Consistent inference of a general model using the pseudolikelihood method

Alexander Mozeika; Onur Dikmen; Joonas Piili

doi:10.1103/PhysRevE.90.010101

Consistent inference of a general model using the pseudolikelihood method

Alexander Mozeika, Onur Dikmen, Joonas Piili

Research output: Contribution to journal › Article › Scientific › peer-review

13 Citations (Scopus)

167 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 language	English
Article number	010101
Pages (from-to)	1-3
Journal	Physical Review E
Volume	90
Issue number	1
DOIs	https://doi.org/10.1103/PhysRevE.90.010101
Publication status	Published - 2014
MoE publication type	A1 Journal article-refereed

Access to Document

10.1103/PhysRevE.90.010101

PhysRevE.90.010101Final published version, 81.7 KB

OpenUrl availability

Full text

Cite this

@article{d2bbf741239f425996260ffdc562e1ba,

title = "Consistent inference of a general model using the pseudolikelihood method",

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.",

author = "Alexander Mozeika and Onur Dikmen and Joonas Piili",

note = "VK: coin",

year = "2014",

doi = "10.1103/PhysRevE.90.010101",

language = "English",

volume = "90",

pages = "1--3",

journal = "Physical Review E",

issn = "2470-0045",

publisher = "American Physical Society",

number = "1",

}

TY - JOUR

T1 - Consistent inference of a general model using the pseudolikelihood method

AU - Mozeika, Alexander

AU - Dikmen, Onur

AU - Piili, Joonas

N1 - VK: coin

PY - 2014

Y1 - 2014

N2 - 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.

AB - 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.

UR - http://link.aps.org/doi/10.1103/PhysRevE.90.010101

U2 - 10.1103/PhysRevE.90.010101

DO - 10.1103/PhysRevE.90.010101

M3 - Article

VL - 90

SP - 1

EP - 3

JO - Physical Review E

JF - Physical Review E

SN - 2470-0045

IS - 1

M1 - 010101

ER -

Consistent inference of a general model using the pseudolikelihood method

Abstract

Access to Document

OpenUrl availability

Other files and links

Fingerprint

Cite this