• DocumentCode
    597451
  • Title

    Bayesian inference for Gibbs random fields using composite likelihoods

  • Author

    Friel, N.

  • Author_Institution
    Sch. of Math. Sci., Univ. Coll. Dublin, Dublin, Ireland
  • fYear
    2012
  • fDate
    9-12 Dec. 2012
  • Firstpage
    1
  • Lastpage
    8
  • Abstract
    Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an intractability of the likelihood function. It is therefore natural to consider tractable approximations to the likelihood function. Composite likelihoods offer a principled approach to constructing such approximation. The contribution of this paper is to examine the performance of a collection of composite likelihood approximations in the context of Bayesian inference.
  • Keywords
    belief networks; computational complexity; inference mechanisms; maximum likelihood estimation; random processes; statistical distributions; Bayesian inference; Gibbs random fields; autologistic model; composite likelihoods; likelihood function intractability; spatial binary variable distribution; Analytical models; Approximation methods; Bayesian methods; Biological system modeling; Context; Joints; Lattices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference (WSC), Proceedings of the 2012 Winter
  • Conference_Location
    Berlin
  • ISSN
    0891-7736
  • Print_ISBN
    978-1-4673-4779-2
  • Electronic_ISBN
    0891-7736
  • Type

    conf

  • DOI
    10.1109/WSC.2012.6465236
  • Filename
    6465236