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arXiv 1602.03061cs.ITcs.LGmath.ITmath.STstat.TH
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马尔可夫随机场的最小条件描述长度估计

Minimum Conditional Description Length Estimation for Markov Random Fields

University of Michigan(密歇根大学)

Matthew G. Reyes, David L. Neuhoff

摘要:

在本文中,我们讨论了一种方法,我们称之为最小条件描述长度(MCDL),用于估计马尔可夫随机场内的一个子集的网站的参数。我们假设整个图$G=(V,E)$的边是已知的。然后,对于一个子集$U\subset V$,我们估计参数的节点和边缘在$U$以及边缘事件的节点在$U$,通过找到该子集的指数参数,产生最佳的压缩条件的边界上的值$\partial U$。我们的估计是从集合$U$上的一个时间平稳的观测序列导出的。我们讨论如何也可以应用这种方法来估计一个空间不变的参数从一个单一的配置,并在这样做,得出最大伪李克图(MPL)估计。

英文摘要:

In this paper we discuss a method, which we call Minimum Conditional Description Length (MCDL), for estimating the parameters of a subset of sites within a Markov random field. We assume that the edges are known for the entire graph $G=(V,E)$. Then, for a subset $U\subset V$, we estimate the parameters for nodes and edges in $U$ as well as for edges incident to a node in $U$, by finding the exponential parameter for that subset that yields the best compression conditioned on the values on the boundary $\partial U$. Our estimate is derived from a temporally stationary sequence of observations on the set $U$. We discuss how this method can also be applied to estimate a spatially invariant parameter from a single configuration, and in so doing, derive the Maximum Pseudo-Likelihood (MPL) estimate.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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