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Approximate maximum likelihood estimation of the autologistic model

机译:自动物流模型的近似最大似然估计

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摘要

A spatial model is a random field and only one realization is available and hence point estimation of such models are difficult. Computational intractability of normalizing constant of the joint density is the problem. Maximum pseudo-likelihood etimation (MPLE) is the simplest approach for estimation of the parameters for spatially dependent binary random variables or autologistic model. MPLE (Ref. 1) is based on the pseudo-binary function defined by the product of the conditional distributions by maximizing with respect to the parameters using standard logistic regression estimation techniques. However if the observations are independent then the functions coincide in trivial cases. Hence, MPLEs are consistent and asymptotically normal but not efficient, efficiency being positively related to the value of the spatial dependence parameter. There are two reasons for considering Approximate maximum likelihood estimation (AMLE) as appropriate for autologistic model. First, no likelihood evaluation is necessary and normalizing constant is thus not required. Second, the theory of AMLE is effective when approximate Bayesian computation (ABC) is based on sufficient statistics. For an auto logistic model, sufficient statistics are available. It can be applied to other spatial models as well. (46 refs.)
机译:空间模型是一个随机字段,只有一个实现可用,因此很难估计这些模型的点。问题是关节密度归一化常数的计算难点。最大伪似然估计(MPLE)是估算空间相关的二进制随机变量或自动模型的参数的最简单方法。 MPLE(参考文献1)基于伪二进制函数,该伪二进制函数由条件分布的乘积定义,方法是使用标准逻辑回归估计技术将参数最大化。但是,如果观察结果是独立的,那么在平凡的情况下,功能是一致的。因此,MPLE是一致的,渐近是正常的,但是效率不高,效率与空间相关性参数的值成正相关。考虑近似最大似然估计(AMLE)适用于自动物流模型有两个原因。首先,不需要似然评估,因此不需要归一化常数。其次,当近似贝叶斯计算(ABC)基于足够的统计量时,AMLE理论是有效的。对于自动物流模型,有足够的统计信息可用。它也可以应用于其他空间模型。 (46参考)

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