A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
DOI10.1214/aoap/1034968138zbMath0856.62082OpenAlexW2110232401MaRDI QIDQ1814745
Publication date: 12 February 1997
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1034968138
model selectionphase transitionssimulation resultsimage analysistexture synthesismean-square errorMarkov random fieldsGibbs random fieldsmoderate deviation probabilitiesmaximum pseudolikelihood estimatorpenalized pseudo-likelihood
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Computing methodologies for image processing (68U10)
Related Items (10)
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Cites Work
- A Bayesian analysis of the minimum AIC procedure
- On consistency of a class of estimators for exponential families of Markov random fields on the lattice
- Gibbs measures and phase transitions
- Estimating the dimension of a model
- On model selection and the arc sine laws
- Hidden Markov random fields
- Approximate Bayes model selection procedures for Gibbs-Markov random fields
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Estimation and choice of neighbors in spatial-interaction models of images
- A new look at the statistical model identification
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