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Finite-window spatial likelihood — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Conditional Distributions and Regular Conditional Probability
- Conditional Expectation
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Domination and Likelihood Ratios
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite-window spatial likelihood
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Independence Borel Cantelli and Zero One Laws
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Poisson and Cox point processes
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Probability Spaces Random Variables and Expectation
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Statistical Experiments, Models and Identifiability
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
On a fixed square window, the examples compute the homogeneous Poisson rate estimate at positive and zero counts, then compare the exact and pseudo likelihood criteria for the Poisson and soft Strauss models. In the Strauss case the Poisson reference, empty exterior boundary, and interaction range are fixed explicitly; the pseudo criterion differs from the joint likelihood for nontrivial interaction.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
Homogeneous Poisson rate estimation at positive-count and zero-count boundaries
Example
Take , so , and fit the homogeneous model . For an observation with three points, the likelihood is maximized at . For an empty observation the likelihood increases as decreases to zero; the boundary value is attained only when is included in the parameter space.
Facts & Assumptions
Given: , , homogeneous rate , and the two observed counts and .
For , a positive observed count has unique MLE ; at zero count the supremum is the rate-zero boundary and is attained exactly when zero is admitted. (Homogeneous Poisson rate MLE in a positive-volume window)
Verification
Given: , , homogeneous rate , and the two observed counts and .
[F1] For , a positive observed count has unique MLE ; at zero count the supremum is the rate-zero boundary and is attained exactly when zero is admitted. (Homogeneous Poisson rate MLE in a positive-volume window)
For , [F1] gives . The log likelihood up to a constant is , and the proposition proves this rate is the unique maximizer.
For , that log likelihood reduces to for ; it tends to as and is strictly smaller at every positive rate. The normalized likelihood at is positive for the empty configuration, so the maximum is attained at zero if the parameter space contains zero, while on only the boundary supremum exists.
Exact and pseudo likelihoods for finite-window Poisson and Strauss models
Example
Use , unit-rate Poisson reference , empty exterior boundary, interaction radius , activity , and . Take the full admissible support to be . Put where . The finite-window Gibbs density is . At this is the homogeneous Poisson model and its pseudolikelihood is proportional to its exact likelihood. At the two criteria are not proportional as functions of the observation.
Facts & Assumptions
Given: The window, reference law, boundary convention, and parameters in the Example; counts unordered pairs of distinct occurrences.
A finite-window Gibbs law relative to requires measurable support and . (Finite-window Gibbs density relative to a Poisson reference)
The Strauss pair statistic is measurable (Finite-window pair counts are measurable); is an evaluation map and is measurable by Finite-window spatial observations and configurations.
For a positive Gibbs density , the density ratio is its Papangelou conditional intensity. (A positive finite-window Gibbs density has its density-ratio Papangelou intensity)
The pseudolikelihood is the product of deleted-point Papangelou factors times the exponential integrated-intensity term. (Finite-window point-process pseudolikelihood)
The finite Poisson likelihood relative to is , with multiplicity counted. (Finite-window spatial Poisson likelihood relative to unit rate)
The scalar Poisson law has masses for finite . (The scalar Poisson count law)
Every singleton in has Lebesgue measure zero by the degenerate-box case. (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
A finite Poisson process with atomless intensity is simple almost surely. (A finite Poisson process with atomless intensity is simple)
A Poisson process count on a set of finite intensity has the scalar Poisson law with that intensity as its parameter. (Poisson and Cox point processes)
The real exponential is strictly increasing and . (The real exponential function and the number by a power series, The exponential function is strictly increasing)
Lebesgue measure is monotone, and the box has volume . (Measures are monotone, A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Verification
Given: The window, reference law, boundary convention, and parameters in the Example; counts unordered pairs of distinct occurrences.
[F1] A finite-window Gibbs law relative to requires measurable support and . (Finite-window Gibbs density relative to a Poisson reference)
[F2] The Strauss pair statistic is measurable. (Finite-window pair counts are measurable)
[F3] For a positive Gibbs density , the density ratio is its Papangelou conditional intensity. (A positive finite-window Gibbs density has its density-ratio Papangelou intensity)
[F4] The pseudolikelihood is the product of deleted-point Papangelou factors times the exponential integrated-intensity term. (Finite-window point-process pseudolikelihood)
[F5] The finite Poisson likelihood relative to is , with multiplicity counted. (Finite-window spatial Poisson likelihood relative to unit rate)
[F6] The scalar Poisson law has masses for finite . (The scalar Poisson count law)
[F7] Every singleton in has Lebesgue measure zero by the degenerate-box case. (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
[F8] A finite Poisson process with atomless intensity is simple almost surely. (A finite Poisson process with atomless intensity is simple)
[F9] A Poisson process count on a set of finite intensity has the scalar Poisson law with that intensity as its parameter. (Poisson and Cox point processes)
[F10] for and exponentials satisfy . (The natural logarithm as the inverse of the exponential function, Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm, The exponential addition formula )
[F11] The real exponential is strictly increasing and . (The real exponential function and the number by a power series, The exponential function is strictly increasing)
[F12] Lebesgue measure is monotone, and the box has volume . (Measures are monotone, A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Both and are finite nonnegative integer-valued measurable functions by [F2]. For , the set is measurable, and on it and . Thus both the energy and weight are measurable by their countable measurable level-set partitions. By [F10], . Since , . The unit-rate reference count has law by [F9], with masses given by [F6], so The empty configuration contributes to , hence . Thus [F1] defines the stated Gibbs law.
Inserting adds one point and creates exactly unordered interaction pairs, counting occurrences: if the pair count is written as the number of unordered pairs, the increase is ; the in the numerator is the new diagonal term removed in the definition of . Therefore The same ratio holds for the normalized density because cancels; [F3] shows that the Strauss Papangelou conditional intensity is .
Every singleton is a degenerate box of Lebesgue measure zero by [F7], so the unit-rate reference intensity is atomless. It is simple almost surely by [F8]. The normalized Strauss law is absolutely continuous with respect to that reference and is therefore also supported on simple configurations. Thus on a probability-one set the occurrence-pair energy is the usual simple-pattern Strauss energy.
When , drops out and the normalizer from the earlier calculation gives , so the exact density is , matching the Poisson formula [F5]. The Papangelou intensity is the constant , so [F4] gives pseudolikelihood . The ratio of exact to pseudo likelihood is the observation-independent constant .
Now suppose , let , and compare the empty configuration with . By [F1] and the fact that neither configuration has an interacting pair, their exact Gibbs density ratio is . By [F4] and step 2.1, the pseudolikelihood ratio is Indeed the event factor at is , and the integrated intensity changes from to .
The square lies inside the radius- ball about , so by [F12]. Hence by [F11], and the pseudo ratio is strictly larger than the exact ratio . A constant multiple of the exact likelihood would have equal observation ratios, so the Strauss pseudolikelihood is not the joint likelihood in this case. The example makes no consistency or asymptotic claim.