JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 174
Type: Contributed
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract - #306380
Title: Approximate Centroid Inference for Complex Graphical Models
Author(s): Hunter Glanz*+ and Luis Carvalho
Companies: Boston University and Boston University
Address: 10 Lothian Rd. Apt. 14, Brighton, MA, 02135, United States
Keywords: hierarchical model ; MCMC ; centroid estimation

High dimensional, highly connected graphical models continue to receive an increasing amount of attention and use as a result of the voluminous datasets gathered by modern-day technology. Many traditional models tend to narrow their focus beyond the scale of interest, make unrealistic model assumptions or suffer from unreasonable computation times. In this talk we will discuss how we approximate an example of such complex graphical models -- a model that aims to classify node labels in a three-dimensional lattice -- with random spanning trees. In doing so, we reduce the computational complexity immensely while still preserving, on average, the meaning of the model. More precisely, we define a hierarchical prior distribution on the space of spanning trees of the original graph and then develop a Metropolis-within-Gibbs algorithm to sample from the posterior space. To further increase computational efficiency, we adopt a centroid tree estimate and conduct exact posterior inference of the node labels conditional on this spanning tree estimate, similar to an empirical Bayes approach.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.