Files
myWiki/concepts/maximum-pseudo-likelihood.md
2026-07-20 14:14:55 +08:00

42 lines
1.4 KiB
Markdown
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

---
title: "Maximum Pseudo-Likelihood (MPL, 最大伪似然)"
created: 2026-07-10
updated: 2026-07-10
type: concept
tags: ["parameter-estimation", "markov-random-field", "graphical-models"]
sources: ["Besag (1977)", "[[cubas-curvature-adaptive-sampling-2026|CuBAS]]"]
---
# Maximum Pseudo-Likelihood (MPL)
**Maximum Pseudo-Likelihood**Besag, 1977是 Markov 随机场参数估计的常用方法,通过将全局似然替换为局部条件概率的乘积来规避配分函数的计算难题。
## 核心思想
对 [[potts-markov-random-field|Potts MRF]]全局似然包含不可解的配分函数。MPL 将联合似然近似为:
```
PL(β) = Π_{i=1}^n p(x_i | η_i, β)
```
取对数后:
```
log PL(β) = Σ_{i=1}^n [β U_i(x_i) - log Σ_{=1}^q exp(β U_i())]
```
第一项是观测构型的能量第二项是归一化项。MPL 零点对应于经验能量与模型期望能量平衡处。
## 渐近性质
Jensen & Künsh (1994) 证明 MPL 估计量在温和正则条件下具有一致性和渐近正态性。
## 在 CuBAS 中
[[cubas-curvature-adaptive-sampling-2026|CuBAS]] 使用 MPL + **割线法**secant method估计 Potts MRF 的逆温度参数 β。割线法无需计算导数,具有超线性收敛速度。复杂度 O(T_β·n·q),通常 T_β < 20 次迭代
## 参考
- [[potts-markov-random-field|Potts MRF]]
- [[cubas-curvature-adaptive-sampling-2026|CuBAS]]