TY - JOUR

T1 - A note on Gibbs and Markov random fields with constraints and their moments

AU - Gandolfi, Alberto

AU - Lenarda, Pietro

N1 - Publisher Copyright:
© 2016 Mathematical Sciences Publishers.
Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.

PY - 2016

Y1 - 2016

N2 - This paper focuses on the relation between Gibbs and Markov random fields, one instance of the close relation between abstract and applied mathematics so often stressed by Lucio Russo in his scientific work. We start by proving a more explicit version, based on spin products, of the Hammersley-Clifford theorem, a classic result which identifies Gibbs andMarkov fields under finite energy. Then we argue that the celebrated counterexample of Moussouris, intended to show that there is no complete coincidence between Markov and Gibbs random fields in the presence of hard-core constraints, is not really such. In fact, the notion of a constrained Gibbs random field used in the example and in the subsequent literature makes the unnatural assumption that the constraints are infinite energy Gibbs interactions on the same graph. Here we consider the more natural extended version of the equivalence problem, in which constraints are more generally based on a possibly larger graph, and solve it. The bearing of the more natural approach is shown by considering identifiability of discrete random fields from support, conditional independencies and corresponding moments. In fact, by means of our previous results, we show identifiability for a large class of problems, and also examples with no identifiability. Various open questions surface along the way.

AB - This paper focuses on the relation between Gibbs and Markov random fields, one instance of the close relation between abstract and applied mathematics so often stressed by Lucio Russo in his scientific work. We start by proving a more explicit version, based on spin products, of the Hammersley-Clifford theorem, a classic result which identifies Gibbs andMarkov fields under finite energy. Then we argue that the celebrated counterexample of Moussouris, intended to show that there is no complete coincidence between Markov and Gibbs random fields in the presence of hard-core constraints, is not really such. In fact, the notion of a constrained Gibbs random field used in the example and in the subsequent literature makes the unnatural assumption that the constraints are infinite energy Gibbs interactions on the same graph. Here we consider the more natural extended version of the equivalence problem, in which constraints are more generally based on a possibly larger graph, and solve it. The bearing of the more natural approach is shown by considering identifiability of discrete random fields from support, conditional independencies and corresponding moments. In fact, by means of our previous results, we show identifiability for a large class of problems, and also examples with no identifiability. Various open questions surface along the way.

KW - Gibbs distributions

KW - Hammersley-Clifford

KW - Hard-core constraints

KW - Markov random fields

KW - Moments

KW - Moussouris

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U2 - 10.2140/memocs.2016.4.407

DO - 10.2140/memocs.2016.4.407

M3 - Article

AN - SCOPUS:85044423232

SN - 2326-7186

VL - 4

SP - 407

EP - 422

JO - Mathematics and Mechanics of Complex Systems

JF - Mathematics and Mechanics of Complex Systems

IS - 3-4

ER -