Preply — Study more efficiently by working with a personal tutor. Get 50% off.Affiliate

Wikipedia

Iterated conditional modes

In statistics, iterated conditional modes is a deterministic algorithm for obtaining a configuration of a local maximum of the joint probability of a Markov random field. It does this by iteratively maximizing the probability of each variable conditioned on the rest.

See also Belief propagation Graph cuts in computer vision Optimization problem

References Besag, J. E. (1986), "On the Statistical Analysis of Dirty Pictures", Journal of the Royal Statistical Society, Series B, 48 (3): 259–302, doi:10.1111/j.2517-6161.1986.tb01412.x, JSTOR 2345426

Tags

  • Computational statistics
  • Optimization algorithms and methods
  • Statistics stubs