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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 is arranged in a -dimensional array with size ; thus,the corresponding data vector has size . Suppose also that the design matrix is of the form : The standard analysis of a GLM with data vector and design matrix proceeds by repeated evaluation of the scoring algorithm : where represents the approximate solution of , and is the improved value of it; is the diagonal weight matrix with elements : and : is the working variable. Computationally, GLAM provides array algorithms to calculate the linear predictor, : and the weighted inner product : without evaluation of the model matrix 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
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