A Generalized Fellegi–Sunter Framework for Multiple Record Linkage With Application to Homicide Record Systems
多文件记录链接的广义Fellegi–Sunter框架及凶杀记录应用AI 解读 ↓
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多文件记录链接的广义Fellegi–Sunter框架及凶杀记录应用AI 解读 ↓
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We present a probabilistic method for linking multiple datafiles. This task is not trivial in the absence of unique identifiers for the individuals recorded. This is a common scenario when linking census data to coverage measurement surveys for census coverage evaluation, and in general when multiple record systems need to be integrated for posterior analysis. Our method generalizes the Fellegi–Sunter theory for linking records from two datafiles and its modern implementations. The goal of multiple record linkage is to classify the record K-tuples coming from K datafiles according to the different matching patterns. Our method incorporates the transitivity of agreement in the computation of the data used to model matching probabilities. We use a mixture model to fit matching probabilities via maximum likelihood using the Expectation–Maximization algorithm. We present a method to decide the record K-tuples membership to the subsets of matching patterns and we prove its optimality. We apply our method to the integration of the three Colombian homicide record systems and perform a simulation study to explore the performance of the method under measurement error and different scenarios. The proposed method works well and opens new directions for future research.
适用于多资产的计算高效多元波动率模型
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可扩展的 VARMA 模型估计
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XMSE 感知的自适应经验贝叶斯估计
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准贝叶斯局部投影:同时推断及工具变量扩展
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局部识别但非全局识别的结构向量自回归
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线性矩条件准贝叶斯推断的改进延迟接受 MCMC
We develop a computationally efficient framework for quasi-Bayesian inference based on linear moment conditions. The approach employs a delayed acceptance Markov chain Monte Carlo (DA-MCMC) algorithm that uses a surrogate target kernel and a proposal distribution derived from an approximate conditional posterior, thereby exploiting the structure of the quasi-likelihood. Two implementations are introduced. DA-MCMC-Exact fully incorporates prior information into the proposal…