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],