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Interaction Order Estimation in Tensor Curie-Weiss Models

Somabha Mukherjee

Abstract

In this paper, we consider the problem of estimating the interaction parameter $p$ of a $p$-spin Curie-Weiss model at inverse temperature $β$, given a single observation from this model. We show, by a contiguity argument, that joint estimation of the parameters $β$ and $p$ is impossible, which implies that estimation of $p$ is impossible if $β$ is unknown. These impossibility results are also extended to the more general $p$-spin Erdős-Rényi Ising model. The situation is more delicate when $β$ is known. In this case, we show that there exists an increasing threshold function $β^*(p)$, such that for all $β$, consistent estimation of $p$ is impossible when $β^*(p) > β$, and for almost all $β$, consistent estimation of $p$ is possible for $β^*(p)<β$.

Interaction Order Estimation in Tensor Curie-Weiss Models

Abstract

In this paper, we consider the problem of estimating the interaction parameter of a -spin Curie-Weiss model at inverse temperature , given a single observation from this model. We show, by a contiguity argument, that joint estimation of the parameters and is impossible, which implies that estimation of is impossible if is unknown. These impossibility results are also extended to the more general -spin Erdős-Rényi Ising model. The situation is more delicate when is known. In this case, we show that there exists an increasing threshold function , such that for all , consistent estimation of is impossible when , and for almost all , consistent estimation of is possible for .

Paper Structure

This paper contains 6 sections, 8 theorems, 29 equations.

Key Result

Theorem 1

For every $m\in [0,1)$ such that $|\Theta_m|\ge 2$, there does not exist any sequence of estimators (measurable functions of $\bm X$) which is consistent for $(\beta,p) \in \Theta_m$ under the model cwm.

Theorems & Definitions (17)

  • Theorem 1
  • Lemma 1
  • proof
  • proof : Proof of Theorem \ref{['thm01']}
  • Remark 2.1
  • Proposition 1
  • Proposition 2
  • Remark 2.2
  • Theorem 2
  • proof
  • ...and 7 more