Improving upon the effective sample size based on Godambe information for block likelihood inference

TL;DR

This paper investigates how the arrangement of spatial points within blocks affects the effective sample size based on Godambe information in block likelihood inference, proposing strategies to improve inference efficiency for large correlated datasets.

Contribution

It introduces an analysis of block point arrangements on effective sample size, providing analytical results for AR(1) models and insights applicable to more complex correlation models.

Findings

Spreading out points within blocks increases effective sample size.

Analytical results derived for AR(1) models.

Guidelines for block design to optimize inference efficiency.

Abstract

We consider the effective sample size, based on Godambe information, for block likelihood inference which is an attractive and computationally feasible alternative to full likelihood inference for large correlated datasets. With reference to a Gaussian random field having a constant mean, we explore how the choice of blocks impacts this effective sample size. It is seen that spreading out the spatial points within each block, instead of keeping them close together, can lead to considerable gains while retaining computational simplicity. Analytical results in this direction are obtained under the AR(1) model. The insights so found facilitate the study of other models, including correlation models on a plane, where closed form expressions are intractable.