Composite likelihood methods for histogram-valued random variables
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Abstract: Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the larger dataset. Recent work has developed likelihood-based methods that permit fitting models for the underlying data while only observing the distributional summaries. However, while powerful, when working with random histograms this approach rapidly becomes computationally intractable as the dimension of the underlying data increases. We introduce a composite-likelihood variation of this likelihood-based approach for the analysis of random histograms in dimensions, through the construction of lower-dimensional marginal histograms. The performance of this approach is examined through simulated and real data analysis of max-stable models for spatial extremes using millions of observed datapoints in more than dimensions. Large computational savings are available compared to existing model fitting approaches.
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Cited in
(7)- High-dimensional inference using the extremal skew-\(t\) process
- Analysis of dependent data aggregated into intervals
- Logistic Regression Models for Aggregated Data
- Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach
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