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Article Dans Une Revue IEEE Signal Processing Letters Année : 2014

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

Résumé

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.
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hal-00915825 , version 1 (09-12-2013)

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Marcelo Alejandro Pereyra, Nicolas Dobigeon, Hadj Batatia, Jean-Yves Tourneret. Computing the Cramer-Rao bound of Markov random field parameters: Application to the Ising and the Potts models. IEEE Signal Processing Letters, 2014, vol. 21, pp. 47-50. ⟨10.1109/LSP.2013.2290329⟩. ⟨hal-00915825⟩
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