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Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields

机译:隐藏的吉布斯随机场的自适应ABC模型选择和几何汇总统计

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摘要

Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC) which provides a model choice method in the Bayesian paradigm. This comes after the work of Grelaud et al. (Bayesian Anal, 4(2):317-336, 2009) who exhibited sufficient statistics on directly observed Gibbs random fields. But when the random field is latent, the sufficiency falls and we complement the set with geometric summary statistics. The general approach to construct these intuitive statistics relies on a clustering analysis of the sites based on the observed colors and plausible latent graphs. The efficiency of ABC model choice based on these statistics is evaluated via a local error rate which may be of independent interest. As a byproduct we derived an ABC algorithm that adapts the dimension of the summary statistics to the dataset without distorting the model selection.
机译:在隐马尔可夫随机场的不同依存关系结构之间进行选择可能非常具有挑战性,这是因为似然性中存在难以解决的归一化常数。我们用近似贝叶斯计算(ABC)回答这个问题,贝叶斯计算提供了贝叶斯范式中的模型选择方法。这是在Grelaud等人的工作之后提出的。 (Bayesian Anal,4(2):317-336,2009),他对直接观察到的吉布斯随机场表现出足够的统计数据。但是,当随机字段是潜在字段时,充分性下降,我们用几何摘要统计量对集合进行补充。构建这些直观统计数据的一般方法依赖于基于观察到的颜色和可能的潜图的站点聚类分析。基于这些统计数据的ABC模型选择的效率是通过可能独立引起关注的局部错误率来评估的。作为副产品,我们推导了一种ABC算法,该算法可将汇总统计信息的维调整为数据集,而不会扭曲模型的选择。

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