cshalizi + lebanon.guy   3

Non-Parametric Modeling of Partially Ranked Data
"Statistical models on full and partial rankings of n items are often of limited practical use for large n due to computational consideration. We explore the use of non-parametric models for partially ranked data and derive computationally efficient procedures for their use for large n. The derivations are largely possible through combinatorial and algebraic manipulations based on the lattice of partial rankings. A bias-variance analysis and an experimental study demonstrate the applicability of the proposed method."
to:NB  statistics  machine_learning  categorical_data  ordinal_data  information_retrieval  nonparametrics  lebanon.guy 
february 2012 by cshalizi
Stochastic Composite Likelihood
"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 continuous 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 demonstrate the effectiveness of the estimators when the computational resources are insufficient. They also demonstrate that in some cases reduced computational complexity is associated with robustness thereby increasing statistical accuracy."
likelihood  estimation  statistics  lebanon.guy  to_read 
november 2010 by cshalizi
[1003.0691] Statistical and Computational Tradeoffs in Stochastic Composite Likelihood
"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 continuous 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 demonstrate the effectiveness of the estimators when the computational resources are insufficient. They also demonstrate that in some cases reduced computational complexity is associated with robustness thereby increasing statistical accuracy."
statistics  estimation  likelihood  computational_statistics  lebanon.guy 
march 2010 by cshalizi

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