A fast and efficient estimation of the parameters of a model of accident frequencies via an MM algorithm
Summary: In this paper, we consider a multivariate statistical model of accident frequencies having a variable number of parameters and whose parameters are dependent and subject to box constraints and linear equality constraints. We design a minorization-maximization (MM) algorithm and an accelerated MM algorithm to compute the maximum likelihood estimates of the parameters. We illustrate, through simulations, the performance of our proposed MM algorithm and its accelerated version by comparing them to Newton-Raphson (NR) and quasi-Newton algorithms. The results suggest that the MM algorithm and its accelerated version are better in terms of convergence proportion and, as the number of parameters increases, they are also better in terms of computation time.
- On Estimating the Parameters of a Bivariate Probability Model Applicable to Traffic Accidents
- An MM algorithm for constrained estimation in a road safety measure modeling
- Existence, uniqueness and strong consistency of the maximum likelihood estimator for a model of accidents frequencies
- On the maximum likelihood estimator for a discrete multivariate crash frequencies model
- A stochastic model for the number of accidents and a class of distributions for the number of fatalities
- An automated profile-likelihood-based algorithm for fast computation of the maximum likelihood estimate in a statistical model for crash data
- Modelling trends in road accident frequency -- Bayesian inference for rates with uncertain exposure
- Random-parameter multivariate negative binomial regression for modeling impacts of contributing factors on the crash frequency by crash types
- A quasi-Newton acceleration for high-dimensional optimization algorithms
- An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- Derivative-free optimization methods
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- scientific article; zbMATH DE number 5359577 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 756188 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- MM optimization algorithms
- Multidimensional estimation of control and the mean effect of a road safety measure
- On the maximum likelihood estimator for a discrete multivariate crash frequencies model
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- On the maximum likelihood estimator for a discrete multivariate crash frequencies model
- On Estimating the Parameters of a Bivariate Probability Model Applicable to Traffic Accidents
- An MM algorithm for constrained estimation in a road safety measure modeling
- A cyclic algorithm for maximum likelihood estimation using Schur complement.
- An automated profile-likelihood-based algorithm for fast computation of the maximum likelihood estimate in a statistical model for crash data
This page was built for publication: A fast and efficient estimation of the parameters of a model of accident frequencies via an MM algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6097686)
