| Title:
|
An efficient estimator for Gibbs random fields (English) |
| Author:
|
Janžura, Martin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
50 |
| Issue:
|
6 |
| Year:
|
2014 |
| Pages:
|
883-895 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
An efficient estimator for the expectation $\int f \d P$ is constructed, where $P$ is a Gibbs random field, and $f$ is a local statistic, i. e. a functional depending on a finite number of coordinates. The estimator coincides with the empirical estimator under the conditions stated in Greenwood and Wefelmeyer [6], and covers the known special cases, namely the von Mises statistic for the i.i.d. underlying fields and the case of one-dimensional Markov chains. (English) |
| Keyword:
|
Gibbs random field |
| Keyword:
|
efficient estimator |
| Keyword:
|
empirical estimator |
| MSC:
|
62F12 |
| MSC:
|
62M40 |
| idZBL:
|
Zbl 06416865 |
| idMR:
|
MR3301777 |
| DOI:
|
10.14736/kyb-2014-6-0883 |
| . |
| Date available:
|
2015-01-13T09:48:30Z |
| Last updated:
|
2016-01-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144114 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
