Search Algorithms for Computing Stock Composition of a Mixture from Traits of Individuals by Maximum Likelihood
Search Algorithms for Computing Stock Composition of a Mixture from Traits of Individuals by Maximum Likelihood
复制标题
通过最大似然根据个体特征计算混合物的股票成分的搜索算法
DOI：
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发表时间：
1996
期刊：
影响因子：
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通讯作者：
S. Nelson
中科院分区：
文献类型：
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作者：
J. Pella;M. Masuda;S. Nelson
The conditional maximum likelihood method of estimating stock-mixture composition is described for discrete characters. Computer programs were developed for several general-purpose, nonlinear optimization algorithms, specialized to searching for the conditional maximum likelihood estimate (CMLE) ; and their performances were compared for hypothetical and real-world stock mixtures. Measures of performance were search time, failure rate, and stability of CMLE distributions as the criterion for stopping search (guaranteed percent achieved of the maximum of the likelihood function, or GPA) was increased.-,, -Programs based on the conjugate gradient (with square root transform of stock composition) and expectation maximization algorithms were superior in reliability and speed. Iteratively-reweighted least squares programs produced the most stable CMLE distributions because their terminal GPAs typically exceeded that specified by more than other programs. THIS PAGE INTENTIONALLY LEFT BLANK
