| Publication type: |
 |
Preprint, Working Paper, ... |
|
| Subject: |
|
|
|
| Title: |
|
Forward recursions and normalizing constant |
|
| Author(s): |
|
Xavier Guyon 1, 2, Cécile Hardouin ( ) 1, 2 |
|
| Laboratory: |
|
|
|
| Abstract: |
|
Maximum likelihood parameter estimation is frequently replaced by various techniques because of its intractable normalizing constant. In the same way, the literature displays various alternatives for distributions involving such unreachable constants. In this paper, we consider a Gibbs distribution $\pi $ and present a recurrence formula allowing a recursive calculus of the marginals of $\pi $ and in the same time its normalizing constant$.$ The numerical performance of this algorithm is evaluated for several examples, particularly for an Ising model on a lattice. |
|
| Fulltext language: |
|
English |
|
| Production date: |
|
2009-12-01 |
|
|
| Keyword(s): |
|
Gibbs distribution – interaction potential – Markov Chain – Markov field – marginal law – normalizing constant – Ising model. |
|
|
Export this paper
