随机字段的上下文块估计

Zsolt Talata
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引用次数: 0

摘要

对于具有有限状态空间的d维整数晶格上的随机场,基本邻域是在给定所有其他位置的值的情况下,决定该位置条件分布的位置周围的最小区域。对于可变的基本邻域随机场,基本邻域可能随周围站点的值而变化,这些基本邻域值的集合称为上下文块。上下文块可以是无限的。从样本中对随机场的上下文块系统进行统计估计,即在有限区域内观察到的随机场的单个实现。介绍了最优似然比(OLR)估计。证明了其近似线性的计算复杂度,并给出了估计误差概率的一个界,证明了估计量的强相合性。
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Context Block Estimation for Random Fields
For random fields on the d-dimensional integer lattice with finite state space, the basic neighborhood is the smallest region around a site that determines the conditional distribution at the site given the values at all other sites. For variable basic neighborhood random fields the basic neighborhood may vary with the values at the surrounding sites, and the sets of the values in these basic neighborhoods are called context blocks. The context blocks may be infinite. Statistical estimation of the context block system of a random field from a sample, a single realization of the random field observed in a finite region, is addressed. The Optimal Likelihood Ratio (OLR) estimator is introduced. Its nearly linear computation complexity is shown and a bound on the probability of the estimation error is proved that implies strong consistency of the estimator.
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