Consistent inference of a general model using the pseudo-likelihood method
Disordered Systems and Neural Networks
2015-06-18 v2 Statistical Mechanics
Abstract
Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood functions. We use this relation to show consistency of the pseudo-likelihood method for a general model.
Cite
@article{arxiv.1402.1578,
title = {Consistent inference of a general model using the pseudo-likelihood method},
author = {Alexander Mozeika and Onur Dikmen and Joonas Piili},
journal= {arXiv preprint arXiv:1402.1578},
year = {2015}
}
Comments
A new more mathematically rigorous version accepted for publication in Physical Review E: Rapid Communication