Composite Likelihood. Group reading activity. 6 hours

Prof.ssa Monia Lupparelli

Week 7 - Mon 03/19    10:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
               Tue   03/20   10:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
               Thu   03/22   10:00-12:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41

 * Topics:

- Composite (conditional and marginal) Likelihood: inference and model selection

A selection of papers for the group reading activity:

- Cox D. R. and Reid, N. (2004). A note on pseudolikelihood constructed from marginal densities. Biometrika, 91, 729-737
- Davis, R. A. and Yau, C. Y. (2011). Comments on pairwise likelihood in time series models. Statistica Sinica, 21, 255-277.
- Gao, X. and Song, P. X-K. (2010). Composite likelihood Bayesian information criteria for model selection in high-dimensional data. Journal of the American Statistical Association, 105, 1531-1540
- Gao, X. and Song, P. X-K. (2011). Composite likelihood EM algorithm with applications to multivariate hidden Markov model. Statistica Sinica, 21, 165-185.
- Hjort, N. L. and Varin, C. (2008). ML, PL, QL in Markov chain models. Scandinavian Journal of Statistics, 35, 64-82.
- Kuk, A. Y. C. and Nott, D. J. (2000). A pairwise likelihood approach to analyzing correlated binary data. Statistics and Probability Letters, 47, 329-335.
- Le Cessie, S. and van Houwelingen, J. C. (1994). Logistic regression for correlated binary data. Journal of the Royal Statistical Society, Series C, 43, 95-108
- Mardia, K. V., Kent, J. T., Hughes, G. and Taylor, C. C. (2009). Maximum likelihood estimation using composite likelihoods for closed exponential families. Biometrika, 96, 975-982.
- Renard, D., Molenberghs, G. and Geys, H. (2004). A pairwise likelihood approach to estimation in multilevel probit models. Computational Statistics and Data Analysis, 44, 649-667
- Varin C. and Vidoni, P. (2005). A note on composite likelihood inference and model selection. Biometrika, 92, 519-528
- Xu, X. and Reid, N. (2011). On the robustness of maximum likelihood estimate. Journal of Statistical Planning and Inference, 141, 3047-3054.

* References:

Some seminal papers:

- Besag, J. (1974). Spatial interaction and the statistical analysis of lattice systems (with Discussion). Journal of the Royal Statistical Society, Series, B 36, 192–236.
- Cox, D. R. (1975). Partial likelihood. Biometrika, 62, 269-276.
- Lindsay, B. G. (1988). Composite likelihood methods. Contemporary Mathematics, 80, 221–39.

 A review paper:

 - Varin, C., Reid, N. and Firth, D. (2011). An overview of composite likelihood methods. Statistica Sinica, 21, 5-42