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Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Methodology · Statistics 2026-03-10 Giuseppe Arena , Maarten Marsman

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

This report considers the problem of computing the Cramer-Rao bound for the parameters of a Markov random field. Computation of the exact bound is not feasible for most fields of interest because their likelihoods are intractable and have…

Computation · Statistics 2013-09-18 Marcelo Pereyra , Nicolas Dobigeon , Hadj Batatia , Jean-Yves Tourneret

Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…

Methodology · Statistics 2017-04-12 Julien Stoehr

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

We consider pairwise Markov random fields which have a number of important applications in statistical physics, image processing and machine learning such as Ising model and labeling problem to name a couple. Our own motivation comes from…

Discrete Mathematics · Computer Science 2016-11-29 Konstantin Avrachenkov , Lenar Iskhakov , Maksim Mironov

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…

Methodology · Statistics 2024-01-23 Alejandro Murua-Sazo , Ranjan Maitra

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…

Artificial Intelligence · Computer Science 2012-06-26 Alexander T. Ihler

The covariance matrix of measurements of Markov random fields (processes) has useful properties that allow to develop effective computational algorithms for many problems in the study of Markov fields on the basis of field observations…

Information Theory · Computer Science 2018-04-04 Ulan N. Brimkulov , Chinara Jumabaeva , Kasym Baryktabasov

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random…

Probability · Mathematics 2015-06-03 Marzio Cassandro , Antonio Galves , Eva Loecherbach

Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…

Computation · Statistics 2018-08-03 Jaewoo Park , Murali Haran

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

Statistics Theory · Mathematics 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…

Machine Learning · Statistics 2008-11-11 M. Kolar , E. P. Xing

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

Computation · Statistics 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these…

Methodology · Statistics 2024-03-21 Bokgyeong Kang , John Hughes , Murali Haran

The mean field approximation to the Ising model is a canonical variational tool that is used for analysis and inference in Ising models. We provide a simple and optimal bound for the KL error of the mean field approximation for Ising models…

Machine Learning · Computer Science 2018-02-22 Vishesh Jain , Frederic Koehler , Elchanan Mossel

We describe discrete restricted Boltzmann machines: probabilistic graphical models with bipartite interactions between visible and hidden discrete variables. Examples are binary restricted Boltzmann machines and discrete naive Bayes models.…

Machine Learning · Statistics 2014-04-23 Guido Montufar , Jason Morton

Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…

Disordered Systems and Neural Networks · Physics 2007-05-23 Yukito Iba
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