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

نویسندگان

  • Julien Stoehr
  • Nial Friel
چکیده

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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تاریخ انتشار 2015