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Keywords:
Gibbs random field; efficient estimator; empirical estimator
Gibbs random field; efficient estimator; empirical estimator
Summary:
An efficient estimator for the expectation $\int f \d P$ is constructed, where $P$ is a Gibbs random field, and $f$ is a local statistic, i. e. a functional depending on a finite number of coordinates. The estimator coincides with the empirical estimator under the conditions stated in Greenwood and Wefelmeyer [6], and covers the known special cases, namely the von Mises statistic for the i.i.d. underlying fields and the case of one-dimensional Markov chains.
References:
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