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A randomized pairwise likelihood method for complex statistical inferences

Abstract : Pairwise likelihood methods are commonly used for inference in parametric statistical models in cases where the full likelihood is too complex to be used, such as multivariate count data. Although pairwise likelihood methods represent a useful 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 observations 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 breaks the correlation structure between the individual bivariate likelihoods, allowing much more computationally inexpensive confidence intervals to be constructed. The proposed approach is illustrated in tandem with copula-based models for multivariate continuous and count data in simulations, and in real data from microbiome and transcriptome applications.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03126621
Contributor : Gildas Mazo <>
Submitted on : Sunday, January 31, 2021 - 11:19:46 PM
Last modification on : Thursday, May 6, 2021 - 10:54:28 AM
Long-term archiving on: : Saturday, May 1, 2021 - 6:27:02 PM

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  • HAL Id : hal-03126621, version 1

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Gildas Mazo, Dimitris Karlis, Andrea Rau. A randomized pairwise likelihood method for complex statistical inferences. 2021. ⟨hal-03126621⟩

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