4,062 research outputs found
Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model
Functional data, with basic observational units being functions (e.g.,
curves, surfaces) varying over a continuum, are frequently encountered in
various applications. While many statistical tools have been developed for
functional data analysis, the issue of smoothing all functional observations
simultaneously is less studied. Existing methods often focus on smoothing each
individual function separately, at the risk of removing important systematic
patterns common across functions. We propose a nonparametric Bayesian approach
to smooth all functional observations simultaneously and nonparametrically. In
the proposed approach, we assume that the functional observations are
independent Gaussian processes subject to a common level of measurement errors,
enabling the borrowing of strength across all observations. Unlike most
Gaussian process regression models that rely on pre-specified structures for
the covariance kernel, we adopt a hierarchical framework by assuming a Gaussian
process prior for the mean function and an Inverse-Wishart process prior for
the covariance function. These prior assumptions induce an automatic
mean-covariance estimation in the posterior inference in addition to the
simultaneous smoothing of all observations. Such a hierarchical framework is
flexible enough to incorporate functional data with different characteristics,
including data measured on either common or uncommon grids, and data with
either stationary or nonstationary covariance structures. Simulations and real
data analysis demonstrate that, in comparison with alternative methods, the
proposed Bayesian approach achieves better smoothing accuracy and comparable
mean-covariance estimation results. Furthermore, it can successfully retain the
systematic patterns in the functional observations that are usually neglected
by the existing functional data analyses based on individual-curve smoothing.Comment: Submitted to Bayesian Analysi
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
DPO - Denoising, Deconvolving, and Decomposing Photon Observations
The analysis of astronomical images is a non-trivial task. The D3PO algorithm
addresses the inference problem of denoising, deconvolving, and decomposing
photon observations. Its primary goal is the simultaneous but individual
reconstruction of the diffuse and point-like photon flux given a single photon
count image, where the fluxes are superimposed. In order to discriminate
between these morphologically different signal components, a probabilistic
algorithm is derived in the language of information field theory based on a
hierarchical Bayesian parameter model. The signal inference exploits prior
information on the spatial correlation structure of the diffuse component and
the brightness distribution of the spatially uncorrelated point-like sources. A
maximum a posteriori solution and a solution minimizing the Gibbs free energy
of the inference problem using variational Bayesian methods are discussed.
Since the derivation of the solution is not dependent on the underlying
position space, the implementation of the D3PO algorithm uses the NIFTY package
to ensure applicability to various spatial grids and at any resolution. The
fidelity of the algorithm is validated by the analysis of simulated data,
including a realistic high energy photon count image showing a 32 x 32 arcmin^2
observation with a spatial resolution of 0.1 arcmin. In all tests the D3PO
algorithm successfully denoised, deconvolved, and decomposed the data into a
diffuse and a point-like signal estimate for the respective photon flux
components.Comment: 22 pages, 8 figures, 2 tables, accepted by Astronomy & Astrophysics;
refereed version, 1 figure added, results unchanged, software available at
http://www.mpa-garching.mpg.de/ift/d3po
Optimization with Sparsity-Inducing Penalties
Sparse estimation methods are aimed at using or obtaining parsimonious
representations of data or models. They were first dedicated to linear variable
selection but numerous extensions have now emerged such as structured sparsity
or kernel selection. It turns out that many of the related estimation problems
can be cast as convex optimization problems by regularizing the empirical risk
with appropriate non-smooth norms. The goal of this paper is to present from a
general perspective optimization tools and techniques dedicated to such
sparsity-inducing penalties. We cover proximal methods, block-coordinate
descent, reweighted -penalized techniques, working-set and homotopy
methods, as well as non-convex formulations and extensions, and provide an
extensive set of experiments to compare various algorithms from a computational
point of view
Bayesian Model Selection in Complex Linear Systems, as Illustrated in Genetic Association Studies
Motivated by examples from genetic association studies, this paper considers
the model selection problem in a general complex linear model system and in a
Bayesian framework. We discuss formulating model selection problems and
incorporating context-dependent {\it a priori} information through different
levels of prior specifications. We also derive analytic Bayes factors and their
approximations to facilitate model selection and discuss their theoretical and
computational properties. We demonstrate our Bayesian approach based on an
implemented Markov Chain Monte Carlo (MCMC) algorithm in simulations and a real
data application of mapping tissue-specific eQTLs. Our novel results on Bayes
factors provide a general framework to perform efficient model comparisons in
complex linear model systems
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