Figure 9

Effects of parameter perturbation on decay-dimerization cross-entropy phase. Red, blue, green, and orange lines represent MCEM² parameter estimates${\widehat{\theta }}_1$,${\widehat{\theta }}_2$,${\widehat{\theta }}_3$, and${\widehat{\theta }}_4$, respectively, as a function of cross-entropy (CE) phase iteration number. Solid lines display parameter values observed using perturbation (λ = .25), while dotted lines depict parameter values obtained without perturbation (λ = 0). Perturbation substantially accelerated completion of the CE phase, both in number of iterations (23 versus 152) and, more strikingly, in simulation time (59 s versus 32 min). Final CE phase parameter estimates were approximately the same whether or not perturbation was used.