Consistency of likelihood estimation for ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Consistency of likelihood estimation for Gibbs point processes
Auteur(s) :
Dereudre, David [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Lavancier, Frédéric [Auteur]
Laboratoire de Mathématiques Jean Leray [LMJL]
Space-timE RePresentation, Imaging and cellular dynamics of molecular COmplexes [SERPICO]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Lavancier, Frédéric [Auteur]
Laboratoire de Mathématiques Jean Leray [LMJL]
Space-timE RePresentation, Imaging and cellular dynamics of molecular COmplexes [SERPICO]
Titre de la revue :
Annals of Statistics
Éditeur :
Institute of Mathematical Statistics
Date de publication :
2016
ISSN :
0090-5364
Mot(s)-clé(s) en anglais :
Parametric estimation
Area-interaction model
Lennard-Jones model
Strauss model
Variational principle
Area-interaction model
Lennard-Jones model
Strauss model
Variational principle
Discipline(s) HAL :
Statistiques [stat]/Théorie [stat.TH]
Résumé en anglais : [en]
Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody ...
Lire la suite >Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and geometrical interactions, where the range can be finite or infinite. The Gibbs interaction may depend linearly or non-linearly on the parameters, a particular case being hardcore parameters and interaction range parameters. As important examples, we deduce the consistency of the MLE for all parameters of the Strauss model, the hardcore Strauss model, the Lennard-Jones model and the area-interaction model.Lire moins >
Lire la suite >Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and geometrical interactions, where the range can be finite or infinite. The Gibbs interaction may depend linearly or non-linearly on the parameters, a particular case being hardcore parameters and interaction range parameters. As important examples, we deduce the consistency of the MLE for all parameters of the Strauss model, the hardcore Strauss model, the Lennard-Jones model and the area-interaction model.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Projet ANR :
Collections :
Source :
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