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Bayesian Inference in Hidden Markov Random Fields for Binary Data Defined on Large Lattices

N. Friel, A. N. Pettitt, R. Reeves and E. Wit
Journal of Computational and Graphical Statistics
Vol. 18, No. 2 (June 2009), pp. 243-261
Stable URL: http://www.jstor.org/stable/25651244
Page Count: 19
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Bayesian Inference in Hidden Markov Random Fields for Binary Data Defined on Large Lattices
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Abstract

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 organism. Supplemental material for this article is available online.

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