 CONSTRAINED METHODS IN NUMERICAL ANALYSIS / p22 (0029.jp2)
  19. 3.1 Introduction / p22 (0029.jp2)
  20. 3.2 Penalty Method / p23 (0030.jp2)
  21. 3.3 Barrier Method / p23 (0030.jp2)
  22. 3.4 Multiplier Method / p24 (0031.jp2)
  23. 3.5 Gradient Projection Method / p24 (0031.jp2)
  24. 3.6 Sequential Quadratic Programming Method / p24 (0031.jp2)
  25. Chapter4 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF NORMAL MIXTURE DISTRIBUTION / p27 (0034.jp2)
  26. 4.1 ML Estimation of Normal Mixture Distribution / p27 (0034.jp2)
  27. 4.2 Applied Methods in Numerical Analysis / p28 (0035.jp2)
  28. 4.3 Comparative Evaluations / p45 (0052.jp2)
  29. Chapter5 COMPARATIVE STUDY ON NUMERICAL METHODS FOR ESTIMATING PARAMETERS OF MULTIVARIATE EXPONENTIAL DISTRIBUTION / p46 (0053.jp2)
  30. 5.1 ML Estimation of Multivariate exponential distribution / p46 (0053.jp2)
  31. 5.2 Applied Methods in Numerical Analysis / p48 (0055.jp2)
  32. 5.3 Comparative Evaluations / p58 (0065.jp2)
  33. Chapter6 DESIGN AND DEVELOPMENT OF MLE-SYS / p59 (0066.jp2)
  34. 6.1 Features of System / p59 (0066.jp2)
  35. 6.2 Configuration of MLE-SYS / p61 (0068.jp2)
  36. 6.3 System Flow / p65 (0072.jp2)
  37. 6.4 Procedure on Likelihood Estimation / p70 (0077.jp2)
  38. 6.5 Illustrative Operations / p73 (0080.jp2)
  39. Chapter7 APPLICATION OF MLE-SYS FOR ESTIMATING PARAMETERS OF LATENT CLASS MODEL / p77 (0084.jp2)
  40. 7.1 A Latent Class Model and Gibson's Method / p77 (0084.jp2)
  41. 7.2 ML Method and N.R. Method / p80 (0087.jp2)
  42. 7.3 Proposed Procedure on the Basis of MLE-SYS / p83 (0090.jp2)
  43. 7.4 Comparative Evaluations / p85 (0092.jp2)
  44. Chapter8 FURTHER DISCUSSION / p87 (0094.jp2)
  45. ACKNOWLEDGMENTS / p90 (0097.jp2)
  46. APPENDIX / p91 (0098.jp2)
  47. REFERENCES / p101 (0108.jp2)
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各種コード

  • NII論文ID(NAID)
    500000075616
  • NII著者ID(NRID)
    • 8000000998423
  • DOI(NDL)
  • 本文言語コード
    • eng
  • NDL書誌ID
    • 000000239930
  • データ提供元
    • 機関リポジトリ
    • NDL ONLINE
    • NDLデジタルコレクション

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