Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes

Cécile Hardouin () and Xavier Guyon

Computational Statistics, 2014, vol. 29, issue 6, 1637-1650

Abstract: This paper presents different recursive formulas for computing the marginals and the normalizing constant of a Gibbs distribution $$\pi $$ π . The common thread is the use of the underlying Markov properties of such processes. The procedures are illustrated with several examples, particularly the Ising model. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Gibbs distribution; Marginal laws; Normalizing constant (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00180-014-0510-5

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