Consistent estimation of the basic neighborhood of Markov random fields

DOI10.1214/009053605000000912zbMATH Open1102.62105arXivmath/0605323OpenAlexW2764126110WikidataQ98839731 ScholiaQ98839731MaRDI QIDQ2493548FDOQ2493548

Authors: Imre Csiszár, Zsolt Talata 

Publication date: 21 June 2006

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

Abstract: For Markov random fields on $mathbb{Z}^d$ with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditional distribution at a site on the condition that the values at all other sites are given. A modification of the Bayesian Information Criterion, replacing likelihood by pseudo-likelihood, is proved to provide strongly consistent estimation from observing a realization of the field on increasing finite regions: the estimated basic neighborhood equals the true one eventually almost surely, not assuming any prior bound on the size of the latter. Stationarity of the Markov field is not required, and phase transition does not affect the results.

Full work available at URL: https://arxiv.org/abs/math/0605323

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zbMATH Keywords

model selectionpseudo-likelihoodinformation criterionGibbs measuretypicality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Random fields; image analysis (62M40) Random fields (60G60) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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• Objective Bayesian edge screening and structure selection for Ising networks
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• Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields
• Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
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• Model selection for Markov random fields on graphs under a mixing condition
• Structure learning of contextual Markov networks using marginal pseudo-likelihood
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• Mixture of hidden Markov models for accelerometer data
• On consistency of a class of estimators for exponential families of Markov random fields on the lattice
• Estimating the interaction graph of stochastic neural dynamics

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