Estimation of Network structures from partially observed Markov random fields

Details Estimation of Network structures from partially observed Markov random fields Estimation of Network structures from partially observed Markov random fields

2011-08-14

arxiv.org/abs/1108.2835v1

Mathematics

Statistics Theory

24 pages 1 figure

Scientific paper

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We study the consistency of the estimator and derive a bound on its rate of convergence. The results obtained relate the rate of convergence of the estimator to the extent of the missing data problem. We report some simulation results that empirically validate some of the theoretical findings.

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