Recursion on the marginals and normalizing constant for Gibbs processes - Version 2

Cécile Hardouin (1, 2) , Xavier Guyon (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)
2 MODAL'X - Modélisation aléatoire de Paris X

This paper present recurrence formulas allowing the calculus of the marginals and the normalizing constant of a Gibbs distribution π.The numerical performances of different methods are evaluated on several examples, particularly for an Ising model on a lattice.

Mots clés: Gibbs distribution; factorisable distribution; interaction potential; Markov Chain; Markov field; marginal law; normalizing constant; Ising model.; Ising model

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

Cécile Hardouin, Xavier Guyon. Recursion on the marginals and normalizing constant for Gibbs processes - Version 2. 2010. ⟨hal-00452651⟩