Simple reparameterization to improve convergence in linear mixed models

Slow convergence and mixing are one of the main problems of Markov chain Monte Carlo (McMC) algorithms applied to mixed models in animal breeding. Poor convergence is to a large extent caused by high posterior correlation between variance components and solutions for the levels of associated effects. A simple reparameterization of the conventional model for variance component estimation is presented which improves McMC sampling and provides the same posterior distributions as the conventional model. Reparameterization is based on the rescaling of hierarchical (random) effects in a model, which alleviates posterior correlation. The developed model is compared against the conventional model using several simulated data sets. Results show that presented reparameterization has better behaviour of associated sampling methods and is several times more efficient for the low values of heritability.

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Bibliographic Details
Main Authors: Gorjanc, G., Flisar, T., Martínez-Ávila, J. C., García-Cortés, L. A.
Format: journal article biblioteca
Language:eng
Published: 2010
Online Access:http://hdl.handle.net/20.500.12792/5169
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