127 research outputs found
Bayesian inference for inverse problems
Traditionally, the MaxEnt workshops start by a tutorial day. This paper
summarizes my talk during 2001'th workshop at John Hopkins University. The main
idea in this talk is to show how the Bayesian inference can naturally give us
all the necessary tools we need to solve real inverse problems: starting by
simple inversion where we assume to know exactly the forward model and all the
input model parameters up to more realistic advanced problems of myopic or
blind inversion where we may be uncertain about the forward model and we may
have noisy data. Starting by an introduction to inverse problems through a few
examples and explaining their ill posedness nature, I briefly presented the
main classical deterministic methods such as data matching and classical
regularization methods to show their limitations. I then presented the main
classical probabilistic methods based on likelihood, information theory and
maximum entropy and the Bayesian inference framework for such problems. I show
that the Bayesian framework, not only generalizes all these methods, but also
gives us natural tools, for example, for inferring the uncertainty of the
computed solutions, for the estimation of the hyperparameters or for handling
myopic or blind inversion problems. Finally, through a deconvolution problem
example, I presented a few state of the art methods based on Bayesian inference
particularly designed for some of the mass spectrometry data processing
problems.Comment: Presented at MaxEnt01. To appear in Bayesian Inference and Maximum
Entropy Methods, B. Fry (Ed.), AIP Proceedings. 20pages, 13 Postscript
figure
Variational bayes for estimating the parameters of a hidden Potts model
Hidden Markov random field models provide an appealing representation of images and other spatial problems. The drawback is that inference is not straightforward for these models as the normalisation constant for the likelihood is generally intractable except for very small observation sets. Variational methods are an emerging tool for Bayesian inference and they have already been successfully applied in other contexts. Focusing on the particular case of a hidden Potts model with Gaussian noise, we show how variational Bayesian methods can be applied to hidden Markov random field inference. To tackle the obstacle of the intractable normalising constant for the likelihood, we explore alternative estimation approaches for incorporation into the variational Bayes algorithm. We consider a pseudo-likelihood approach as well as the more recent reduced dependence approximation of the normalisation constant. To illustrate the effectiveness of these approaches we present empirical results from the analysis of simulated datasets. We also analyse a real dataset and compare results with those of previous analyses as well as those obtained from the recently developed auxiliary variable MCMC method and the recursive MCMC method. Our results show that the variational Bayesian analyses can be carried out much faster than the MCMC analyses and produce good estimates of model parameters. We also found that the reduced dependence approximation of the normalisation constant outperformed the pseudo-likelihood approximation in our analysis of real and synthetic datasets
Kalikow-type decomposition for multicolor infinite range particle systems
We consider a particle system on with real state space and
interactions of infinite range. Assuming that the rate of change is continuous
we obtain a Kalikow-type decomposition of the infinite range change rates as a
mixture of finite range change rates. Furthermore, if a high noise condition
holds, as an application of this decomposition, we design a feasible perfect
simulation algorithm to sample from the stationary process. Finally, the
perfect simulation scheme allows us to forge an algorithm to obtain an explicit
construction of a coupling attaining Ornstein's -distance for two
ordered Ising probability measures.Comment: Published in at http://dx.doi.org/10.1214/12-AAP882 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Statistical procedures for spatial point pattern recognition
Spatial structures in the form of point patterns arise in many different contexts, and in most of them the key goal concerns the detection and recognition of the underlying spatial pattern. Particularly interesting is the case of pattern analysis with replicated data in two or more experimental groups. This paper compares design-based and model-based approaches to the analysis of this kind of spatial data. Basic questions about pattern detection concern estimating the properties of the underlying spatial point process within each experimental group, and comparing the properties between groups. The paper discusses how either approach can be implemented in the specific context of a single-factor replicated experiment and uses simulations to show how the model-based approach can be more efficient when the underlying model assumptions hold, but potentially misleading otherwise
Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
Quantitative Magnetic Resonance Imaging (qMRI) provides researchers insight
into pathological and physiological alterations of living tissue, with the help
of which researchers hope to predict (local) therapeutic efficacy early and
determine optimal treatment schedule. However, the analysis of qMRI has been
limited to ad-hoc heuristic methods. Our research provides a powerful
statistical framework for image analysis and sheds light on future localized
adaptive treatment regimes tailored to the individual's response. We assume in
an imperfect world we only observe a blurred and noisy version of the
underlying pathological/physiological changes via qMRI, due to measurement
errors or unpredictable influences. We use a hidden Markov random field to
model the spatial dependence in the data and develop a maximum likelihood
approach via the Expectation--Maximization algorithm with stochastic variation.
An important improvement over previous work is the assessment of variability in
parameter estimation, which is the valid basis for statistical inference. More
importantly, we focus on the expected changes rather than image segmentation.
Our research has shown that the approach is powerful in both simulation studies
and on a real dataset, while quite robust in the presence of some model
assumption violations.Comment: Published in at http://dx.doi.org/10.1214/07-AOAS157 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Bayesian computation for statistical models with intractable normalizing constants
This paper deals with some computational aspects in the Bayesian analysis of
statistical models with intractable normalizing constants. In the presence of
intractable normalizing constants in the likelihood function, traditional MCMC
methods cannot be applied. We propose an approach to sample from such posterior
distributions. The method can be thought as a Bayesian version of the MCMC-MLE
approach of Geyer and Thompson (1992). To the best of our knowledge, this is
the first general and asymptotically consistent Monte Carlo method for such
problems. We illustrate the method with examples from image segmentation and
social network modeling. We study as well the asymptotic behavior of the
algorithm and obtain a strong law of large numbers for empirical averages.Comment: 20 pages, 4 figures, submitted for publicatio
Statistical procedures for spatial point pattern recognition
Spatial structures in the form of point patterns arise in many different contexts, and in most of them the key goal concerns the detection and recognition of the underlying spatial pattern. Particularly interesting is the case of pattern analysis with replicated data in two or more experimental groups. This paper compares design-based and model-based approaches to the analysis of this kind of spatial data. Basic questions about pattern detection concern estimating the properties of the underlying spatial point process within each experimental group, and comparing the properties between groups. The paper discusses how either approach can be implemented in the specific context of a single-factor replicated experiment and uses simulations to show how the model-based approach can be more efficient when the underlying model assumptions hold, but potentially misleading otherwise
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