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Interaction Order Estimation in Tensor Curie-Weiss Models

Published 26 Oct 2024 in math.ST, math.PR, and stat.TH | (2410.20213v1)

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

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