Chunk #66 — Online Methods — Estimate π by maximum likelihood.

Source

Flexible statistical methods for estimating and testing effects in genomic studies with multiple conditions.

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yes

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Assuming independence of the rows of B^, the likelihood for π is L(π) :=p(B^ | π,U,V)=∏j=1Jp(b^j | π, U,Vj)=∏j=1J∑p=1PπpNR(b^j;0, Σp+Vj)