• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

A review on statistical inference methods for discrete Markov random fields

Stoehr, Julien (2017-04), A review on statistical inference methods for discrete Markov random fields. https://basepub.dauphine.fr/handle/123456789/19681

View/Open
Preprint_article_biblio.pdf (514.4Kb)
Type
Document de travail / Working paper
External document link
https://arxiv.org/abs/1704.03331
Date
2017-04
Series title
Cahier de recherche CEREMADE, Université Paris-Dauphine
Published in
Paris
Pages
31
Metadata
Show full item record
Author(s)
Stoehr, Julien cc
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical or numerical methods. This forms a central issue for any statistical approach as the likelihood is an integral part of the procedure. Furthermore, such unobserved fields cannot be integrated out and the likelihood evaluation becomes a doubly intractable problem. This report gives an overview of some of the methods used in the literature to analyse such observed or unobserved random fields.
Subjects / Keywords
statistics; Markov random fields; parameter estimation; model selection

Related items

Showing items related by title and author.

  • Thumbnail
    ABC likelihood-free methods for model choice in Gibbs random fields 
    Grelaud, Aude; Robert, Christian P.; Marin, Jean-Michel; Rodolphe, François; Taly, Jean-François (2009) Article accepté pour publication ou publié
  • Thumbnail
    ABC methods for model choice in Gibbs random fields 
    Grelaud, Aude; Robert, Christian P.; Marin, Jean-Michel (2009) Article accepté pour publication ou publié
  • Thumbnail
    Statistical inference for partial differential equations 
    Grenier, Emmanuel; Hoffmann, Marc; Lelièvre, Tony; Louvet, Violaine; Prieur, Clémentine; Rachdi, Nabil; Vigneaux, Paul (2014) Communication / Conférence
  • Thumbnail
    Statistical inference for rough volatility: Central limit theorems 
    Chong, Carsten; Hoffmann, Marc; Liu, Yanghui; Rosenbaum, Mathieu; Szymanski, Grégoire (2022) Document de travail / Working paper
  • Thumbnail
    Statistical inference for rough volatility: Minimax Theory 
    Chong, Carsten; Hoffmann, Marc; Liu, Yanghui; Szymanski, Grégoire; Rosenbaum, Mathieu (2022) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo