34,575 research outputs found
Beyond Binomial and Negative Binomial: Adaptation in Bernoulli Parameter Estimation
Estimating the parameter of a Bernoulli process arises in many applications,
including photon-efficient active imaging where each illumination period is
regarded as a single Bernoulli trial. Motivated by acquisition efficiency when
multiple Bernoulli processes are of interest, we formulate the allocation of
trials under a constraint on the mean as an optimal resource allocation
problem. An oracle-aided trial allocation demonstrates that there can be a
significant advantage from varying the allocation for different processes and
inspires a simple trial allocation gain quantity. Motivated by realizing this
gain without an oracle, we present a trellis-based framework for representing
and optimizing stopping rules. Considering the convenient case of Beta priors,
three implementable stopping rules with similar performances are explored, and
the simplest of these is shown to asymptotically achieve the oracle-aided trial
allocation. These approaches are further extended to estimating functions of a
Bernoulli parameter. In simulations inspired by realistic active imaging
scenarios, we demonstrate significant mean-squared error improvements: up to
4.36 dB for the estimation of p and up to 1.80 dB for the estimation of log p.Comment: 13 pages, 16 figure
Beyond binomial and negative binomial: adaptation in Bernoulli parameter estimation
Estimating the parameter of a Bernoulli process arises in many applications, including photon-efficient active imaging where each illumination period is regarded as a single Bernoulli trial. Motivated by acquisition efficiency when multiple Bernoulli processes (e.g., multiple pixels) are of interest, we formulate the allocation of trials under a constraint on the mean as an optimal resource allocation problem. An oracle-aided trial allocation demonstrates that there can be a significant advantage from varying the allocation for different processes and inspires the introduction of a simple trial allocation gain quantity. Motivated by achieving this gain without an oracle, we present a trellis-based framework for representing and optimizing stopping rules. Considering the convenient case of Beta priors, three implementable stopping rules with similar performances are explored, and the simplest of these is shown to asymptotically achieve the oracle-aided trial allocation. These approaches are further extended to estimating functions of a Bernoulli parameter. In simulations inspired by realistic active imaging scenarios, we demonstrate significant mean-squared error improvements up to 4.36 dB for the estimation of p and up to 1.86 dB for the estimation of log p.https://arxiv.org/abs/1809.08801https://arxiv.org/abs/1809.08801First author draf
Optimal stopping times for estimating Bernoulli parameters with applications to active imaging
We address the problem of estimating the parameter of a Bernoulli process. This arises in many applications, including photon-efficient active imaging where each illumination period is regarded as a single Bernoulli trial. We introduce a framework within which to minimize the mean-squared error (MSE) subject to an upper bound on the mean number of trials. This optimization has several simple and intuitive properties when the Bernoulli parameter has a beta prior. In addition, by exploiting typical spatial correlation using total variation regularization, we extend the developed framework to a rectangular array of Bernoulli processes representing the pixels in a natural scene. In simulations inspired by realistic active imaging scenarios, we demonstrate a 4.26 dB reduction in MSE due to the adaptive acquisition, as an average over many independent experiments and invariant to a factor of 3.4 variation in trial budget.Accepted manuscrip
Blind deconvolution of sparse pulse sequences under a minimum distance constraint: a partially collapsed Gibbs sampler method
For blind deconvolution of an unknown sparse sequence convolved with an unknown pulse, a powerful Bayesian method employs the Gibbs sampler in combination with a BernoulliâGaussian prior modeling sparsity. In this paper, we extend this method by introducing a minimum distance constraint for the pulses in the sequence. This is physically relevant in applications including layer detection, medical imaging, seismology, and multipath parameter estimation. We propose a Bayesian method for blind deconvolution that is based on a modified BernoulliâGaussian prior including a minimum distance constraint factor. The core of our method is a partially collapsed Gibbs sampler (PCGS) that tolerates and even exploits the strong local dependencies introduced by the minimum distance constraint. Simulation results demonstrate significant performance gains compared to a recently proposed PCGS. The main advantages of the minimum distance constraint are a substantial reduction of computational complexity and of the number of spurious components in the deconvolution result
Minimum-Variance Importance-Sampling Bernoulli Estimator for Fast Simulation of Linear Block Codes over Binary Symmetric Channels
In this paper the choice of the Bernoulli distribution as biased distribution
for importance sampling (IS) Monte-Carlo (MC) simulation of linear block codes
over binary symmetric channels (BSCs) is studied. Based on the analytical
derivation of the optimal IS Bernoulli distribution, with explicit calculation
of the variance of the corresponding IS estimator, two novel algorithms for
fast-simulation of linear block codes are proposed. For sufficiently high
signal-to-noise ratios (SNRs) one of the proposed algorithm is SNR-invariant,
i.e. the IS estimator does not depend on the cross-over probability of the
channel. Also, the proposed algorithms are shown to be suitable for the
estimation of the error-correcting capability of the code and the decoder.
Finally, the effectiveness of the algorithms is confirmed through simulation
results in comparison to standard Monte Carlo method
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