We are glad to announce the following Statistics Seminar:
Friday, October 28, 11.30 a.m.
Davide Ferrari
(Free University of Bozen-Bolzano)
Fast Construction of Optimal Composite Likelihoods
Abstract
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 statistical properties of the resulting estimator, currently there does not seem to exist a universal rule to combine low-dimensional likelihood objects that is statistically justified and fast in execution. This paper develops a methodology to select and combine the most informative low-dimensional likelihoods from a large set of candidates while carrying out parameter estimation. The new procedure minimizes the distance between composite likelihood and full likelihood scores subject to a constraint representing the afforded computing cost. The selected composite likelihood is sparse in the sense that it contains a relatively small number of informative sub-likelihoods while the noisy terms are dropped. The resulting estimator is found to have asymptotic variance close to that of the minimum-variance estimator constructed using all the low-dimensional likelihoods.
Preprint on Statistica Sinica https://www3.stat.sinica.edu.tw/ss_newpaper/SS-2021-0235_na.pdf
Room 2, Piazza Scaravilli 2, Bologna
Link for attending the event: Fai clic qui per partecipare alla riunionehttps://teams.microsoft.com/l/meetup-join/19%3ameeting_ZjY4MjE4MDQtYmM3Mi00OWE3LWE3MDctMGI5ODEwNjRiMWRl%40thread.v2/0?context=%7b%22Tid%22%3a%22e99647dc-1b08-454a-bf8c-699181b389ab%22%2c%22Oid%22%3a%227e2f9ad3-2ed9-4de5-92d7-0410f174dfda%22%7d
Contact person: Simone Giannerini
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PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A Theme issue ‘DNA as informationhttps://royalsocietypublishing.org/toc/rsta/374/2063’ edited by Julyan H.E. Cartwright, Simone Giannerini and Diego L. González _________________________________________________________________
Simone Giannerini Dipartimento di Scienze Statistiche "Paolo Fortunati" Universita' di Bologna Via delle belle arti 41 - 40126 Bologna, ITALY Tel: +39 051 2098262 Fax: +39 051 232153 https://www.unibo.it/sitoweb/simone.giannerini/ ______________________________________________________ ________________________________