翻訳と辞書 Words near each other ・ Pseudoleucania marii ・ Pseudoleucania onerosa ・ Pseudoligia ・ Pseudolignincola ・ Pseudoligostigma ・ Pseudoligostigma argyractalis ・ Pseudoligostigma boliviensis ・ Pseudoligostigma enalassalis ・ Pseudoligostigma enantialis ・ Pseudoligostigma enareralis ・ Pseudoligostigma heptopalis ・ Pseudoligostigma incisa ・ Pseudoligostigma odulphalis ・ Pseudoligostigma phaeomeralis ・ Pseudoligostigma punctissimalis ・ Pseudolikelihood ・ Pseudolilliconus ・ Pseudolimacodes ・ Pseudolimnophila ・ Pseudolinda quinquepunctata ・ Pseudolinguistic ・ Pseudolinkage ・ Pseudoliomera ・ Pseudoliotia acidalia ・ Pseudoliotia henjamensis ・ Pseudoliotia micans ・ Pseudoliotina ・ Pseudoliotina discoidea ・ Pseudoliotina springsteeni ・ Pseudoliparis Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Pseudolikelihood ： ウィキペディア英語版 Pseudolikelihood In statistical theory, a pseudolikelihood is an approximation to the joint probability distribution of a collection of random variables. The practical use of this is that it can provide an approximation to the likelihood function of a set of observed data which may either provide a computationally simpler problem for estimation, or may provide a way of obtaining explicit estimates of model parameters. The pseudolikelihood approach was introduced by Julian Besag〔Besag, J. (1975) "Statistical Analysis of Non-Lattice Data." ''The Statistician'', 24(3), 179–195〕 in the context of analysing data having spatial dependence. ==Definition== Given a set of random variables $X\; =\; X\_1,\; X\_2,\; ...,\; X\_n$ and a set $E$ of dependencies between these random variables, where $\backslash lbrace\; X\_i,X\_j\; \backslash rbrace\; \backslash notin\; E$ implies $X\_i$ is conditionally independent of $X\_j$ given $X\_i$'s neighbors, the pseudolikelihood of $X\; =\; x\; =\; (x\_1,x\_2,\; ...\; x\_n)$ is :$\backslash Pr(X\; =\; x)\; =\; \backslash prod\_i\; \backslash Pr(X\_i\; =\; x\_i|X\_j\; =\; x\_j\backslash \; \backslash mathrm\; j\backslash \; \backslash mathrm\backslash \; \backslash lbrace\; X\_i,X\_j\; \backslash rbrace\; \backslash in\; E).$ Here $X$ is a vector of variables, $x$ is a vector of values. The expression $X\; =\; x$ above means that each variable $X\_i$ in the vector $X$ has a corresponding value $x\_i$ in the vector $x$. The expression $\backslash Pr(X\; =\; x)$ is the probability that the vector of variables $X$ has values equal to the vector $x$. Because situations can often be described using state variables ranging over a set of possible values, the expression $\backslash Pr(X\; =\; x)$ can therefore represent the probability of a certain state among all possible states allowed by the state variables. The pseudo-log-likelihood is a similar measure derived from the above expression. Thus :$\backslash log\; \backslash Pr(X\; =\; x)\; =\; \backslash sum\_i\; \backslash log\; \backslash Pr(X\_i\; =\; x\_i|X\_j\; =\; x\_j\backslash \; \backslash mathrm\backslash \; \backslash lbrace\; X\_i,X\_j\; \backslash rbrace\; \backslash in\; E).$ One use of the pseudolikelihood measure is as an approximation for inference about a Markov or Bayesian network, as the pseudolikelihood of an assignment to $X\_i$ may often be computed more efficiently than the likelihood, particularly when the latter may require marginalization over a large number of variables. 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「Pseudolikelihood」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.