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
Link To Document :
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