# Phase Transitions of the Maximum Likelihood Estimates in the Tensor Curie-Weiss Model

The p-tensor Curie-Weiss model is a two-parameter discrete exponential family for modeling dependent binary data, where the sufficient statistic has a linear term and a term with degree p ≥ 2. This is a special case of the tensor Ising model and the natural generalization of the matrix Curie-Weiss model, which provides a convenient mathematical abstraction for capturing, not just pairwise, but higher-order dependencies. In this paper we provide a complete description of the limiting properties of the maximum likelihood (ML) estimates of the natural parameters, given a single sample from the p-tensor Curie-Weiss model, for p ≥ 3, complementing the well-known results in the matrix (p=2) case (Comets and Gidas (1991)). Our results unearth various new phase transitions and surprising limit theorems, such as the existence of a 'critical' curve in the parameter space, where the limiting distribution of the ML estimates is a mixture with both continuous and discrete components. The number of mixture components is either two or three, depending on, among other things, the sign of one of the parameters and the parity of p. Another interesting revelation is the existence of certain 'special' points in the parameter space where the ML estimates exhibit a superefficiency phenomenon, converging to a non-Gaussian limiting distribution at rate N^3/4. We discuss how these results can be used to construct confidence intervals for the model parameters and, as a byproduct of our analysis, obtain limit theorems for the sample mean, which provide key insights into the statistical properties of the model.

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