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In this article, we discuss the composite likelihood estimation of sparse Gaussian graphical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the likelihood estimation can be…

Computation · Statistics 2012-08-22 Xin Gao , Helene Massam

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…

Computation · Statistics 2020-03-23 Thomas Whitaker , Boris Beranger , Scott A. Sisson

A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Methodology · Statistics 2024-12-10 Giuseppe Alfonzetti , Ruggero Bellio , Yunxiao Chen , Irini Moustaki

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

Methodology · Statistics 2021-04-06 Michele Lambardi di San Miniato , Nicola Sartori

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is among the most challenging problems in computational statistics, and current approaches typically rely on less expensive…

Computation · Statistics 2015-08-20 Stefano Castruccio , Raphaël Huser , Marc Genton

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

We describe discrete restricted Boltzmann machines: probabilistic graphical models with bipartite interactions between visible and hidden discrete variables. Examples are binary restricted Boltzmann machines and discrete naive Bayes models.…

Machine Learning · Statistics 2014-04-23 Guido Montufar , Jason Morton

Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although the maximum composite likelihood estimator has frequentist properties akin to those of…

Methodology · Statistics 2011-07-08 Mathieu Ribatet , Daniel Cooley , Anthony C. Davison

A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and…

Methodology · Statistics 2022-04-26 Zhendong Huang , Davide Ferrari

There are many advantages to use probability method for nonlinear system identification, such as the noises and outliers in the data set do not affect the probability models significantly; the input features can be extracted in probability…

Systems and Control · Computer Science 2018-06-08 Erick de la Rosa , Wen Yu

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

Machine Learning · Computer Science 2010-03-04 Joshua V Dillon , Guy Lebanon

Maximum composite likelihood estimation is a useful alternative to maximum likelihood estimation when data arise from data generating processes (DGPs) that do not admit tractable joint specification. We demonstrate that generic composite…

Methodology · Statistics 2021-06-29 Hien D Nguyen , Jessica Bagnall-Guerreiro , Andrew T Jones

The restricted maximum likelihood method enhances popularity of maximum likelihood methods for variance component analysis on large scale unbalanced data. As the high throughput biological data sets and the emerged science on uncertainty…

Computation · Statistics 2018-05-15 Shengxin Zhu , Andrew J Wathen

In this paper, we propose a maximum smoothed likelihood method to estimate the component density functions of mixture models, in which the mixing proportions are known and may differ among observations. The proposed estimates maximize a…

Methodology · Statistics 2014-07-14 Tao Yu , Pengfei Li , Jing Qin

The restricted Boltzmann machine is a network of stochastic units with undirected interactions between pairs of visible and hidden units. This model was popularized as a building block of deep learning architectures and has continued to…

Machine Learning · Computer Science 2018-06-20 Guido Montufar

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

Methodology · Statistics 2020-04-06 Qiong Li , Xiaoying Sun , Nanwei Wang

We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

The composite likelihood (CL) is amongst the computational methods used for estimation of the generalized linear mixed model (GLMM) in the context of bivariate meta-analysis of diagnostic test accuracy studies. Its advantage is that the…

Methodology · Statistics 2018-07-12 Aristidis K. Nikoloulopoulos

Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…

Statistics Theory · Mathematics 2014-01-08 Helen Ogden
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