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Pré-Publication, Document De Travail Année : 2015

Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields

Résumé

Gibbs random fields play an important role in statistics, however, the resulting likelihood is typically unavailable due to an intractable normalizing constant. Composite likelihoods offer a principled means to construct useful approximations. This paper provides a mean to calibrate the posterior distribution resulting from using a composite likelihood and illustrate its performance in several examples.
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Dates et versions

hal-01108279 , version 1 (22-01-2015)
hal-01108279 , version 2 (06-02-2015)

Identifiants

  • HAL Id : hal-01108279 , version 1

Citer

Julien Stoehr, Nial Friel. Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields. 2015. ⟨hal-01108279v1⟩
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