Consistent inference of a general model using the pseudolikelihood method

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Researchers

  • Alexander Mozeika
  • Onur Dikmen
  • Joonas Piili

Research units

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.

Details

Original languageEnglish
Article number010101
Pages (from-to)1-3
JournalPhysical Review E
Volume90
Issue number1
Publication statusPublished - 2014
MoE publication typeA1 Journal article-refereed

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ID: 949601