Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice
Pettitt, Anthony N., Friel, Nial, & Reeves, Robert W. (2003) Efficient calculation of the normalizing constant of the autologistic and related models on the cylinder and lattice. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65(1), pp. 235-246.
Motivated by the autologistic model for the analysis of spatial binary data on the two-dimensional lattice, we develop efficient computational methods for calculating the normalizing constant for models for discrete data defined on the cylinder and lattice. Because the normalizing constant is generally unknown analytically, statisticians have developed various ad hoc methods to overcome this difficulty. Our aim is to provide computationally and statistically efficient methods for calculating the normalizing constant so that efficient likelihood-based statistical methods are then available for inference. We extend the so-called transition method to find a feasible computational method of obtaining the normalizing constant for the cylinder boundary condition. To extend the result to the free-boundary condition on the lattice we use an efficient path sampling Markov chain Monte Carlo scheme. The methods are generally applicable to association patterns other than spatial, such as clustered binary data, and to variables taking three or more values described by, for example, Potts models.
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|Item Type:||Journal Article|
|Keywords:||autologistic distribution, Gibbs distribution, Ising model, Markov chain Monte Carlo, path sampling, Potts model, transition method|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
|Copyright Owner:||Copyright 2003 Blackwell Publishing|
|Copyright Statement:||The definitive version is available at www.blackwell-synergy.com.|
|Deposited On:||18 Jun 2007 00:00|
|Last Modified:||29 Feb 2012 13:00|
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