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arXiv · 2412.04956

Fast Estimation of the Composite Link Model for Multidimensional Grouped Counts

Carlo G. Camarda·María Durbán
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Abstract

This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective in these contexts, its application becomes computationally challenging in large, high-dimensional settings. To overcome this, we propose a reformulated iterative estimation procedure that leverages Generalized Linear Array Models, enabling the disaggregation and smooth estimation of latent distributions in multidimensional data. Through simulation studies and applications to high-dimensional mortality datasets, we demonstrate the model's capability to capture fine-grained patterns while comparing its computational performance to the conventional algorithm. The proposed methodology offers notable improvements in computational speed, storage efficiency, and practical applicability, making it suitable for a wide range of fields in which high-dimensional data are provided in grouped formats.

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Carlo G. Camarda, María Durbán. 2024-12-06. Fast Estimation of the Composite Link Model for Multidimensional Grouped Counts. https://arxiv.org/abs/2412.04956

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