Sampling Algorithms for Discrete Markov Random Fields and Related Graphical Models

Discrete Markov random fields are undirected graphical models in which the nodes of a graph are discrete random variables with values usually represented by colors. Typically, graphs are taken to be square lattices, although more general graphs are also of interest. Such discrete MRFs have been stud...

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Veröffentlicht in:Journal of the American Statistical Association 2021-10, Vol.116 (536), p.2065-2086
1. Verfasser: Izenman, Alan Julian
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description Discrete Markov random fields are undirected graphical models in which the nodes of a graph are discrete random variables with values usually represented by colors. Typically, graphs are taken to be square lattices, although more general graphs are also of interest. Such discrete MRFs have been studied in many disciplines. We describe the two most popular types of discrete MRFs, namely the two-state Ising model and the q-state Potts model, and variations such as the cellular automaton, the cellular Potts model, and the random cluster model, the latter of which is a continuous generalization of both the Ising and Potts models. Research interest is usually focused on providing algorithms for simulating from these models because the partition function is so computationally intractable that statistical inference for the parameters of the appropriate probability distribution becomes very complicated. Substantial improvements to the Metropolis algorithm have appeared in the form of cluster algorithms, such as the Swendsen-Wang and Wolff algorithms. We study the simulation processes of these algorithms, which update the color of a cluster of nodes at each iteration.
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source Taylor & Francis:Master (3349 titles)
subjects Algorithms
Cellular automata
Cellular Potts model
Clusters
Fields (mathematics)
Graphical models
Graphical representations
Graphs
Ising model
Iterative methods
Lattices
Metropolis algorithm
Nodes
Partition
Partitions (mathematics)
Potts model
Random variables
Regression analysis
Simulation
Statistical analysis
Statistical inference
Statistical methods
Statistics
Swendsen-Wang algorithm
Wolff algorithm
title Sampling Algorithms for Discrete Markov Random Fields and Related Graphical Models
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