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2022-03-22
摘要翻译:
无向图形模型广泛应用于统计学、物理学和机器视觉等领域。然而,无向模型的贝叶斯参数估计极具挑战性,因为后验估计通常涉及到难以处理的归一化常数的计算。这一问题得到了广泛的关注,但很少关注于重要的实际情况,即数据包含噪声或对潜在隐藏结构的不完整观测。本文专门针对这一问题,比较了两种可供选择的方法。在第一种方法中,粒子Markov链Monte Carlo(Andrieu et al.,2010)用于有效地探索参数空间,并与交换算法(Murray et al.,2006)相结合,以避免计算难以处理的归一化常数(一个证明,表明这种结合以在线补充附录中找到的正确分布为目标)。将此方法与近似贝叶斯计算(Pritchard et al.,1999)进行了比较。给出了从噪声数据中估计Ising模型和指数随机图参数的应用。由于使用MCMC从潜在的图形模型中模拟,本文中使用的每一种算法都以接近真实的后验为目标,而不是在一般情况下能够准确地做到这一点。补充附录还描述了由此得出的近似值的性质。
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英文标题:
《Bayesian Parameter Estimation for Latent Markov Random Fields and Social
  Networks》
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作者:
Richard G. Everitt
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最新提交年份:
2012
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分类信息:

一级分类:Statistics        统计学
二级分类:Computation        计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
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一级分类:Physics        物理学
二级分类:Statistical Mechanics        统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
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一级分类:Computer Science        计算机科学
二级分类:Artificial Intelligence        人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类:Computer Science        计算机科学
二级分类:Social and Information Networks        社会和信息网络
分类描述:Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模,包括它们在联机信息访问、通信和交互方面的应用,以及它们作为数据集在这些领域和其他领域的问题探索中的作用,包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题;计算应用包括H.3、H.4和H.5中的主题;计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议(例如TCP/IP)的论文通常更适合网络和因特网体系结构(CS.NI)类别。
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一级分类:Physics        物理学
二级分类:Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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英文摘要:
  Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.
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PDF链接:
https://arxiv.org/pdf/1203.3725
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