BACK to VOLUME 43 NO.5

Kybernetika 43(5):619-631, 2007.

Marginal Problem, Statistical Estimation, and Möbius Formula

Martin Janžura


Abstract:

A solution to the marginal problem is obtained in a form of parametric exponential (Gibbs--Markov) distribution, where the unknown parameters are obtained by an optimization procedure that agrees with the maximum likelihood (ML) estimate. With respect to a difficult performance of the method we propose also an alternative approach, providing the original basis of marginals can be appropriately extended. Then the (numerically feasible) solution can be obtained either by the maximum pseudo-likelihood (MPL) estimate, or directly by M\"{o}bius formula.


Keywords: Gibbs distributions; maximum entropy; pseudo-likelihood; M\"{o}bius formula;


AMS: 93E12; 62H12; 60G60;


download abstract.pdf


BIB TeX

@article{kyb:2007:5:619-631,

author = {Jan\v{z}ura, Martin },

title = {Marginal Problem, Statistical Estimation, and M\"{o}bius Formula},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {5},

pages = {619-631}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


BACK to VOLUME 43 NO.5