Von mises type statistics for single site updated local interaction randomfields

Citation
Pe. Greenwood et al., Von mises type statistics for single site updated local interaction randomfields, STAT SINICA, 9(3), 1999, pp. 699-712
Citations number
22
Categorie Soggetti
Mathematics
Journal title
STATISTICA SINICA
ISSN journal
10170405 → ACNP
Volume
9
Issue
3
Year of publication
1999
Pages
699 - 712
Database
ISI
SICI code
1017-0405(199907)9:3<699:VMTSFS>2.0.ZU;2-G
Abstract
Random field models in image analysis and spatial statistics usually have l ocal interactions. They can be simulated by Markov chains which update a si ngle site at a time. The updating rules typically condition on only a few n eighboring sites. If we want to approximate the expectation of a bounded fu nction, can we make better use of the simulations than through the empirica l estimator? We describe symmetrizations of the empirical estimator which a re computationally feasible and can lead to considerable variance reduction . The method is reminiscent of the idea behind generalized von Mises statis tics. To simplify the exposition, we consider mainly nearest neighbor rando m fields and the Gibbs sampler.