Exact marginals and normalizing constant for Gibbs distributions

We present a recursive algorithm for the calculation of the marginal of a Gibbs distribution π. A direct consequence is the calculation of the normalizing constant of π. Nous proposons dans ce travail une récurrence sur les lois marginales d'une distribution de Gibbs π. Une conséquence directe...

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Bibliographic Details
Published inComptes rendus. Mathématique Vol. 348; no. 3; pp. 199 - 201
Main Authors Hardouin, Cécile, Guyon, Xavier
Format Journal Article
LanguageEnglish
Published Paris Elsevier SAS 01.02.2010
Elsevier
Subjects
Distribution theory
Exact sciences and technology
General mathematics
General, history and biography
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Recurrence
Recurrence relation
Distribution
Marginal distribution
Standardization
Distribution function
Probability distribution
Mathematics
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Summary:We present a recursive algorithm for the calculation of the marginal of a Gibbs distribution π. A direct consequence is the calculation of the normalizing constant of π. Nous proposons dans ce travail une récurrence sur les lois marginales d'une distribution de Gibbs π. Une conséquence directe est le calcul exact de la constante de normalisation de π.
ISSN:1631-073X
1778-3569
1778-3569
DOI:10.1016/j.crma.2009.12.002