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Joint estimation of parameters in Ising model

Abstract

We study joint estimation of the inverse temperature and magnetization parameters (β,B)(\beta,B) of an Ising model with a non-negative coupling matrix AnA_n of size n×nn\times n, given one sample from the Ising model. We give a general bound on the rate of consistency of the bi-variate pseudolikelihood estimator. Using this, we show that estimation at rate n1/2n^{-1/2} is always possible if AnA_n is the adjacency matrix of a bounded degree graph. If AnA_n is the scaled adjacency matrix of a graph whose average degree goes to ++\infty, the situation is a bit more delicate. In this case estimation at rate n1/2n^{-1/2} is still possible if the graph is not regular (in an asymptotic sense). Finally, we show that consistent estimation of both parameters is impossible if the graph is Erd\"os-Renyi with parameter p>0p>0 free of nn, thus confirming that estimation is harder on approximately regular graphs with large degree.

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