Composite likelihood inference for the Poisson log-normal model
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Cites work
- A note on composite likelihood inference and model selection
- Adaptive multiple importance sampling
- An overview of composite likelihood methods
- Asymptotic Statistics
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Composite likelihood Bayesian information criteria for model selection in high-dimensional data
- Composite likelihood estimation in multivariate data analysis
- Convergence of the Monte Carlo expectation maximization for curved exponential families.
- Graphical models, exponential families, and variational inference
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- Importance sampling: intrinsic dimension and computational cost
- Infinite-dimensional gradient-based descent for alpha-divergence minimisation
- Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
- Maximum Likelihood Algorithms for Generalized Linear Mixed Models
- On the convergence properties of the EM algorithm
- Pairwise likelihood inference in spatial generalized linear mixed models
- The jackknife estimate of variance
- The multivariate Poisson-log normal distribution
- The sample size required in importance sampling
- Variational inference for probabilistic Poisson PCA
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