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Ordered conditional approximation of Potts models

Authors :
Chakraborty, Anirban
Katzfuss, Matthias
Guinness, Joseph
Publication Year :
2021

Abstract

Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscience, and quantum computing. To address the intractability of Potts likelihoods for large spatial fields, we propose fast ordered conditional approximations that enable rapid inference for observed and hidden Potts models. Our methods can be used to directly obtain samples from the approximate joint distribution of an entire Potts field. The computational complexity of our approximation methods is linear in the number of spatial locations; in addition, some of the necessary computations are naturally parallel. We illustrate the advantages of our approach using simulated data and a satellite image.

Subjects

Subjects :
Statistics - Computation

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2110.07062
Document Type :
Working Paper