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Consistent inference of a general model using the pseudolikelihood method

Alexander Mozeika, Onur Dikmen, and Joonas Piili
Phys. Rev. E 90, 010101(R) – Published 25 July 2014
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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.

  • Received 7 February 2014

DOI:https://doi.org/10.1103/PhysRevE.90.010101

©2014 American Physical Society

Authors & Affiliations

Alexander Mozeika1, Onur Dikmen1, and Joonas Piili2

  • 1Department of Information and Computer Science, Aalto University, P.O. Box 15400, FI-00076, Finland
  • 2Department of Biomedical Engineering and Computational Science, Aalto University, P.O. Box 12200, FI-00076, Finland

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Issue

Vol. 90, Iss. 1 — July 2014

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