Estimation in exponential families on permutations

DOI10.1214/15-AOS1389zbMATH Open1341.62083arXiv1307.0978OpenAlexW3098280172MaRDI QIDQ70429FDOQ70429

Sumit Mukherjee, Sumit Mukherjee

Publication date: 1 April 2016

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

Abstract: Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a computable approximation of the MLE are shown to be consistent. The pseudo-likelihood estimator of Besag is shown to be $sqrtn$-consistent. An iterative algorithm (IPFP) is proved to converge to the limiting normalizing constant. The Mallows model with Kendall's Tau is also analyzed to demonstrate flexibility of the tools of this paper.

Full work available at URL: https://arxiv.org/abs/1307.0978

Recommendations

• Exponential Families in Theory and Practice
• Estimating probabilities from invariant permutation distributions
• Simultaneous estimation of parameters in exponential families
• Estimation under two stage random permutation models
• Optimally approximating exponential families
• The estimation of the model order in exponential families
• scientific article; zbMATH DE number 1894665
• Optimum Estimation of Finite Population Variance Under Generalised Random Permutation Models
• scientific article; zbMATH DE number 3986399

zbMATH Keywords

Mallows modelnormalizing constantpermutationpseudo-likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Permutations, words, matrices (05A05) Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Pair-copula constructions of multiple dependence
• Metric methods for analyzing partially ranked data
• On nonparametric measures of dependence for random variables
• Probability models on rankings
• Bivariate distributions with given marginals
• An introduction to copulas. Properties and applications
• Sampling and learning Mallows and generalized Mallows models under the Cayley distance
• Convergence of the iterative proportional fitting procedure
• Limits of permutation sequences
• Fourier theoretic probabilistic inference over permutations
• An exponential model for infinite rankings
• Title not available (Why is that?)
• Simulating Copulas
• NON-NULL RANKING MODELS. I
• Title not available (Why is that?)
• Thermodynamic limit for the Mallows model on Sn
• Content Modeling Using Latent Permutations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exact and asymptotic results on coarse Ricci curvature of graphs
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• Statistical problems involving permutations with restricted positions
• Probability Densities with Given Marginals
• Multistage Ranking Models
• On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
• A Combinatorial Central Limit Theorem
• Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Large deviations for symmetrised empirical measures

Cited In (20)

• Conditional inference of Poisson models and information geometry: an ancillary review
• Asymptotics of discrete Schrödinger bridges via chaos decomposition
• Rank verification for exponential families
• The limit of the empirical measure of the product of two independent Mallows permutations
• Minimum information dependence modeling
• A central limit theorem for descents of a Mallows permutation and its inverse
• Universal limits of substitution-closed permutation classes
• Fitting and testing log-linear subpopulation models with known support
• Enumerative combinatorics. Abstracts from the workshop held December 11--17, 2022
• Phase uniqueness for the Mallows measure on permutations
• Statistical enumeration of groups by double cosets
• Antithetic and Monte Carlo kernel estimators for partial rankings
• The band structure of a model of spatial random permutation
• BayesMallows
• Optimal Permutation Recovery in Permuted Monotone Matrix Model
• Efficient and accurate inference for mixtures of Mallows models with Spearman distance
• Title not available (Why is that?)
• Informative priors for the consensus ranking in the Bayesian Mallows model
• Title not available (Why is that?)
• Asymptotic properties of Lee distance

Uses Software

• QRM
• PerMallows

This page was built for publication: Estimation in exponential families on permutations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q70429)