Scalable Bayesian Computation for intractable likelihoods in image analysis


Autoria(s): Moores, Matt; Alston, Clair; Mengersen, Kerrie
Data(s)

06/01/2014

Resumo

The inverse temperature hyperparameter of the hidden Potts model governs the strength of spatial cohesion and therefore has a substantial influence over the resulting model fit. The difficulty arises from the dependence of an intractable normalising constant on the value of the inverse temperature, thus there is no closed form solution for sampling from the distribution directly. We review three computational approaches for addressing this issue, namely pseudolikelihood, path sampling, and the approximate exchange algorithm. We compare the accuracy and scalability of these methods using a simulation study.

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/87267/

Relação

http://eprints.qut.edu.au/87267/1/moores_MCMSki2014.pdf

Moores, Matt, Alston, Clair, & Mengersen, Kerrie (2014) Scalable Bayesian Computation for intractable likelihoods in image analysis. In Fifth IMS-ISBA Joint Meeting (MCMSki IV), 6 - 8 January 2014, Chamonix, France. (Unpublished)

Direitos

Copyright 2014 [please consult the authors]

Fonte

Institute of Health and Biomedical Innovation; School of Mathematical Sciences; Science & Engineering Faculty

Palavras-Chave #010400 STATISTICS #Hidden Markov random field #Image analysis #Intractable likelihood #Pseudo-marginal method #Markov chain Monte Carlo
Tipo

Conference Item