Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes

Daskalova, Nina

Serdica Journal of Computing (2010)

  • Volume: 4, Issue: 4, page 463-474
  • ISSN: 1312-6555

Abstract

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Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.* The research was partly supported by appropriated state funds for research allocated to Sofia University (contract 112/2010), Bulgaria.

How to cite

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Daskalova, Nina. "Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes." Serdica Journal of Computing 4.4 (2010): 463-474. <http://eudml.org/doc/11400>.

@article{Daskalova2010,
abstract = {Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.* The research was partly supported by appropriated state funds for research allocated to Sofia University (contract 112/2010), Bulgaria.},
author = {Daskalova, Nina},
journal = {Serdica Journal of Computing},
keywords = {Multitype Branching Processes; Offspring Distribution; Maximum Likelihood Estimation; Expectation Maximization; Stochastic Context-Free Grammars; Inside-Outside Algorithm; numerical examples; multitype branching processes; offspring distribution; maximum likelihood estimation; expectation maximization; stochastic context-free grammars; inside-outside algorithm},
language = {eng},
number = {4},
pages = {463-474},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes},
url = {http://eudml.org/doc/11400},
volume = {4},
year = {2010},
}

TY - JOUR
AU - Daskalova, Nina
TI - Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes
JO - Serdica Journal of Computing
PY - 2010
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 4
IS - 4
SP - 463
EP - 474
AB - Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.* The research was partly supported by appropriated state funds for research allocated to Sofia University (contract 112/2010), Bulgaria.
LA - eng
KW - Multitype Branching Processes; Offspring Distribution; Maximum Likelihood Estimation; Expectation Maximization; Stochastic Context-Free Grammars; Inside-Outside Algorithm; numerical examples; multitype branching processes; offspring distribution; maximum likelihood estimation; expectation maximization; stochastic context-free grammars; inside-outside algorithm
UR - http://eudml.org/doc/11400
ER -

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