Consistency of likelihood estimation for ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Consistency of likelihood estimation for Gibbs point processes
Author(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]
Journal title :
Annals of Statistics
Publisher :
Institute of Mathematical Statistics
Publication date :
2016
ISSN :
0090-5364
English keyword(s) :
Parametric estimation
Area-interaction model
Lennard-Jones model
Strauss model
Variational principle
Area-interaction model
Lennard-Jones model
Strauss model
Variational principle
HAL domain(s) :
Statistiques [stat]/Théorie [stat.TH]
English abstract : [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 ...
Show more >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.Show less >
Show more >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.Show less >
Language :
Anglais
Popular science :
Non
ANR Project :
Collections :
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