Corpus ID: 218538230

Phase Transitions of the Maximum Likelihood Estimates in the Tensor Curie-Weiss Model

@article{Mukherjee2020PhaseTO,
  title={Phase Transitions of the Maximum Likelihood Estimates in the Tensor Curie-Weiss Model},
  author={S. Mukherjee and J. Son and B. Bhattacharya},
  journal={arXiv: Statistics Theory},
  year={2020}
}

S. Mukherjee, J. Son, B. Bhattacharya

Published 2020

Mathematics

arXiv: Statistics Theory

In this paper we consider the problem of parameter estimation in the $p$-spin Curie-Weiss model, for $p \geq 3$. We provide a complete description of the limiting properties of the maximum likelihood (ML) estimates of the inverse temperature and the magnetic field given a single realization from the $p$-spin Curie-Weiss model, complementing the well-known results in the 2-spin case (Comets and Gidas (1991)). Our results unearth various new phase transitions and surprising limit theorems, such… CONTINUE READING

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