6a10bbd480e4c5573d8f3af73ae0454b-Reviews.html

Neural Information Processing Systems 

The paper tackles the difficult problem of hierarchical parameter estimation in Markov random fields. The model consists of a Dirichlet process prior for parameters, and the computational contribution is an approximate MCMC method, since exact'' MCMC seems somewhat out of reach for this problem. The solution is not particularly elegant, but to be fair the problem is among the worst for MCMC samplers to tackle. It would be interesting to understand which of the main features of the solution contribute most for the results. To begin with, a trace of the approximate MCMC progression is absent.