Marginal likelihood estimation via power posteriors

N Friel, AN Pettitt - Journal of the Royal Statistical Society Series …, 2008 - academic.oup.com
Model choice plays an increasingly important role in statistics. From a Bayesian perspective
a crucial goal is to compute the marginal likelihood of the data for a given model. However …

Bayesian inference for exponential random graph models

A Caimo, N Friel - Social networks, 2011 - Elsevier
Exponential random graph models are extremely difficult models to handle from a statistical
viewpoint, since their normalising constant, which depends on model parameters, is …

Noisy Monte Carlo: Convergence of Markov chains with approximate transition kernels

P Alquier, N Friel, R Everitt, A Boland - Statistics and Computing, 2016 - Springer
Monte Carlo algorithms often aim to draw from a distribution π π by simulating a Markov
chain with transition kernel PP such that π π is invariant under P P. However, there are many …

On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods

AM Lyne, M Girolami, Y Atchadé, H Strathmann… - 2015 - projecteuclid.org
A large number of statistical models are “doubly-intractable”: the likelihood normalising term,
which is a function of the model parameters, is intractable, as well as the marginal likelihood …

Bayesian parameter estimation for latent Markov random fields and social networks

RG Everitt - Journal of Computational and graphical Statistics, 2012 - Taylor & Francis
Undirected graphical models are widely used in statistics, physics, and machine vision.
However, Bayesian parameter estimation for undirected models is extremely challenging …

A spatio-temporal model based on discrete latent variables for the analysis of COVID-19 incidence

F Bartolucci, A Farcomeni - Spatial Statistics, 2022 - Elsevier
We propose a model based on discrete latent variables, which are spatially associated and
time specific, for the analysis of incident cases of SARS-CoV-2 infections. We assume that …

A review on statistical inference methods for discrete Markov random fields

J Stoehr - arXiv preprint arXiv:1704.03331, 2017 - arxiv.org
Developing satisfactory methodology for the analysis of Markov random field is a very
challenging task. Indeed, due to the Markovian dependence structure, the normalizing …

Variational Bayes for estimating the parameters of a hidden Potts model

CA McGrory, DM Titterington, R Reeves… - Statistics and Computing, 2009 - Springer
Hidden Markov random field models provide an appealing representation of images and
other spatial problems. The drawback is that inference is not straightforward for these …

A Bayesian reassessment of nearest-neighbor classification

L Cucala, JM Marin, CP Robert… - Journal of the American …, 2009 - Taylor & Francis
The k-nearest-neighbor (knn) procedure is a well-known deterministic method used in
supervised classification. This article proposes a reassessment of this approach as a …

Efficient Bayesian inference for exponential random graph models by correcting the pseudo-posterior distribution

L Bouranis, N Friel, F Maire - Social Networks, 2017 - Elsevier
Exponential random graph models are an important tool in the statistical analysis of data.
However, Bayesian parameter estimation for these models is extremely challenging, since …