Estimation in exponential families on permutations
classification
🧮 math.PR
keywords
consistentconstantexponentialfamiliesmallowsmodelnormalizingpermutations
read the original abstract
Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a computable approximation of the MLE are shown to be consistent. The pseudo-likelihood estimator of Besag is shown to be $\sqrt{n}$-consistent. An iterative algorithm (IPFP) is proved to converge to the limiting normalizing constant. The Mallows model with Kendall's Tau is also analyzed to demonstrate flexibility of the tools of this paper.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.