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The pseudo likelihood method of Besag(1974), has remained a popular method for estimating Markov random field on a very large lattice, despite various documented deficiencies. This is partly because it remains the only computationally…

Methodology · Statistics 2016-01-12 Wanchuang Zhu , Yanan Fan

Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…

Computation · Statistics 2015-05-25 Haakon Michael Austad , Håkon Tjelmeland

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

We present an information-based uncertainty quantification method for general Markov Random Fields. Markov Random Fields (MRF) are structured, probabilistic graphical models over undirected graphs, and provide a fundamental unifying…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Markos A. Katsoulakis

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…

Methodology · Statistics 2025-10-13 Sander Greenland

Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…

Machine Learning · Statistics 2024-01-23 Haoyu Wei , Xiaoyu Lei , Yixin Han , Huiming Zhang

This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…

A new family of tree-structured Markov random fields for a vector of discrete counting random variables is introduced. According to the characteristics of the family, the marginal distributions of the Markov random fields are all Poisson…

Methodology · Statistics 2025-01-20 Benjamin Côté , Hélène Cossette , Etienne Marceau

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

This paper presents a focused review of Markov random fields (MRFs)--commonly used probabilistic representations of spatial dependence in discrete spatial domains--for categorical data, with an emphasis on models for binary-valued…

Methodology · Statistics 2026-02-04 J. Brandon Carter , Catherine A. Calder

The purpose of this article is to extend the notion of statistical depth to the case of sample paths of a Markov chain. Initially introduced to define a center-outward ordering of points in the support of a multivariate distribution, depth…

Statistics Theory · Mathematics 2025-02-27 Carlos Fernández , Stephan Clémençon

We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…

Statistics Theory · Mathematics 2023-07-10 Alexandre Lecestre

We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to…

Machine Learning · Statistics 2013-05-10 John Zech , Frank Wood

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

This paper gives a method for computing distributions associated with patterns in the state sequence of a hidden Markov model, conditional on observing all or part of the observation sequence. Probabilities are computed for very general…

Methodology · Statistics 2007-12-18 John A. D. Aston , Donald E. K. Martin

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…

Machine Learning · Computer Science 2012-09-27 Satyaki Mahalanabis , Daniel Stefankovic

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We…

Statistics Theory · Mathematics 2011-08-16 Yves F. Atchade

Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of…

Machine Learning · Statistics 2021-12-22 Li K. Wenliang , Heishiro Kanagawa

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

There have been controversies among statisticians on (i) what to model and (ii) how to make inferences from models with unobservables. One such controversy concerns the difference between estimation methods for the marginal means not…

Methodology · Statistics 2010-10-07 Youngjo Lee , John A. Nelder
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