Efficient Amortized Bayesian Inference for Markov Random Fields via Gradient-Informed Grid Selection

TL;DR

This paper introduces a new amortized MCMC method for Bayesian inference in Markov random fields, reducing computational costs while maintaining theoretical accuracy through gradient-informed grid selection and Hermite interpolation.

Contribution

It proposes a novel framework combining gradient-informed grid selection with surrogate likelihood construction, improving efficiency in intractable likelihood Bayesian inference.

Findings

The method achieves lower computational cost compared to traditional exchange algorithms.

Simulation results show the error decreases as grid points increase.

Applications demonstrate practical effectiveness in satellite imagery and Arctic ice models.

Abstract

Bayesian inference for models with intractable likelihoods, such as Markov random fields, poses a fundamental computational challenge due to the tradeoff between inferential accuracy and computational cost. Various MCMC methods have been developed to address this challenge. The exchange algorithm targets the exact posterior, but requires an expensive perfect sampling step at each iteration, which is often infeasible in practice. In contrast, path sampling approximates the Metropolis acceptance ratio using a precomputed grid of likelihood values, but may introduce bias when the grid is poorly chosen. We introduce a novel amortized MCMC framework that retains the theoretical validity of exact methods while substantially reducing the computational burden. The proposed approach employs a gradient-informed grid selection procedure and constructs a surrogate likelihood via Hermite interpolation, yielding a smooth approximation with low error. A simulation study characterizes the rate at which inferential accuracy improves as the number of grid points increases. We further demonstrate the practical performance of the method through applications to a hidden Potts model for satellite imagery and an autologistic model for Arctic ice floes.