14,864 research outputs found
Fast and scalable non-parametric Bayesian inference for Poisson point processes
We study the problem of non-parametric Bayesian estimation of the intensity
function of a Poisson point process. The observations are independent
realisations of a Poisson point process on the interval . We propose two
related approaches. In both approaches we model the intensity function as
piecewise constant on bins forming a partition of the interval . In
the first approach the coefficients of the intensity function are assigned
independent gamma priors, leading to a closed form posterior distribution. On
the theoretical side, we prove that as the posterior
asymptotically concentrates around the "true", data-generating intensity
function at an optimal rate for -H\"older regular intensity functions (). In the second approach we employ a gamma Markov chain prior on the
coefficients of the intensity function. The posterior distribution is no longer
available in closed form, but inference can be performed using a
straightforward version of the Gibbs sampler. Both approaches scale well with
sample size, but the second is much less sensitive to the choice of .
Practical performance of our methods is first demonstrated via synthetic data
examples. We compare our second method with other existing approaches on the UK
coal mining disasters data. Furthermore, we apply it to the US mass shootings
data and Donald Trump's Twitter data.Comment: 45 pages, 22 figure
A Nonparametric Bayesian Approach to Uncovering Rat Hippocampal Population Codes During Spatial Navigation
Rodent hippocampal population codes represent important spatial information
about the environment during navigation. Several computational methods have
been developed to uncover the neural representation of spatial topology
embedded in rodent hippocampal ensemble spike activity. Here we extend our
previous work and propose a nonparametric Bayesian approach to infer rat
hippocampal population codes during spatial navigation. To tackle the model
selection problem, we leverage a nonparametric Bayesian model. Specifically, to
analyze rat hippocampal ensemble spiking activity, we apply a hierarchical
Dirichlet process-hidden Markov model (HDP-HMM) using two Bayesian inference
methods, one based on Markov chain Monte Carlo (MCMC) and the other based on
variational Bayes (VB). We demonstrate the effectiveness of our Bayesian
approaches on recordings from a freely-behaving rat navigating in an open field
environment. We find that MCMC-based inference with Hamiltonian Monte Carlo
(HMC) hyperparameter sampling is flexible and efficient, and outperforms VB and
MCMC approaches with hyperparameters set by empirical Bayes
Source detection using a 3D sparse representation: application to the Fermi gamma-ray space telescope
The multiscale variance stabilization Transform (MSVST) has recently been
proposed for Poisson data denoising. This procedure, which is nonparametric, is
based on thresholding wavelet coefficients. We present in this paper an
extension of the MSVST to 3D data (in fact 2D-1D data) when the third dimension
is not a spatial dimension, but the wavelength, the energy, or the time. We
show that the MSVST can be used for detecting and characterizing astrophysical
sources of high-energy gamma rays, using realistic simulated observations with
the Large Area Telescope (LAT). The LAT was launched in June 2008 on the Fermi
Gamma-ray Space Telescope mission. The MSVST algorithm is very fast relative to
traditional likelihood model fitting, and permits efficient detection across
the time dimension and immediate estimation of spectral properties.
Astrophysical sources of gamma rays, especially active galaxies, are typically
quite variable, and our current work may lead to a reliable method to quickly
characterize the flaring properties of newly-detected sources.Comment: Accepted. Full paper will figures available at
http://jstarck.free.fr/aa08_msvst.pd
On the "Poisson Trick" and its Extensions for Fitting Multinomial Regression Models
This article is concerned with the fitting of multinomial regression models
using the so-called "Poisson Trick". The work is motivated by Chen & Kuo (2001)
and Malchow-M{\o}ller & Svarer (2003) which have been criticized for being
computationally inefficient and sometimes producing nonsense results. We first
discuss the case of independent data and offer a parsimonious fitting strategy
when all covariates are categorical. We then propose a new approach for
modelling correlated responses based on an extension of the Gamma-Poisson
model, where the likelihood can be expressed in closed-form. The parameters are
estimated via an Expectation/Conditional Maximization (ECM) algorithm, which
can be implemented using functions for fitting generalized linear models
readily available in standard statistical software packages. Compared to
existing methods, our approach avoids the need to approximate the intractable
integrals and thus the inference is exact with respect to the approximating
Gamma-Poisson model. The proposed method is illustrated via a reanalysis of the
yogurt data discussed by Chen & Kuo (2001)
Rethinking LDA: moment matching for discrete ICA
We consider moment matching techniques for estimation in Latent Dirichlet
Allocation (LDA). By drawing explicit links between LDA and discrete versions
of independent component analysis (ICA), we first derive a new set of
cumulant-based tensors, with an improved sample complexity. Moreover, we reuse
standard ICA techniques such as joint diagonalization of tensors to improve
over existing methods based on the tensor power method. In an extensive set of
experiments on both synthetic and real datasets, we show that our new
combination of tensors and orthogonal joint diagonalization techniques
outperforms existing moment matching methods.Comment: 30 pages; added plate diagrams and clarifications, changed style,
corrected typos, updated figures. in Proceedings of the 29-th Conference on
Neural Information Processing Systems (NIPS), 201
Joint segmentation of multivariate astronomical time series : bayesian sampling with a hierarchical model
Astronomy and other sciences often face the problem of detecting and characterizing structure in two or more related time series. This paper approaches such problems using Bayesian priors to represent relationships between signals with various degrees of certainty, and not just rigid constraints. The segmentation is conducted by using a hierarchical Bayesian approach to a piecewise constant Poisson rate model. A Gibbs sampling strategy allows joint estimation of the unknown parameters and hyperparameters. Results obtained with synthetic and real photon counting data illustrate the performance of the proposed algorithm
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