Consistent inference of a general model using the pseudolikelihood method

Alexander Mozeika, Onur Dikmen, Joonas Piili

    Research output: Contribution to journalArticleScientificpeer-review

    9 Citations (Scopus)
    119 Downloads (Pure)

    Abstract

    Recently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudolikelihood and likelihood functions. Furthermore, we show the consistency of the pseudolikelihood method for a general model.
    Original languageEnglish
    Article number010101
    Pages (from-to)1-3
    JournalPhysical Review E
    Volume90
    Issue number1
    DOIs
    Publication statusPublished - 2014
    MoE publication typeA1 Journal article-refereed

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