Abstract
In this paper we generalize Besag's pseudo-likelihood function for spatial statistical models on a region of a lattice. The correspondingly defined maximum generalized pseudo-likelihood estimates (MGPLEs) are natural extensions of Besag's maximum pseudo-likelihood estimate (MPLE). The MGPLEs connect the MPLE and the maximum likelihood estimate. We carry out experimental calculations of the MGPLEs for spatial processes on the lattice. These simulation results clearly show better performances of the MGPLEs than the MPLE, and the performances of differently defined MGPLEs are compared. These are also illustrated by the application to two real data sets.
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Huang, F., Ogata, Y. Generalized Pseudo-Likelihood Estimates for Markov Random Fields on Lattice. Annals of the Institute of Statistical Mathematics 54, 1–18 (2002). https://doi.org/10.1023/A:1016170102988
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DOI: https://doi.org/10.1023/A:1016170102988