Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables

Pairwise likelihood is a limited information estimation method that has also been used for estimating the parameters of latent variable and structural equation models. Pairwise likelihood is a special case of composite likelihood methods that uses lower order conditional or marginal log-likelihoods instead of the full log-likelihood. The composite likelihood to be maximized is a weighted sum of marginal or conditional log-likelihoods. Weighting has been proposed for increasing efficiency but the choice of weights is not straightforward in most applications. Furthermore, the importance of leaving out higher order scores to avoid duplicating lower order marginal information has been pointed out. In this paper, we approach the problem of weighting from a sampling perspective. More especially, we propose a sampling method for selecting pairs based on their contribution to the total variance from all pairs. The sampling approach does not aim to increase efficiency but to decrease the estimation time, especially in models with a large number of observed categorical variables. We demonstrate the performance of the proposed methodology using simulated examples and a real application

Scalable Population Synthesis with Deep Generative Modeling

Population synthesis is concerned with the generation of synthetic yet realistic representations of populations. It is a fundamental problem in the modeling of transport where the synthetic populations of micro-agents represent a key input to most agent-based models. In this paper, a new methodological framework for how to 'grow' pools of micro-agents is presented. The model framework adopts a deep generative modeling approach from machine learning based on a Variational Autoencoder (VAE). Compared to the previous population synthesis approaches, including Iterative Proportional Fitting (IPF), Gibbs sampling and traditional generative models such as Bayesian Networks or Hidden Markov Models, the proposed method allows fitting the full joint distribution for high dimensions. The proposed methodology is compared with a conventional Gibbs sampler and a Bayesian Network by using a large-scale Danish trip diary. It is shown that, while these two methods outperform the VAE in the low-dimensional case, they both suffer from scalability issues when the number of modeled attributes increases. It is also shown that the Gibbs sampler essentially replicates the agents from the original sample when the required conditional distributions are estimated as frequency tables. In contrast, the VAE allows addressing the problem of sampling zeros by generating agents that are virtually different from those in the original data but have similar statistical properties. The presented approach can support agent-based modeling at all levels by enabling richer synthetic populations with smaller zones and more detailed individual characteristics.Comment: 27 pages, 15 figures, 4 table

Models for Paired Comparison Data: A Review with Emphasis on Dependent Data

Thurstonian and Bradley-Terry models are the most commonly applied models in the analysis of paired comparison data. Since their introduction, numerous developments have been proposed in different areas. This paper provides an updated overview of these extensions, including how to account for object- and subject-specific covariates and how to deal with ordinal paired comparison data. Special emphasis is given to models for dependent comparisons. Although these models are more realistic, their use is complicated by numerical difficulties. We therefore concentrate on implementation issues. In particular, a pairwise likelihood approach is explored for models for dependent paired comparison data, and a simulation study is carried out to compare the performance of maximum pairwise likelihood with other limited information estimation methods. The methodology is illustrated throughout using a real data set about university paired comparisons performed by students.Comment: Published in at http://dx.doi.org/10.1214/12-STS396 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Nested Partially-Latent Class Models for Dependent Binary Data; Estimating Disease Etiology

The Pneumonia Etiology Research for Child Health (PERCH) study seeks to use modern measurement technology to infer the causes of pneumonia for which gold-standard evidence is unavailable. The paper describes a latent variable model designed to infer from case-control data the etiology distribution for the population of cases, and for an individual case given his or her measurements. We assume each observation is drawn from a mixture model for which each component represents one cause or disease class. The model addresses a major limitation of the traditional latent class approach by taking account of residual dependence among multivariate binary outcome given disease class, hence reduces estimation bias, retains efficiency and offers more valid inference. Such "local dependence" on a single subject is induced in the model by nesting latent subclasses within each disease class. Measurement precision and covariation can be estimated using the control sample for whom the class is known. In a Bayesian framework, we use stick-breaking priors on the subclass indicators for model-averaged inference across different numbers of subclasses. Assessment of model fit and individual diagnosis are done using posterior samples drawn by Gibbs sampling. We demonstrate the utility of the method on simulated and on the motivating PERCH data.Comment: 30 pages with 5 figures and 1 table; 1 appendix with 4 figures and 1 tabl