密集正则图上Ising模型的推理

Yuanzhe Xu, S. Mukherjee
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引用次数: 0

摘要

本文给出了稠密正则图上单参数伊辛模型的实验极限。特别地,我们证明了极限实验在低温状态下是高斯的,在临界状态下是非高斯的,在高温状态下是无限高斯的集合。我们还推导了最大似然估计量和最大伪似然估计量的极限分布,并研究了针对相邻备选方案(其尺度在整个体系中变化)的假设检验的极限功率。据我们所知,这是第一次尝试为伊辛模型(以及更普遍的马尔可夫随机场)建立经典的实验极限。
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Inference in Ising models on dense regular graphs
In this paper, we derive the limit of experiments for one parameter Ising models on dense regular graphs. In particular, we show that the limiting experiment is Gaussian in the low temperature regime, non Gaussian in the critical regime, and an infinite collection of Gaussians in the high temperature regime. We also derive the limiting distributions of the maximum likelihood and maximum pseudo-likelihood estimators, and study limiting power for tests of hypothesis against contiguous alternatives (whose scaling changes across the regimes). To the best of our knowledge, this is the first attempt at establishing the classical limits of experiments for Ising models (and more generally, Markov random fields).
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