Joint estimation of parameters in Ising model

@article{Ghosal2018JointEO,
  title={Joint estimation of parameters in Ising model},
  author={P. Ghosal and S. Mukherjee},
  journal={arXiv: Statistics Theory},
  year={2018}
}
  • P. Ghosal, S. Mukherjee
  • Published 2018
  • Mathematics
  • arXiv: Statistics Theory
  • We study joint estimation of the inverse temperature and magnetization parameters $(\beta,B)$ of an Ising model with a non-negative coupling matrix $A_n$ of size $n\times n$, given one sample from the Ising model. We give a general bound on the rate of consistency of the bi-variate pseudolikelihood estimator. Using this, we show that estimation at rate $n^{-1/2}$ is always possible if $A_n$ is the adjacency matrix of a bounded degree graph. If $A_n$ is the scaled adjacency matrix of a graph… CONTINUE READING

    Figures from this paper.

    Regression from dependent observations
    • 9
    • PDF
    On Testing for Parameters in Ising Models
    • 3
    • Highly Influenced
    • PDF
    Logistic-Regression with peer-group effects via inference in higher order Ising models
    • 3
    • Highly Influenced
    • PDF
    Sub-critical Exponential random graphs: concentration of measure and some applications
    • 1
    • PDF
    JOINT ESTIMATION OF PARAMETERS IN ISING MODEL BY PROMIT GHOSAL*
    Estimation in Tensor Ising Models
    Parameter Estimation for Undirected Graphical Models with Hard Constraints

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 23 REFERENCES
    Statistical Analysis of Non‐Lattice Data
    • 1,517
    • PDF
    The Random-Cluster Model
    • 507
    • PDF
    Large Networks and Graph Limits
    • 477
    • PDF
    Efficiently Learning Ising Models on Arbitrary Graphs
    • 112
    • PDF
    The statistics of Curie-Weiss models
    • 101
    Inference in Ising Models
    • 26
    • PDF
    Universality of the mean-field for the Potts model
    • 33
    • PDF