No abstract

This study deals with time dynamics of Markov fields defined on a finite set of sites with state space E, focussing on Markov Chain Markov Field (MCMF) evolution. Such a model is characterized by two families of potentials: the instantaneous interaction potentials, and the time delay potentials. Four models are specified: auto-exponential dynamics (E = R + ), auto-normal dynamics (E = R), auto-Poissonian dynamics (E = N) and auto-logistic dynamics (E qualitative and finite). Sufficient conditions ensuring ergodicity and strong law of large numbers are given by using a Lyapunov criterion of stability, and the conditional pseudo-likelihood statistics are summarized. We discuss the identification procedure of the two Markovian graphs and look for validation tests using martingale central limit theorems. An application to meteorological data illustrates such a modelling.

We propose in this note an extension of besag's auto-models to exponential families with multi-dimensional parameters. A family of cooperative auto-models is proposed

In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part is made with discrete values accounting for some symbolic information and a second part records a continuous (real-valued) measurement. We call such type of observations "mixed-state observations". This paper introduces spatial models suited for the analysis of these kinds of data. We consider multi-parameter auto-models whose local conditional distributions belong to a mixed state exponential family. Specific examples with exponential distributions are detailed, and we present some experimental results for modelling motion measurements from video sequences.Comment: Published in at http://dx.doi.org/10.1214/08-EJS173 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

A spatial lattice model for binary data is constructed from two spatial scales linked through conditional probabilities. A coarse grid of lattice locations is specified and all remaining locations (which we call the background) capture fine-scale spatial dependence. Binary data on the coarse grid are modelled with an autologistic distribution, conditional on the binary process on the back-ground. The background behaviour is captured through a hidden Gaussian process after a logit transformation on its Bernoulli success probabilities. The likelihood is then the product of the (conditional) autologistic probability distribution and the hidden Gaussian-Bernoulli process. The parameters of the new model come from both spatial scales. A series of simulations illustrates the spatial-dependence properties of the model and likelihood-based methods are used to estimate its parameters. Presence-absence data of corn borers in the roots of corn plants are used to illustrate how the model is fitted. Abstract A spatial lattice model for binary data is constructed from two spatial scales linked through conditional probabilities. A coarse grid of lattice locations is specified and all remaining locations (which we call the background) capture fine-scale spatial dependence. Binary data on the coarse grid are modelled with an autologistic distribution, conditional on the binary process on the background. The background behaviour is captured through a hidden Gaussian process after a logit transformation on its Bernoulli success probabilities. The likelihood is then the product of the (conditional) autologistic probability distribution and the hidden Gaussian-Bernoulli process. The parameters of the new model come from both spatial scales. A series of simulations illustrates the spatial-dependence properties of the model and likelihood-based methods are used to estimate its parameters. Presence-absence data of corn borers in the roots of corn plants are used to illustrate how the model is fitted.