OATAO - Open Archive Toulouse Archive Ouverte Open Access Week

Computing the Cramer-Rao bound of Markov random field parameters: Application to the Ising and the Potts models

Pereyra, Marcelo Alejandro and Dobigeon, Nicolas and Batatia, Hadj and Tourneret, Jean-Yves Computing the Cramer-Rao bound of Markov random field parameters: Application to the Ising and the Potts models. (2014) IEEE Signal Processing Letters, vol. 21 (n° 1). pp. 47-50. ISSN 1070-9908

[img]
Preview
(Document in English)

PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
1MB

Official URL: http://dx.doi.org/10.1109/LSP.2013.2290329

Abstract

This letter considers the problem of computing the Cramer–Rao bound for the parameters of a Markov random field. Computation of the exact bound is not feasible for most fields of interest because their likelihoods are intractable and have intractable derivatives. We show here how it is possible to formulate the computation of the bound as a statistical inference problem that can be solve approximately, but with arbitrarily high accuracy, by using a Monte Carlo method. The proposed methodology is successfully applied on the Ising and the Potts models.

Item Type:Article
Additional Information:Thanks to Institute of Electrical and Electronics Engineers editor. The original PDF of the article can be found at IEEE Signal Processing Letters website : http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=97
HAL Id:hal-00915825
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > University of Bristol (UNITED KINGDOM)
Laboratory name:
Statistics:download
Deposited By: Nicolas DOBIGEON
Deposited On:09 Dec 2013 12:33

Repository Staff Only: item control page