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December 2009 Pseudo-likelihood equations for Potts model on higher-order neighborhood systems: A quantitative approach for parameter estimation in image analysis
Alexandre L. M. Levada, Nelson D. A. Mascarenhas, Alberto Tannús
Braz. J. Probab. Stat. 23(2): 120-140 (December 2009). DOI: 10.1214/08-BJPS018

Abstract

This paper presents analytical pseudo-likelihood (PL) equations for Potts Markov random field (MRF) model parameter estimation on higher-order neighborhood systems by expanding the derivative of the log-PL function based on the enumeration of all possible contextual configuration patterns given a neighborhood system. The proposed equations allow the modeling of less restrictive neighborhood systems in a large number of MRF applications in a computationally feasible way. To evaluate the proposed estimation method we propose a hypothesis testing approach, derived by approximating the asymptotic variance of MPL parameter estimators using the observed Fisher information. The definition of the asymptotic variance, together with the test size α and p-values, provide a complete framework for quantitative analysis. Experiments with synthetic images generated by Markov chain Monte Carlo simulation methods assess the accuracy of the proposed estimation method, indicating that higher-order neighborhood systems reduce the MPL estimator asymptotic variance and improve estimation performance.

Citation

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Alexandre L. M. Levada. Nelson D. A. Mascarenhas. Alberto Tannús. "Pseudo-likelihood equations for Potts model on higher-order neighborhood systems: A quantitative approach for parameter estimation in image analysis." Braz. J. Probab. Stat. 23 (2) 120 - 140, December 2009. https://doi.org/10.1214/08-BJPS018

Information

Published: December 2009
First available in Project Euclid: 26 October 2009

zbMATH: 1298.94013
MathSciNet: MR2575429
Digital Object Identifier: 10.1214/08-BJPS018

Keywords: Markov chain Monte Carlo simulation , Markov random fields , maximum pseudo-likelihood estimation , Potts model

Rights: Copyright © 2009 Brazilian Statistical Association

Vol.23 • No. 2 • December 2009
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