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View - Statistics - University of Washington

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75f( ˆX|Y, ˆφ, ˆθ) ∝ ∏ if(Y i | ˆX i , ˆθ)p( ˆX i |N( ˆX i ), ˆφ) (5.11)In some situations, one might wish to conduct inference based on this pseudoposterior.However, we use the ICM reconstruction <strong>of</strong> X, so our only remaininggoal is to conduct inference for K, the number <strong>of</strong> segments in the image.5.1.4 Pseudolikelihood and BICWe wish to conduct inference for K, the number <strong>of</strong> segments in the image. Aninitial thought would be to use BIC, as discussed in section 3.1. However, thiswould require evaluation <strong>of</strong> the likelihood <strong>of</strong> the observed data, L(Y |K), which isshown in equation 5.12.L(Y |K) = ∑ xf(Y |X = x, K)p(X = x|K) (5.12)The sum in equation 5.12 involves all possible configurations <strong>of</strong> the hiddenstates. With N pixels and K states, there are K N possible configurations, makingthis approach intractable. Instead, we replace the likelihood term with a pseudolikelihoodwhich maintains computational feasibility.An alternative to this pseudolikelihood method is to explore the space <strong>of</strong> allpossible configurations <strong>of</strong> hidden states. This can be done using reversible jumpMarkov chain Monte Carlo (Green, 1995), which would yield an estimate <strong>of</strong> theposterior probability <strong>of</strong> each K value. The main drawback <strong>of</strong> reversible jumpMCMC is its large computational demand. In most cases, we will not really beinterested in the posterior probabilities <strong>of</strong> values <strong>of</strong> K; instead, we simply wanta single best K value. In the context <strong>of</strong> the consistency result shown below,we would expect that as the amount <strong>of</strong> data increases, the choice <strong>of</strong> the singlebest K should be the same for both the reversible jump MCMC method and thepseudolikelihood-based BIC method.

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