Báo cáo sinh học: "Parameter expansion for estimation of reduced rank covariance matrices (Open Access publication)" potx
Báo cáo sinh học: "Parameter expansion for estimation of reduced rank covariance matrices (Open Access publication)" potx
... 10.1051/gse:2007032
Original article
Parameter expansion for estimation
of reduced rank covariance matrices
(
Open Access publication)
Karin Meyer
∗
Animal Genetics and Breeding Unit
∗∗
, University of New England,
Armidale ... 1). Hence, implementation of an EM
algorithm for reduced rank estimation requires part of a second set of MME –
proportional to the n...
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considered
for
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sire
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The
performances
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their
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were
introduced
in
the
analysis
in
order
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improve
the
accuracy
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the
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fixed
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the
year-season
of
calving,
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the
age
at
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approach
for
the
estimation
of
covariance
matrices
in
linear
stochastic
models,
as
implemented
in
the
current
version
of
the
VCE
package
for
covariance
component
estimation ...
distinguished
by
their
covariance
matrices.
The
model
equation
for
an
element v
of
type y
has
the
form
Here
All
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matrix
of
the
block
of
eq...
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second
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Taylor
series
expansions
Whe
wish
to
find
the
mode
of
the
marginal
distribution
of
Jfl
(or
maximum
of
the
marginal
likelihood
of
the
data)
by
recourse
to ...
to
joint
estimation
ofp
and
u.
When
the
prior
density
assigned
to
U2
is
flat,
then
the
mode
of
the
marginal
posterior
distribution
of
Jfl
is
identical
to
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showing
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cells
for
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number
of
Ag-NORs
are
presented
in
figure
2.
MCh
twins
had
similar
profiles
for
each
NOR-bearing
chromosome
and
for
the
total
number ...
existed.
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embryo
differed
from
all
others
either
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the
frequency
of
staining
of
Ag-NORs,
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for
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Ag-spot
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matrix.
Elements
of
the
matrices
of
derivatives
of
L
are
subsets
of
elements
of
L,
ie,
exist
only
for
non-zero
elements
of
L.
Thus
the
same
system
of
pointers
can
be
used
for ...
derivatives
of
M
are
of
the
form
with
QR
standing
in
turn
for
and
for
first
and
second
derivatives,
respectively.
As
outlined
above,
R
is
blockdiago...