Consistent inference of a general model using the pseudolikelihood method

Phys Rev E Stat Nonlin Soft Matter Phys. 2014 Jul;90(1):010101. doi: 10.1103/PhysRevE.90.010101. Epub 2014 Jul 25.

Abstract

Recently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudolikelihood and likelihood functions. Furthermore, we show the consistency of the pseudolikelihood method for a general model.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Likelihood Functions
  • Models, Theoretical*
  • Physical Phenomena*
  • Statistics as Topic