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The University of Southampton
Southampton Statistical Sciences Research Institute

Issues in construction of a composite likelihood, with a detailed biclustering example Seminar

Time:
13:00
Date:
8 February 2013
Venue:
Building 39 Room 3013

For more information regarding this seminar, please email Mrs Jane Revell at j.revell@southampton.ac.uk .

Event details

Methodology seminar

Abstract
Composite likelihood has gained considerable momentum as a method of creating computationally tractable objective functions for a likelihood type analysis. We provide an example of a two way mixture model where the calculation difficulties make the problem intractable when there are many rows and columns. We then develop a composite likelihood that seems to capture much of the statistical information of the original problem. The composite likelihood is simple enough that we can repeatedly compute estimates to use for assessment of variability and for cross-validation for model assessment.

Speaker information

Professor Bruce Lindsay , Pennsylvania State University. Eberly Chair in Statistics

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