Consistent estimation of the basic neighborhood of Markov random fields

DOI10.1214/009053605000000912MaRDI QIDQ2493548zbMATH OpenOpenAlexWikidataFDO

Authors Imre Csiszár, Zsolt Talata

Publication date 21 June 2006

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605323

zbMATH Keywords

model selectionpseudo-likelihoodinformation criterionGibbs measuretypicality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Random fields; image analysis (62M40) Random fields (60G60) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: For Markov random fields on $mathbb{Z}^d$ with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditional distribution at a site on the condition that the values at all other sites are given. A modification of the Bayesian Information Criterion, replacing likelihood by pseudo-likelihood, is proved to provide strongly consistent estimation from observing a realization of the field on increasing finite regions: the estimated basic neighborhood equals the true one eventually almost surely, not assuming any prior bound on the size of the latter. Stationarity of the Markov field is not required, and phase transition does not affect the results.

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