論文

査読有り 国際誌
2021年12月

Hamiltonian Monte Carlo method for estimating variance components.

Animal science journal = Nihon chikusan Gakkaiho
  • Aisaku Arakawa
  • ,
  • Takeshi Hayashi
  • ,
  • Masaaki Taniguchi
  • ,
  • Satoshi Mikawa
  • ,
  • Motohide Nishio

92
1
開始ページ
e13575
終了ページ
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1111/asj.13575

A Hamiltonian Monte Carlo algorithm is a Markov chain Monte Carlo method, and the method has a potential to improve estimating parameters effectively. Hamiltonian Monte Carlo is based on Hamiltonian dynamics, and it follows Hamilton's equations, which are expressed as two differential equations. In the sampling process of Hamiltonian Monte Carlo, a numerical integration method called leapfrog integration is used to approximately solve Hamilton's equations, and the integration is required to set the number of discrete time steps and the integration stepsize. These two parameters require some amount of tuning and calibration for effective sampling. In this study, we applied the Hamiltonian Monte Carlo method to animal breeding data and identified the optimal tunings of leapfrog integration for normal and inverse chi-square distributions. Then, using real pig data, we revealed the properties of the Hamiltonian Monte Carlo method with the optimal tuning by applying models including variance explained by pedigree information or genomic information. Compared with the Gibbs sampling method, the Hamiltonian Monte Carlo method had superior performance in both models. We have provided the source codes of this method written in the Fortran language at https://github.com/A-ARAKAWA/HMC.

リンク情報
DOI
https://doi.org/10.1111/asj.13575
PubMed
https://www.ncbi.nlm.nih.gov/pubmed/34227195
ID情報
  • DOI : 10.1111/asj.13575
  • PubMed ID : 34227195

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