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Bayesian inference for Gibbs random fields using composite likelihoods

Authors :
Friel, Nial
Publication Year :
2012

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.<br />Comment: To appear in the proceedings of the 2012 Winter Simulation Conference

Subjects

Subjects :
Statistics - Computation

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1207.5758
Document Type :
Working Paper