paper

Consistent inference of a general model using the pseudo-likelihood method

arXiv:1402.1578 · doi:10.1103/PhysRevE.90.010101

Abstract

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

A new more mathematically rigorous version accepted for publication in Physical Review E: Rapid Communication

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