Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes

Cécile Hardouin (1) , Xavier Guyon (2)

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

This paper presents different recursive formulas for computing the marginals and the normalizing constant of a Gibbs distribution \pi . The common thread is the use of the underlying Markov properties of such processes. The procedures are illustrated with several examples, particularly the Ising model.

Mots clés: normalizing constant; marginal laws; Gibbs distribution

Domaines: Statistiques [math.ST]

Cécile Hardouin, Xavier Guyon. Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes. Computational Statistics, 2014, 29 (6), pp.1637-1650. ⟨10.1007/s00180-014-0510-5⟩. ⟨hal-01428059⟩