Consistency of likelihood estimation for Gibbs point processes

DOI10.1214/16-AOS1466zbMATH Open1371.62021OpenAlexW563845060MaRDI QIDQ2012204FDOQ2012204

Authors David Dereudre, Frédéric Lavancier 

Publication date 28 July 2017

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

Full work available at URL https://arxiv.org/abs/1506.02887

zbMATH Keywords

parametric estimationlikelihood estimationvariational principleStrauss modelLennard-Jones modelGibbs point processesmaximum likelihood estimator (MLE)area-interaction model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05)

Abstract: Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and geometrical interactions, where the range can be finite or infinite. The Gibbs interaction may depend linearly or non-linearly on the parameters, a particular case being hardcore parameters and interaction range parameters. As important examples, we deduce the consistency of the MLE for all parameters of the Strauss model, the hardcore Strauss model, the Lennard-Jones model and the area-interaction model.

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