505 research outputs found

    High-Dimensional Bayesian Geostatistics

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    With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as "priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has n\sim n floating point operations (flops), where nn the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings

    A Panorama on Multiscale Geometric Representations, Intertwining Spatial, Directional and Frequency Selectivity

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    The richness of natural images makes the quest for optimal representations in image processing and computer vision challenging. The latter observation has not prevented the design of image representations, which trade off between efficiency and complexity, while achieving accurate rendering of smooth regions as well as reproducing faithful contours and textures. The most recent ones, proposed in the past decade, share an hybrid heritage highlighting the multiscale and oriented nature of edges and patterns in images. This paper presents a panorama of the aforementioned literature on decompositions in multiscale, multi-orientation bases or dictionaries. They typically exhibit redundancy to improve sparsity in the transformed domain and sometimes its invariance with respect to simple geometric deformations (translation, rotation). Oriented multiscale dictionaries extend traditional wavelet processing and may offer rotation invariance. Highly redundant dictionaries require specific algorithms to simplify the search for an efficient (sparse) representation. We also discuss the extension of multiscale geometric decompositions to non-Euclidean domains such as the sphere or arbitrary meshed surfaces. The etymology of panorama suggests an overview, based on a choice of partially overlapping "pictures". We hope that this paper will contribute to the appreciation and apprehension of a stream of current research directions in image understanding.Comment: 65 pages, 33 figures, 303 reference

    Narrowest Significance Pursuit: inference for multiple change-points in linear models

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    We propose Narrowest Significance Pursuit (NSP), a general and flexible methodology for automatically detecting localised regions in data sequences which each must contain a change-point, at a prescribed global significance level. Here, change-points are understood as abrupt changes in the parameters of an underlying linear model. NSP works by fitting the postulated linear model over many regions of the data, using a certain multiresolution sup-norm loss, and identifying the shortest interval on which the linearity is significantly violated. The procedure then continues recursively to the left and to the right until no further intervals of significance can be found. The use of the multiresolution sup-norm loss is a key feature of NSP, as it enables the transfer of significance considerations to the domain of the unobserved true residuals, a substantial simplification. It also guarantees important stochastic bounds which directly yield exact desired coverage probabilities, regardless of the form or number of the regressors. NSP works with a wide range of distributional assumptions on the errors, including Gaussian with known or unknown variance, some light-tailed distributions, and some heavy-tailed, possibly heterogeneous distributions via self-normalisation. It also works in the presence of autoregression. The mathematics of NSP is, by construction, uncomplicated, and its key computational component uses simple linear programming. In contrast to the widely studied "post-selection inference" approach, NSP enables the opposite viewpoint and paves the way for the concept of "post-inference selection". Pre-CRAN R code implementing NSP is available at https://github.com/pfryz/nsp

    The what, how, and why of wavelet shrinkage denoising

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    Natural Image Statistics for Digital Image Forensics

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    We describe a set of natural image statistics that are built upon two multi-scale image decompositions, the quadrature mirror filter pyramid decomposition and the local angular harmonic decomposition. These image statistics consist of first- and higher-order statistics that capture certain statistical regularities of natural images. We propose to apply these image statistics, together with classification techniques, to three problems in digital image forensics: (1) differentiating photographic images from computer-generated photorealistic images, (2) generic steganalysis; (3) rebroadcast image detection. We also apply these image statistics to the traditional art authentication for forgery detection and identification of artists in an art work. For each application we show the effectiveness of these image statistics and analyze their sensitivity and robustness
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