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

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.

Keywords

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