翻訳と辞書
Words near each other
・ Generalized hypergeometric function
・ Generalized hyperhidrosis
・ Generalized integer gamma distribution
・ Generalized inverse
・ Generalized inverse Gaussian distribution
・ Generalized inversive congruential pseudorandom numbers
・ Generalized iterative scaling
・ Generalized Jacobian
・ Generalized Kac–Moody algebra
・ Generalized keyboard
・ Generalized Korteweg–de Vries equation
・ Generalized Lagrangian mean
・ Generalized least squares
・ Generalized lentiginosis
・ Generalized lifting
Generalized linear array model
・ Generalized linear mixed model
・ Generalized linear model
・ Generalized logistic distribution
・ Generalized Lotka–Volterra equation
・ Generalized lymphadenopathy
・ Generalized map
・ Generalized Maxwell model
・ Generalized mean
・ Generalized method of moments
・ Generalized minimal residual method
・ Generalized minimum-distance decoding
・ Generalized Multi-Protocol Label Switching
・ Generalized multidimensional scaling
・ Generalized multivariate log-gamma distribution


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Generalized linear array model : ウィキペディア英語版
Generalized linear array model
In statistics, the generalized linear array model (GLAM) is used for analyzing data sets with array structures. It based on the generalized linear model with the design matrix written as a Kronecker product.
== Overview ==
The generalized linear array model or GLAM was introduced in 2006. Such models provide a structure and a computational procedure for fitting generalized linear models or GLMs whose model matrix can be written as a Kronecker product and whose data can be written as an array. In a large GLM, the GLAM approach gives very substantial savings in both storage and computational time over the usual GLM algorithm.
Suppose that the data \mathbf Y is arranged in a d-dimensional array with size n_1\times n_2\times\ldots\times n_d; thus,the corresponding data vector \mathbf y = \textbf(\mathbf Y) has size n_1n_2n_3\cdots n_d. Suppose also that the design matrix is of the form
:\mathbf X = \mathbf X_d\otimes\mathbf X_\otimes\ldots\otimes\mathbf X_1.
The standard analysis of a GLM with data vector \mathbf y and design matrix \mathbf X proceeds by repeated evaluation of the scoring algorithm
: \mathbf X'\tilde_\delta\mathbf X\hat = \mathbf X'\tilde_\delta\tilde ,
where \tilde represents the approximate solution of \boldsymbol\theta, and \hat is the improved value of it; \mathbf W_\delta is the diagonal weight matrix with elements
: w_^ = \left(\frac\right)^2\text(y_i),
and
:\mathbf z = \boldsymbol\eta + \mathbf W_\delta^(\mathbf y - \boldsymbol\mu)
is the working variable.
Computationally, GLAM provides array algorithms to calculate the linear predictor,
: \boldsymbol\eta = \mathbf X \boldsymbol\theta
and the weighted inner product
: \mathbf X'\tilde_\delta\mathbf X
without evaluation of the model matrix \mathbf X .

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Generalized linear array model」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.