Identifiability Analysis Using Data Cloning
Autor(a) principal: | |
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Data de Publicação: | 2024 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | https://doi.org/10.57805/revstat.v22i1.457 |
Resumo: | Lack of identifiability in statistical models may hinder unique inferential conclusions. Therefore, the search for parametric constraints that ensure identifiability is of utmost importance in statistics. However, for complex modeling strategies, even acquiring the knowledge that the model is unidentifiable may prove very difficult. In this paper, we investigate the use of Data Cloning, a modern algorithm for classical inference in latent variable models, as a tool for assessing model identifiability. We discuss its advantages and disadvantages and illustrate its use with a dynamic linear model. |
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oai:revstat:article/457 |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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7160 |
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Identifiability Analysis Using Data Cloningidentifiabilitydata cloningdynamic modelsMCMC algorithmsLack of identifiability in statistical models may hinder unique inferential conclusions. Therefore, the search for parametric constraints that ensure identifiability is of utmost importance in statistics. However, for complex modeling strategies, even acquiring the knowledge that the model is unidentifiable may prove very difficult. In this paper, we investigate the use of Data Cloning, a modern algorithm for classical inference in latent variable models, as a tool for assessing model identifiability. We discuss its advantages and disadvantages and illustrate its use with a dynamic linear model.Statistics Portugal2024-02-22info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://doi.org/10.57805/revstat.v22i1.457https://doi.org/10.57805/revstat.v22i1.457REVSTAT-Statistical Journal; Vol. 22 No. 1 (2024): REVSTAT-Statistical Journal; 87–110REVSTAT; Vol. 22 N.º 1 (2024): REVSTAT-Statistical Journal; 87–1102183-03711645-6726reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAPenghttps://revstat.ine.pt/index.php/REVSTAT/article/view/457https://revstat.ine.pt/index.php/REVSTAT/article/view/457/685Copyright (c) 2024 REVSTAT-Statistical Journalinfo:eu-repo/semantics/openAccessSartori Junior , José AugustoD’Elia Branco, Márcia2024-02-24T07:12:43Zoai:revstat:article/457Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:11:18.536663Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Identifiability Analysis Using Data Cloning |
title |
Identifiability Analysis Using Data Cloning |
spellingShingle |
Identifiability Analysis Using Data Cloning Sartori Junior , José Augusto identifiability data cloning dynamic models MCMC algorithms |
title_short |
Identifiability Analysis Using Data Cloning |
title_full |
Identifiability Analysis Using Data Cloning |
title_fullStr |
Identifiability Analysis Using Data Cloning |
title_full_unstemmed |
Identifiability Analysis Using Data Cloning |
title_sort |
Identifiability Analysis Using Data Cloning |
author |
Sartori Junior , José Augusto |
author_facet |
Sartori Junior , José Augusto D’Elia Branco, Márcia |
author_role |
author |
author2 |
D’Elia Branco, Márcia |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Sartori Junior , José Augusto D’Elia Branco, Márcia |
dc.subject.por.fl_str_mv |
identifiability data cloning dynamic models MCMC algorithms |
topic |
identifiability data cloning dynamic models MCMC algorithms |
description |
Lack of identifiability in statistical models may hinder unique inferential conclusions. Therefore, the search for parametric constraints that ensure identifiability is of utmost importance in statistics. However, for complex modeling strategies, even acquiring the knowledge that the model is unidentifiable may prove very difficult. In this paper, we investigate the use of Data Cloning, a modern algorithm for classical inference in latent variable models, as a tool for assessing model identifiability. We discuss its advantages and disadvantages and illustrate its use with a dynamic linear model. |
publishDate |
2024 |
dc.date.none.fl_str_mv |
2024-02-22 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://doi.org/10.57805/revstat.v22i1.457 https://doi.org/10.57805/revstat.v22i1.457 |
url |
https://doi.org/10.57805/revstat.v22i1.457 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
https://revstat.ine.pt/index.php/REVSTAT/article/view/457 https://revstat.ine.pt/index.php/REVSTAT/article/view/457/685 |
dc.rights.driver.fl_str_mv |
Copyright (c) 2024 REVSTAT-Statistical Journal info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Copyright (c) 2024 REVSTAT-Statistical Journal |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Statistics Portugal |
publisher.none.fl_str_mv |
Statistics Portugal |
dc.source.none.fl_str_mv |
REVSTAT-Statistical Journal; Vol. 22 No. 1 (2024): REVSTAT-Statistical Journal; 87–110 REVSTAT; Vol. 22 N.º 1 (2024): REVSTAT-Statistical Journal; 87–110 2183-0371 1645-6726 reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
|
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1799137763351592960 |