Consistent inference of a general model using the pseudo-likelihood method

Alexander Mozeika; Onur Dikmen; Joonas Piili

doi:10.1103/physreve.90.010101

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arXiv · 1402.1578

Consistent inference of a general model using the pseudo-likelihood method

Alexander Mozeika·Onur Dikmen·Joonas Piili

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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.

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BibTeX RIS

Alexander Mozeika, Onur Dikmen, Joonas Piili. 2014-07-14. Consistent inference of a general model using the pseudo-likelihood method. https://doi.org/10.1103/physreve.90.010101

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