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Parameter estimation methods for random point fields with localinteractions
P. Ya. Grabarnik Institute of Physical-Chemical and Biological Problems in Soil Science of RAS, Institutskaya st., Pushchino, Moscow Region, 142290, Russia
Abstract:
The paper gives an overview of methods for estimating the parameters of random point fields withlocal interaction between points. It is shown that the conventional method of the maximum pseudolikelihood isa special case of the family of estimation methods based on the use of the auxiliary Markov process, invariantmeasure of which is the Gibbs point field with parameters to be estimated. A generalization of this method,resulting in estimating equation that can not be obtained by the the universal Takacs-Fiksel method, is proposed.It is shown by computer simulations that the new method enables to obtain estimates which have better qualitythan those by a widely used method of the maximum pseudolikelihood.
Keywords:
Gibbs point process, estimating function, pseudolikelihood, parametric inference.
Received: 18.02.2016 Revised: 25.03.2016
Citation:
P. Ya. Grabarnik, “Parameter estimation methods for random point fields with localinteractions”, Computer Research and Modeling, 8:2 (2016), 323–332
Linking options:
https://www.mathnet.ru/eng/crm147 https://www.mathnet.ru/eng/crm/v8/i2/p323
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Abstract page: | 132 | Full-text PDF : | 149 | References: | 16 |
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