Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant in the likelihood. Here, we use a pseudo-likelihood instead to study the Bayesian estimation of two-parameter, inverse temperature, and magnetization, Ising model with a fully specified coupling matrix. We develop a computationally efficient variational Bayes procedure for model estimation. Under the Gaussian mean-field variational family, we derive posterior contraction rates of the variational posterior obtained under the pseudo-likelihood. We also discuss the loss incurred due to variational posterior over true posterior for the pseudo-likelihood approach. Extensive simulation studies validate the efficacy of mean-field Gaussian and bivariate Gaussian families as the possible choices of the variational family for inference of Ising model parameters.
翻译:以统计物理学为起源,并广泛用于空间数据和计算机视觉问题的模型;然而,这一模型的统计推论仍然具有挑战性,因为有可能的常数正常化常数难以驾驭。在这里,我们使用假象来研究巴伊西亚对两个参数、反温和磁化的估算,采用完全指定的混合矩阵的Ising模型。我们为模型估测开发了一种计算高效的变异贝耶斯程序。在高斯平均场变异大家庭中,我们从假象模型下获取的变异后附体的后附收缩率中得出。我们还讨论了伪相似方法在真实远相上变异的后附物引起的损失。广泛的模拟研究验证了平均场高斯和双变高斯家庭作为变种中推断Ising模型参数的可能选择的功效。