AISTATS 2015poster28 citations

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

Julien Stoehr, Nial Friel

Abstract

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.

BibTeX
@InProceedings{pmlr-v38-stoehr15,
  title = 	 {{Calibration of conditional composite likelihood for Bayesian inference on Gibbs random fields}},
  author = 	 {Stoehr, Julien and Friel, Nial},
  booktitle = 	 {Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics},
  pages = 	 {921--929},
  year = 	 {2015},
  editor = 	 {Lebanon, Guy and Vishwanathan, S. V. N.},
  volume = 	 {38},
  series = 	 {Proceedings of Machine Learning Research},
  address = 	 {San Diego, California, USA},
  month = 	 {09--12 May},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v38/stoehr15.pdf},
  url = 	 {https://proceedings.mlr.press/v38/stoehr15.html},
  abstract = 	 {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.}
}