Estimation of high-dimensional partially-observed discrete Markov random fields

DOI10.1214/14-EJS946zbMATH Open1302.62206arXiv1108.2835WikidataQ105584274 ScholiaQ105584274MaRDI QIDQ470504FDOQ470504

Authors: Yves F. Atchadé 

Publication date: 12 November 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We study the consistency of the estimator and derive a bound on its rate of convergence. The results obtained relate the rate of convergence of the estimator to the extent of the missing data problem. We report some simulation results that empirically validate some of the theoretical findings.

Full work available at URL: https://arxiv.org/abs/1108.2835

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zbMATH Keywords

high-dimensional inferencepseudo-likelihoodmisspecificationMarkov random fieldsnetwork estimationpenalized likelihood inference

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40)

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Cited In (4)

• Log-determinant relaxation for approximate inference in discrete Markov random fields
• Markov Neighborhood Regression for High-Dimensional Inference
• Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions
• Model selection for Markov random fields on graphs under a mixing condition

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