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 the estimators resolve the computation-accuracy tradeoff differently, and taken together they span a continu-ous spectrum of computation-accuracy tradeoff resolutions. We prove the consistency of the estimators, provide formulas for their asymptotic variance, statistical robustness, and computational complexity. We discuss experimental results in the context of Boltzmann machines and conditional random fields. The theoretical and experimental studies demon-strate the effectiveness of the estimators when ...
The notion of likelihood function plays a central role in classical statistical inference, in partic...
While likelihood-based inference and its variants provide a statistically efficient and widely appli...
<p>A maximum likelihood methodology for the parameters of models with an intractable likelihood is i...
A composite likelihood is usually constructed by multiplying a collection of lower dimensional margi...
In general state space models, where the computational effort required in the evaluation of the full...
In general state space models, where the computational effort required in the evaluation of the full...
Composite likelihoods are a class of alternatives to the full likelihood which may be used for infer...
Gibbs random fields play an important role in statistics, for example the autologistic model is comm...
AbstractIt is shown, under mild regularity conditions on the random information matrix, that the max...
Composite likelihood inference has gained much popularity thanks to its computational manageability ...
International audienceIn this paper, we propose a unified view of gradient-based algorithms for stoc...
A composite likelihood consists of a combination of valid likelihood objects, and in particular it i...
A composite likelihood consists of a combination of valid likelihood objects, and in particular it i...
A maximum likelihood methodology for the parameters of models with an intractable likelihood is intr...
Composite likelihood inference has gained much popularity thanks to its computational manageability ...
The notion of likelihood function plays a central role in classical statistical inference, in partic...
While likelihood-based inference and its variants provide a statistically efficient and widely appli...
<p>A maximum likelihood methodology for the parameters of models with an intractable likelihood is i...
A composite likelihood is usually constructed by multiplying a collection of lower dimensional margi...
In general state space models, where the computational effort required in the evaluation of the full...
In general state space models, where the computational effort required in the evaluation of the full...
Composite likelihoods are a class of alternatives to the full likelihood which may be used for infer...
Gibbs random fields play an important role in statistics, for example the autologistic model is comm...
AbstractIt is shown, under mild regularity conditions on the random information matrix, that the max...
Composite likelihood inference has gained much popularity thanks to its computational manageability ...
International audienceIn this paper, we propose a unified view of gradient-based algorithms for stoc...
A composite likelihood consists of a combination of valid likelihood objects, and in particular it i...
A composite likelihood consists of a combination of valid likelihood objects, and in particular it i...
A maximum likelihood methodology for the parameters of models with an intractable likelihood is intr...
Composite likelihood inference has gained much popularity thanks to its computational manageability ...
The notion of likelihood function plays a central role in classical statistical inference, in partic...
While likelihood-based inference and its variants provide a statistically efficient and widely appli...
<p>A maximum likelihood methodology for the parameters of models with an intractable likelihood is i...