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Preprints, Working Papers, ...

A randomized pairwise likelihood method for complex statistical inferences

Abstract : Pairwise likelihood methods are commonly used for inference in parametric sta- tistical models in cases where the full likelihood is too complex to be used, such as multivariate count data. Although pairwise likelihood methods represent a use- ful solution to perform inference for intractable likelihoods, several computational challenges remain. The pairwise likelihood function still requires the computation of a sum over all pairs of variables and all observations, which may be prohibitive in high dimensions. Moreover, it may be difficult to calculate confidence intervals of the resulting estimators, as they involve summing all pairs of pairs and all of the four-dimensional marginals. To alleviate these issues, we consider a randomized pairwise likelihood approach, where only summands randomly sampled across ob- servations and pairs are used for the estimation. In addition to the usual tradeoff between statistical and computational efficiency, it is shown that, under a condition on the sampling parameter, this two-way random sampling mechanism makes the individual bivariate likelihood scores become asymptotically independent, allowing more computationally efficient confidence intervals to be constructed. The proposed approach is illustrated in tandem with copula-based models for multivariate count data in simulations, and in real data from a transcriptome study.
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Preprints, Working Papers, ...
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Contributor : Gildas Mazo Connect in order to contact the contributor
Submitted on : Thursday, February 24, 2022 - 10:54:28 AM
Last modification on : Tuesday, April 12, 2022 - 11:24:01 AM


  • HAL Id : hal-03126620, version 2


Gildas Mazo, Dimitris Karlis, Andrea Rau. A randomized pairwise likelihood method for complex statistical inferences. 2022. ⟨hal-03126620v2⟩



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