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Iterated conditional modes

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This is an old revision of this page, as edited by 156.111.111.127 (talk) at 17:48, 25 April 2016 (It needs to be specified that the maximum is a local maximum. ICM does not maximize the joint probability. It finds a local optimum for the model, not a global optimum.). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

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

References

  • Besag, J. E. (1986), "On the Statistical Analysis of Dirty Pictures", Journal of the Royal Statistical Society, Series B, 48 (3): 259โ€“302, JSTOR 2345426