Parameter Estimation for Gibbs Distributions from Partially Observed Data

Citation
Comets, Francis et Gidas, Basilis, Parameter Estimation for Gibbs Distributions from Partially Observed Data, Annals of applied probability , 2(1), 1992, pp. 142-170
ISSN journal
10505164
Volume
2
Issue
1
Year of publication
1992
Pages
142 - 170
Database
ACNP
SICI code
Abstract
We study parameter estimation for Markov random fields (MRFs) over Zd,d.1, from incomplete (degraded) data. The MRFs are parameterized by points in a set ..Rm,m.1. The interactions are translation invariant but not necessarily of finite range, and the single-pixel random variables take values in a compact space. The observed (degraded) process y takes values in a Polish space, and it is related to the unobserved MRF x via a conditional probability Py.x. Under natural assumptions on Py.x, we show that the ML estimations are strongly consistent irrespective of phase transitions, ergodicity or stationarity, provided that . is compact. The same result holds for noncompact . under an extra assumption on the pressure of the MRFs.