arXiv · 1602.03061
Minimum Conditional Description Length Estimation for Markov Random Fields
Abstract
In this paper we discuss a method, which we call Minimum Conditional Description Length (MCDL), for estimating the parameters of a subset of sites within a Markov random field. We assume that the edges are known for the entire graph $G=(V,E)$. Then, for a subset $U\subset V$, we estimate the parameters for nodes and edges in $U$ as well as for edges incident to a node in $U$, by finding the exponential parameter for that subset that yields the best compression conditioned on the values on the boundary $\partial U$. Our estimate is derived from a temporally stationary sequence of observations on the set $U$. We discuss how this method can also be applied to estimate a spatially invariant parameter from a single configuration, and in so doing, derive the Maximum Pseudo-Likelihood (MPL) estimate.
Explore related subjects
Keep this discovery
Matthew G. Reyes, David L. Neuhoff. 2016-02-09. Minimum Conditional Description Length Estimation for Markov Random Fields. https://arxiv.org/abs/1602.03061
Cite the original work for its findings. Save a collection to share your selection of sources.