Linear Mixed Models with Marginally Symmetric Nonparametric Random Effects

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often lead to misspecification errors when the random effects are not normal. One approach to remedy the misspecification errors is to utilize a point-mass distribution to model the random effects; this is known as the nonparametric maximum likelihood-fitted (NPML) model. The NPML model is flexible but requires a large number of parameters to characterize the random-effects distribution. It is often natural to assume that the random-effects distribution be at least marginally symmetric. The marginally symmetric NPML (MSNPML) random-effects model is introduced, which assumes a marginally symmetric point-mass distribution for the random effects. Under the symmetry assumption, the MSNPML model utilizes half the number of parameters to characterize the same number of point masses as the NPML model; thus the model confers an advantage in economy and parsimony. An EM-type algorithm is presented for the maximum likelihood (ML) estimation of LMMs with MSNPML random effects; the algorithm is shown to monotonically increase the log-likelihood and is proven to be convergent to a stationary point of the log-likelihood function in the case of convergence. Furthermore, it is shown that the ML estimator is consistent and asymptotically normal under certain conditions, and the estimation of quantities such as the random-effects covariance matrix and individual a posteriori expectations is demonstrated

Asymptotic Normality of the Maximum Pseudolikelihood Estimator for Fully Visible Boltzmann Machines

Boltzmann machines (BMs) are a class of binary neural networks for which there have been numerous proposed methods of estimation. Recently, it has been shown that in the fully visible case of the BM, the method of maximum pseudolikelihood estimation (MPLE) results in parameter estimates which are consistent in the probabilistic sense. In this article, we investigate the properties of MPLE for the fully visible BMs further, and prove that MPLE also yields an asymptotically normal parameter estimator. These results can be used to construct confidence intervals and to test statistical hypotheses. We support our theoretical results by showing that the estimator behaves as expected in a simulation study

Maximum Likelihood Estimation of Triangular and Polygonal Distributions

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood (ML) estimation of such distributions. A novel parametrization of triangular distributions is presented. The parametrization allows for the construction of an MM (minorization--maximization) algorithm for the ML estimation of triangular distributions. The algorithm is shown to both monotonically increase the likelihood evaluations, and be globally convergent. Using the parametrization is then applied to construct an MM algorithm for the ML estimation of polygonal distributions. This algorithm is shown to have the same numerical properties as that of the triangular distribution. Numerical simulation are provided to demonstrate the performances of the new algorithms against established enumeration and order statistics-based methods

Iteratively-Reweighted Least-Squares Fitting of Support Vector Machines: A Majorization--Minimization Algorithm Approach

Support vector machines (SVMs) are an important tool in modern data analysis. Traditionally, support vector machines have been fitted via quadratic programming, either using purpose-built or off-the-shelf algorithms. We present an alternative approach to SVM fitting via the majorization--minimization (MM) paradigm. Algorithms that are derived via MM algorithm constructions can be shown to monotonically decrease their objectives at each iteration, as well as be globally convergent to stationary points. We demonstrate the construction of iteratively-reweighted least-squares (IRLS) algorithms, via the MM paradigm, for SVM risk minimization problems involving the hinge, least-square, squared-hinge, and logistic losses, and 1-norm, 2-norm, and elastic net penalizations. Successful implementations of our algorithms are presented via some numerical examples