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

Tutkimustuotos: Lehtiartikkeli › Article › Scientific › vertaisarvioitu

13 Sitaatiot (Scopus)

169 Lataukset (Pure)

Abstrakti

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.

Alkuperäiskieli	Englanti
Artikkeli	010101
Sivut	1-3
Julkaisu	Physical Review E
Vuosikerta	90
Numero	1
DOI - pysyväislinkit	https://doi.org/10.1103/PhysRevE.90.010101
Tila	Julkaistu - 2014
OKM-julkaisutyyppi	A1 Julkaistu artikkeli, soviteltu

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10.1103/PhysRevE.90.010101

PhysRevE.90.010101Final published version, 81,7 KB

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

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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",

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AU - Dikmen, Onur

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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

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JO - Physical Review E

JF - Physical Review E

SN - 2470-0045

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Consistent inference of a general model using the pseudolikelihood method

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