Authors
Nial Friel, AN Pettitt, Robert Reeves, Ernst Wit
Publication date
2009/1/1
Journal
Journal of Computational and Graphical Statistics
Volume
18
Issue
2
Pages
243-261
Publisher
Taylor & Francis
Description
Hidden Markov random fields represent a complex hierarchical model, where the hidden latent process is an undirected graphical structure. Performing inference for such models is difficult primarily because the likelihood of the hidden states is often unavailable. The main contribution of this article is to present approximate methods to calculate the likelihood for large lattices based on exact methods for smaller lattices. We introduce approximate likelihood methods by relaxing some of the dependencies in the latent model, and also by extending tractable approximations to the likelihood, the so-called pseudolikelihood approximations, for a large lattice partitioned into smaller sublattices. Results are presented based on simulated data as well as inference for the temporal-spatial structure of the interaction between up- and down-regulated states within the mitochondrial chromosome of the Plasmodium falciparum …
Total citations
20082009201020112012201320142015201620172018201920202021202220232024324489414410255223
Scholar articles
N Friel, AN Pettitt, R Reeves, E Wit - Journal of Computational and Graphical Statistics, 2009