English

Estimation of Network structures from partially observed Markov random fields

Statistics Theory 2011-08-16 v1 Statistics Theory

Abstract

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We study the consistency of the estimator and derive a bound on its rate of convergence. The results obtained relate the rate of convergence of the estimator to the extent of the missing data problem. We report some simulation results that empirically validate some of the theoretical findings.

Keywords

Cite

@article{arxiv.1108.2835,
  title  = {Estimation of Network structures from partially observed Markov random fields},
  author = {Yves F. Atchade},
  journal= {arXiv preprint arXiv:1108.2835},
  year   = {2011}
}

Comments

24 pages 1 figure

R2 v1 2026-06-21T18:50:14.255Z