A maximum likelihood algorithm for the estimation and renormalization of exponential densities

DOI10.1016/J.JCP.2005.03.001MaRDI QIDQ2485708zbMATH OpenOpenAlexFDO

Authors Panagiotis Stinis

Publication date 5 August 2005

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0409230

zbMATH Keywords

Exponential densitiesIsing modelLevenberg-Marquardt algorithmMaximum likelihoodMonte-Carlo methodnumerical examplesRenormalization

Mathematics Subject Classification ID

Abstract: We present an algorithm based on maximum likelihood for the estimation and renormalization (marginalization) of exponential densities. The moment-matching problem resulting from the maximization of the likelihood is solved as an optimization problem using the Levenberg-Marquardt algorithm. In the case of renormalization, the moments needed to set up the moment-matching problem are evaluated using Swendsen's renormalization method. We focus on the renormalization version of the algorithm, where we demonstrate its use by computing the critical temperature of the two-dimensional Ising model. Possible applications of the algorithm are discussed.

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Cites work

• Conditional Expectations and Renormalization
• Convex Analysis
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• scientific article; zbMATH DE number 44577 (Why is no real title available?)
• scientific article; zbMATH DE number 215190 (Why is no real title available?)
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• Renormalization group and probability theory

Cited in

(5)

• New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
• Stochastic global optimization as a filtering problem
• Observation-based correction of dynamical models using thermostats
• On the maximization of likelihoods belonging to the exponential family using a Levenberg–Marquardt approach
• TEMPERATURE ESTIMATION IN THE TWO-DIMENSIONAL ISING MODEL

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