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Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields
Fascicule de revue   Open Access

Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields

Julien Stoehr et Nial Friel
Proceedings of Machine Learning Research, Vol.38, pp.921-929
The Eighteenth International Conference on Artificial Intelligence and Statistics (San Diego, United States, 09/05/2015–12/05/2015)
09/05/2015

Résumé

Gibbs random fields Composite likelihoods Autologistic model
Gibbs random fields play an important role in statistics, however, the resulting likelihood is typically unavailable due to an intractable normalizing constant. Composite likelihoods offer a principled means to construct useful approximations. This paper provides a mean to calibrate the posterior distribution resulting from using a composite likelihood and illustrate its performance in several examples.

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