Joint estimation of parameters in Ising model (Q2196194)

The authors consider the problem of the joint estimation of the parameters \((\beta,B)\) in an Ising model of the form: \[ {\mathbf P}_{n,\beta,B} (\mathbf{X}=\mathbf{x}) = \frac 1 {Z_n(\beta,B)} e^{\frac \beta 2 \mathbf{x}'A_n\mathbf{x} + B\sum_{i=1}^n x_i} \] for \(\mathbf{x}\in\{-1,1\}^n\), based on a single observation \(\mathbf{X}\) from the model. Under mean-field assumptions and additional conditions on the row sums of the matrix \(A_n\), the consistency of the pseudo-likelihood estimator is proven. When the conditions on the row sums are removed, the pseudo-likelihood estimator may be inconsistent. This result has a notable consequence in graph theory, because the estimation of the parameters is harder when a regular graph of large degree is considered. This fact is also confirmed through a simulation study. All the theory is introduced in Section 1, while the remaining sections and the supplementary material are devoted to the rigorous proofs of the results.