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
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