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arxiv: 1402.1578 · v2 · pith:7KHVWQVUnew · submitted 2014-02-07 · ❄️ cond-mat.dis-nn · cond-mat.stat-mech

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

classification ❄️ cond-mat.dis-nn cond-mat.stat-mech
keywords pseudo-likelihoodmethodgeneralinferencemodelrelationappliedbeen
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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.

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