Consistency of likelihood estimation for Gibbs point processes

DOI10.1214/16-AOS1466zbMATH Open1371.62021arXiv1506.02887OpenAlexW563845060MaRDI QIDQ2012204FDOQ2012204

David Dereudre, Frédéric Lavancier

Publication date: 28 July 2017

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

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.

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

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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)

Cited In (11)

• Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
• Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
• Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
• Closed-form likelihood estimation for one type of affine point processes
• Planar segment processes with reference mark distributions, modeling and estimation
• Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns
• Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions
• Consistency of the maximum pseudo-likelihood estimator of continuous state space Gibbsian processes
• Title not available (Why is that?)
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• On entropy minimization and convergence

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