Generalized pseudo-likelihood estimates for markov random fields on lattice

Huang, Fuchun and Ogata, Yosihiko 2002, Generalized pseudo-likelihood estimates for markov random fields on lattice, Institute of statistical mathematics. Annals, vol. 54, no. 1, pp. 1-18, doi: 10.1023/A:1016170102988.

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Title Generalized pseudo-likelihood estimates for markov random fields on lattice
Author(s) Huang, Fuchun
Ogata, Yosihiko
Journal name Institute of statistical mathematics. Annals
Volume number 54
Issue number 1
Start page 1
End page 18
Publisher Springer
Place of publication Heidelberg, Germany
Publication date 2002-03
ISSN 0020-3157
Keyword(s) Auto-normal model
Gibbs field
Ising model
Summary In this paper we generalize Besag's pseudo-likelihood function for spatial statistical models on a region of a lattice. The correspondingly defined maximum generalized pseudo-likelihood estimates (MGPLEs) are natural extensions of Besag's maximum pseudo-likelihood estimate (MPLE). The MGPLEs connect the MPLE and the maximum likelihood estimate. We carry out experimental calculations of the MGPLEs for spatial processes on the lattice. These simulation results clearly show better performances of the MGPLEs than the MPLE, and the performances of differently defined MGPLEs are compared. These are also illustrated by the application to two real data sets.
Language eng
DOI 10.1023/A:1016170102988
Field of Research 010401 Applied Statistics
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2002, The Institute of Statistical Mathmatics
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