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

DOI10.1214/14-EJS946MaRDI QIDQ470504zbMATH OpenWikidataFDO

Authors Yves F. Atchadé

Publication date 12 November 2014

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

Full work available at URL https://arxiv.org/abs/1108.2835, https://projecteuclid.org/euclid.ejs/1414761922

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)

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.

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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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