AUTHOR: Greenwood, P. E., McKeague, I. W. and Wefelmeyer, W.
DATE: 1996
TITLE: Von Mises Type Statistics for Single Site
Updated Local Interaction Random Fields
ABSTRACT:
Random fields in image analysis and statistical physics typically have
local interactions. They can be simulated by Markov chains which update
a single site at a time. The updating rules typically condition only
on a few neighboring sites. If we want to approximate the expectation
of a bounded function, can we make better use of the simulations
than through the empirical estimator? We describe symmetrizations
of the empirical estimator which are computationally feasible
and can lead to considerable variance reduction. The method is reminiscent
of the idea behind generalized von Mises statistics. To simplify
the exposition, we consider mainly nearest neighbor random fields
and the Gibbs sampler.