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arXiv 2204.05933stat.COstat.ML

基于可逆跳转与伪后验的马尔可夫随机场稀疏交互邻域选择

Sparse Interaction Neighborhood Selection for Markov Random Fields via Reversible Jump and Pseudoposteriors

Victor Freguglia, Nancy Lopes Garcia

AI总结:

本文针对二维格点马尔可夫随机场,提出可逆跳转MCMC算法在最大邻域子集间跳转,利用边缘伪后验分布实现稀疏交互邻域选择,并通过模拟与真实纹理图像数据验证方法有效性。

摘要:

我们考虑基于二维格点的相对位置,估计具有有限支撑和齐次成对交互的马尔可夫随机场模型的交互邻域问题。在贝叶斯框架下,我们提出一种可逆跳转蒙特卡洛马尔可夫链算法,该算法在最大范围邻域的各子集之间跳转,使我们能够基于模型的边缘伪后验分布进行模型选择。为展示所提方法的优势,我们进行了模拟研究,并将其应用于离散纹理图像分析中的一个真实数据集。

英文摘要:

We consider the problem of estimating the interacting neighborhood of a Markov Random Field model with finite support and homogeneous pairwise interactions based on relative positions of a two-dimensional lattice. Using a Bayesian framework, we propose a Reversible Jump Monte Carlo Markov Chain algorithm that jumps across subsets of a maximal range neighborhood, allowing us to perform model selection based on a marginal pseudoposterior distribution of models. To show the strength of our proposed methodology we perform a simulation study and apply it to a real dataset from a discrete texture image analysis.

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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