Estimation in exponential families on permutations
Abstract
Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a computable approximation of the MLE are shown to be consistent. The pseudo-likelihood estimator of Besag is shown to be -consistent. An iterative algorithm (IPFP) is proved to converge to the limiting normalizing constant. The Mallows model with Kendall's Tau is also analyzed to demonstrate flexibility of the tools of this paper.
Cite
@article{arxiv.1307.0978,
title = {Estimation in exponential families on permutations},
author = {Sumit Mukherjee},
journal= {arXiv preprint arXiv:1307.0978},
year = {2016}
}
Comments
The presentation of the paper is changed. Proof of consistency of MLE and an approximation to the MLE is included. The convergence of the discrete IPFP algorithm is analyzed as opposed to the continuous version