Joint estimation of parameters in Ising model

DOI10.1214/19-AOS1822MaRDI QIDQ2196194zbMATH OpenFDO

Authors Promit Ghosal, Sumit Mukherjee

Publication date 28 August 2020

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

Full work available at URL https://arxiv.org/abs/1801.06570, https://projecteuclid.org/euclid.aos/1590480034

zbMATH Keywords

pseudo-likelihoodIsing model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Estimation in multivariate analysis (62H12) Applications of statistics to physics (62P35)

Abstract: We study joint estimation of the inverse temperature and magnetization parameters $$ of an Ising model with a non-negative coupling matrix $A_n$ of size $nimesn$, given one sample from the Ising model. We give a general bound on the rate of consistency of the bi-variate pseudolikelihood estimator. Using this, we show that estimation at rate $n^{-1/2}$ is always possible if $A_n$ is the adjacency matrix of a bounded degree graph. If $A_n$ is the scaled adjacency matrix of a graph whose average degree goes to $+infty$, the situation is a bit more delicate. In this case estimation at rate $n^{-1/2}$ is still possible if the graph is not regular (in an asymptotic sense). Finally, we show that consistent estimation of both parameters is impossible if the graph is Erd"os-Renyi with parameter $p>0$ free of $n$, thus confirming that estimation is harder on approximately regular graphs with large degree.

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Cited in

(14)

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• Sub-critical exponential random graphs: concentration of measure and some applications
• Inference in Ising models
• Bayesian model selection for high-dimensional Ising models, with applications to educational data
• Tensor recovery in high-dimensional Ising models
• Efficient estimation in tensor Curie-Weiss and Erdős-Rényi Ising models
• Inference in Ising models on dense regular graphs
• Discussion to: ``Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F. C. Stingo
• Discussion of “A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of Networks” by Pavel N. Krivitsky, Pietro Coletti, and Niel Hens
• Estimation in spin glasses: a first step
• scientific article; zbMATH DE number 218217 (Why is no real title available?)
• An expectation maximization algorithm for high-dimensional model selection for the Ising model with misclassified states*
• On testing for parameters in Ising models
• Asymptotically unbiased inference for Ising models

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