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6.1.2

Pseudo-Likelihood

A simple approximate scheme is   pseudo-likelihood [Besag 1975,Besag 1977]. In this scheme, each in (6.11) is treated as if are given and the pseudo-likelihood is defined as the simple product of the conditional likelihood

 

where denotes the set of points at the boundaries of under the neighborhood system (The boundary sites are excluded from the product to reduce artificiality). Substituting the conditional probability (6.8) into (6.14), we obtain the pseudo-likelihood for the the homogeneous and isotropic auto-logistic model as

 

The pseudo-likelihood does not involve the partition function Z.

Because and are not independent, the pseudo-likelihood is not the true likelihood function, except in the trivial case of nil neighborhood (contextual independence). In the large lattice limit, the consistency of the maximum pseudo-likelihood (MPL) estimate is proven by [], that is, it converges to the truth with probability one.

The following example illustrates the MPL estimation. Consider the homogeneous and isotropic auto-logistic   MRF model described by (6.7) and (6.8). Express its pseudo-likelihood (6.15) as . The logarithm is

The MPL estimates can be obtained by solving