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pseudo-likelihood

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Examples

  • Bayesian Core: A Practical Approach to Computational Bayesian Statistics Image analysis Computer Vision and Classi fi cation Unknown normalizing constant Major di ffi culty: it is impossible to compute f (y | X, β, k) Use instead the pseudo-likelihood made of the product of the full conditionals G f (y | X, β, k) = P (yi = Cg | y − i, X, β, k) g = 1 yi = Cg 425/458

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