The multilevel hierarchical data EM-algorithm. Applications to discrete-time Markov chain epidemic models

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Abstract

The theory of multilevel hierarchical data Expectation Maximization (EM)-algorithm is introduced via discrete time Markov chain (DTMC) epidemic models. A general model for a multilevel hierarchical discrete data is derived. The observed sample Y in the system is a stochastic incomplete data, and the missing data Z exhibits a multilevel hierarchical data structure. The EM-algorithm to find ML-estimates for parameters in the stochastic system is derived. Applications of the EM-algorithm are exhibited in the two DTMC models, to find ML-estimates of the system parameters. Numerical results are given for influenza epidemics in the state of Georgia (GA), USA.

Original languageEnglish
Article numbere12622
JournalHeliyon
Volume8
Issue number12
DOIs
StatePublished - Dec 2022

Keywords

  • Chain binomial models
  • EM-algorithm
  • Hierarchical data estimation
  • Maximum likelihood estimator
  • SEIR epidemic models
  • Statistical inference

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