Theory: how sommer parameterizes and optimizes covariance structures1 days ago
Chapter 1: The linear mixed model and Henderson's equations | 1.1 The model | 1.2 Henderson's Mixed Model Equations (MME) | $$C\begin | 1.3 Where covariance structures come in | 1.4 Preview of the key distinction (developed in Chapter 4) | Chapter 2: Parameterization theory, explained from first principles | 2.1 Why we can't just let the computer search freely | 2.2 The working-parameter vector | 2.3 Transform family 1 — variances: the exponential map | 2.4 Transform family 2 — bounded quantities: logit and tanh | 2.5 Transform family 3 — many correlated quantities at once (factorizations) | 2.6 Why the reference level matters: avoiding scale confounding | Chapter 3: Catalog of covariance structures | 3.1 ism(x) — identity | 3.2 dsm(x, values, fixed, theta) / atm(x, levs, values, fixed) — heterogeneous diagonal variances | 3.3 csm(x, rho, fixed, variance, values) — compound symmetry | 3.4 ar1m/ar2m/ar3m/toeplitzm — autoregressive & general Toeplitz correlation | 3.5 mam/ma1m/ma2m — moving-average covariance | 3.6 corgm(x, theta, fixed) — general correlation matrix | 3.7 usm(x, theta, fixed) — general unstructured covariance | 3.8 fam(x, k, loadings, specific, fixed, variance) / rrm(x, k, loadings, fixed) — factor-analytic covariance | 3.9 antem(x, order, beta, innovations, fixed) — antedependence | 3.10 maternm(x, range, nu, fixed, distance) — Matérn spatial correlation | 3.11 sar(x, W, rho, fixed) — simultaneous autoregressive spatial covariance | 3.12 car(x, W, rho, fixed) — proper conditional autoregressive covariance | 3.13 ownm(x, K, fun, par, fixed, dfun) — user-defined shape | 3.14 covm(ran1, ran2, thetaC, theta, ...) — legacy two-random-effect helper | 3.15 Summary table | Chapter 4: REML, AI-REML, and ai_mme_sp2() | 4.1 The REML log-likelihood sommer maximizes | 4.2 The AI-REML update | 4.3 The core object: precision and its derivative | 4.4 Variance-type parameters: sparse/diagonal $B_k$ | 4.5 Correlation-type parameters: dense $B_k$ | 4.6 trust_cap: a second REML-stability mechanism tied to parameter type | 4.7 Summary: the full chain per parameter type | Chapter 5: Worked examples, one per structure | 5.1 ism() | 5.2 dsm() | 5.3 csm(), homogeneous | 5.4 csm(), heterogeneous | 5.5 ar1m() | 5.6 ar2m() / ar3m() / toeplitzm() | 5.7 mam() / ma1m() / ma2m() | 5.8 usm() | 5.9 corgm() | 5.10 fam() / rrm() | 5.11 antem() | 5.12 maternm() | 5.13 sar() | 5.14 car() | 5.15 ownm() | Chapter 6: End-to-end numerical trace, from $\eta$ to the REML objective | 6.1 A 4-observation, 2-line x 2-trait toy data set | 6.2 Step 1 — working parameters to the shape and its precision (Chapter 2-3) | 6.3 Step 2 — precision to Henderson's $C$ matrix (Chapter 1) | 6.4 Step 3 — solving the MME (BLUEs/BLUPs depend on $\eta$) | 6.5 Step 4 — from the MME solution to the REML ingredients (Chapter 4.1) | 6.6 Step 5 — perturbing $\eta$: where the score/AI-matrix machinery lives | Where to go from here
sommer 4.4.95sommer development teamsommer.theory.Rmd