University of Warwick CRiSM / Dept of Statistics
and
ESRC National Centre for Research Methods, Lancaster-Warwick node
SEMINAR
--
Monday 19 September, 2pm
Dr CRISTIANO VARIN (Padua)
"Composite Marginal Likelihood Inference"
In a number of applications, the presence of large sets of correlated
data or the specification of complex models make unfeasible the use of
the likelihood function, since too computationally demanding. One
possibility is to avoid ordinary likelihood methods, or Bayesian
strategies, and to adopt simpler pseudolikelihoods, like those
belonging to the composite likelihood class. A composite likelihood
consists in a combination of valid likelihood objects typically related
to small subsets of data. It has good theoretical properties and it
behaves well in many challenging applications. Examples include spatial
statistics, multivariate survival analysis, generalized linear mixed
models, frailty models, genetics.
In this talk, I will discuss the main properties of composite marginal
likelihoods, like the pairwise likelihood and its extensions. Time
series applications will be considered.
--
All welcome. See http://www.warwick.ac.uk/go/crism/news/seminars for
more information.
