Given the obtained interaction structure, the first approximation of potentials should be refined in order to determine the posterior probability distribution in Eq. (6.2.5).
A stochastic approximation [85] algorithm is applied to iteratively refine the potential toward the MLE . Basically, the process constructs a Markov chain and updates the potential at each iteration based on the following equation [38],
Here, is an image generated at step by sampling the previous probability distribution, , using Gibbs sampling [34] or Metropolis algorithm [77]. is the scale factor. The initial scale and the control parameters , and can be decided either analytically or empirically.
The termination condition of the process is given as follows,
(6.3.8) |
The stochastic approximation is rather computational-intensive, which usually takes more than a few hundred steps to attain convergence. Speed of convergence and the comparison with an alternative MCMC based technique, called Controllable Simulated Annealing(CSA), are discussed in [38],