A maximum likelihood algorithm for the estimation and renormalization of exponential densities

Panagiotis Stinis

doi:10.1016/j.jcp.2005.03.001

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A maximum likelihood algorithm for the estimation and renormalization of exponential densities

Panagiotis Stinis

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Abstract

We present an algorithm based on maximum likelihood for the estimation and renormalization (marginalization) of exponential densities. The moment-matching problem resulting from the maximization of the likelihood is solved as an optimization problem using the Levenberg-Marquardt algorithm. In the case of renormalization, the moments needed to set up the moment-matching problem are evaluated using Swendsen's renormalization method. We focus on the renormalization version of the algorithm, where we demonstrate its use by computing the critical temperature of the two-dimensional Ising model. Possible applications of the algorithm are discussed.

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Panagiotis Stinis. 2004-09-14. A maximum likelihood algorithm for the estimation and renormalization of exponential densities. https://doi.org/10.1016/j.jcp.2005.03.001

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