PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Variational Bayes for estimating the parameters of a hidden Potts model
Clare Anne McGrory, Mike Titterington, Rob Reeves and Anthony Pettitt
Statistics and Computing 2009.

Abstract

Hidden Markov random field models provide an appealing representation of images and other spatial problems. The drawback is that inference is not straightforward for these models as the normalisation constant for the likelihood is generally intractable except for very small observation sets. Variational methods are an emerging tool for Bayesian inference and they have already been successfully applied in other contexts. Focusing on the particular case of a hidden Potts model with Gaussian noise, we show how variational Bayesian methods can be applied to hidden Markov random field inference. To tackle the obstacle of the intractable normalising constant for the likelihood, we explore alternative estimation approaches for incorporation into the variational Bayes algorithm. We consider a pseudolikelihood approach as well as the more recent reduced dependence approximation of the normalisation constant. To illustrate the effectiveness of these approaches we present empirical results from the analysis of simulated datasets. We also analyse a real dataset and compare results with those of previous analyses as well as those obtained from the recently developed auxiliary variable MCMC method and the recursive MCMC method. Our results show that the variational Bayesian analyses can be carried out much faster than the MCMC analyses and produce good estimates of model parameters. We also found that the reduced dependence approximation of the normalisation constant outperformed the pseudolikelihood approximation in our analysis of real and synthetic datasets.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:4950
Deposited By:Mike Titterington
Deposited On:24 March 2009