Exact marginals and normalizing constant for Gibbs distributions

Cécile Hardouin (1) , Xavier Guyon (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

We present a recursive algorithm for the calculation of the marginal of a Gibbs distribution $\pi$. A direct consequence is the calculation of the normalizing constant of$\pi$.

Mots clés: Normalizing constant; Gibbs distribution; markov random field

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Cécile Hardouin, Xavier Guyon. Exact marginals and normalizing constant for Gibbs distributions. C. R. Acad. Sci. Paris, Ser. I., 2010, 348, pp.199-201. ⟨hal-00795132⟩