Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields

DOI10.1007/S11222-014-9514-9MaRDI QIDQ5963545zbMATH OpenOpenAlexFDO

Authors Julien Stoehr, Pierre Pudlo, Lionel Cucala

Publication date 22 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.1380

zbMATH Keywords

\(k\)-nearest neighborsapproximate Bayesian computationhidden Gibbs random fieldsmisclassification ratemodel choicesummary statistics

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40)

Abstract: Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC) which provides a model choice method in the Bayesian paradigm. This comes after the work of Grelaud et al. (2009) who exhibited sufficient statistics on directly observed Gibbs random fields. But when the random field is latent, the sufficiency falls and we complement the set with geometric summary statistics. The general approach to construct these intuitive statistics relies on a clustering analysis of the sites based on the observed colors and plausible latent graphs. The efficiency of ABC model choice based on these statistics is evaluated via a local error rate which may be of independent interest. As a byproduct we derived an ABC algorithm that adapts the dimension of the summary statistics to the dataset without distorting the model selection.

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Cited in

(7)

• ABC methods for model choice in Gibbs random fields
• Conditional random fields for pattern recognition applied to structured data
• Prior specification for binary Markov mesh models
• Approximate Bayesian computation: a survey on recent results
• ABC likelihood-free methods for model choice in Gibbs random fields
• Pre-processing for approximate Bayesian computation in image analysis
• Hidden Gibbs random fields model selection using block likelihood information criterion

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