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Combining Monte Carlo and Mean-Field-Like Methods for Inference in Hidden Markov Random Fields

Florence Forbes 1 Gersende Fort 2
1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann, Inria Grenoble - Rhône-Alpes
Abstract : Issues involving missing data are typical settings where exact inference is not tractable as soon as nontrivial interactions occur between the missing variables. Approximations are required, and most of them are based either on simulation methods or on deterministic variational methods. While variational methods provide fast and reasonable approximate estimates in many scenarios, simulation methods offer more consideration of important theoretical issues such as accuracy of the approximation and convergence of the algorithms but at a much higher computational cost. In this work, we propose a new class of algorithms that combine the main features and advantages of both simulation and deterministic methods and consider applications to inference in hidden Markov random fields (HMRFs). These algorithms can be viewed as stochastic perturbations of variational expectation maximization (VEM) algorithms, which are not tractable for HMRF. We focus more specifically on one of these perturbations and we prove their (almost sure) convergence to the same limit set as the limit set of VEM. In addition, experiments on synthetic and real-world images show that the algorithm performance is very close and sometimes better than that of other existing simulation-based and variational EM-like algorithms.
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https://hal.inria.fr/hal-00846640
Contributor : Brigitte Bidégaray-Fesquet <>
Submitted on : Friday, July 19, 2013 - 3:16:38 PM
Last modification on : Tuesday, February 9, 2021 - 3:20:20 PM

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Florence Forbes, Gersende Fort. Combining Monte Carlo and Mean-Field-Like Methods for Inference in Hidden Markov Random Fields. IEEE Transactions on Image Processing, Institute of Electrical and Electronics Engineers, 2007, 16 (3), pp.824-837. ⟨10.1109/TIP.2006.891045⟩. ⟨hal-00846640⟩

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