1. An efficient estimator for Gibbs random fields
- Creator:
- Janžura, Martin
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- Gibbs random field, efficient stimator, and empirical estimator
- Language:
- English
- Description:
- An efficient estimator for the expectation ∫f\dP is constructed, where P is a Gibbs random field, and f is a local statistic, i. e. a functional depending on a finite number of coordinates. The estimator coincides with the empirical estimator under the conditions stated in Greenwood and Wefelmeyer \cite{greenwood_wefelmeyer_1999}, and covers the known special cases, namely the von Mises statistic for the i.i.d. underlying fields and the case of one-dimensional Markov chains.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public