Bayesian Inference in Hidden Markov Random Fields for Binary Data Defined on Large Lattices

被引:38
|
作者
Friel, N. [1 ]
Pettitt, A. N. [2 ]
Reeves, R. [2 ]
Wit, E. [3 ]
机构
[1] Univ Coll Dublin, Sch Math Sci, Dublin 4, Ireland
[2] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
[3] Univ Groningen, Inst Math & Comp Sci, NL-9700 AB Groningen, Netherlands
基金
澳大利亚研究理事会;
关键词
Autologistic model; Ising model; Latent variables; Markov chain Monte Carlo methods; Normalizing constant; MONTE-CARLO; MAXIMUM-LIKELIHOOD; MODELS; APPROXIMATION; DISTRIBUTIONS; RESTORATION;
D O I
10.1198/jcgs.2009.06148
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Hidden Markov random fields represent a complex hierarchical model, where the hidden latent process is an undirected graphical structure. Performing inference for such models is difficult primarily because the likelihood of the hidden states is often unavailable. The main contribution of this article is to present approximate methods to calculate the likelihood for large lattices based oil exact methods for smaller lattices. We introduce approximate likelihood methods by relaxing some of the dependencies in the latent model, and also by extending tractable approximations to the likelihood, the so-called pseudolikelihood approximations, for a large lattice partitioned into smaller sublattices. Results are presented based oil simulated data as well as inference for the temporal-spatial structure of the interaction between up- and down-regulated states within the mitochondrial chromosome of the Plasmodium falciparum organism. Supplemental material for this article is available online.
引用
收藏
页码:243 / 261
页数:19
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