Two Metropolis-Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions

We introduce two classes of Metropolis--Hastings algorithms for sampling target measures that are absolutely continuous with respect to non-Gaussian prior measures on infinite-dimensional Hilbert spaces. In particular, we focus on certain classes of prior measures for which prior-reversible proposal kernels of the autoregressive type can be designed. We then use these proposal kernels to design algorithms that satisfy detailed balance with respect to the target measures. Afterwards, we introduce a new class of prior measures, called the Bessel-K priors, as a generalization of the gamma distribution to measures in infinite dimensions. The Bessel-K priors interpolate between well-known priors such as the gamma distribution and Besov priors and can model sparse or compressible parameters. We present concrete instances of our algorithms for the Bessel-K priors in the context of numerical examples in density estimation, finite-dimensional denoising, and deconvolution on the circle

Multi-scale approaches for the statistical analysis of microarray data (with an application to 3D vesicle tracking)

The recent developments in experimental methods for gene data analysis, called microarrays, provide the possibility of interrogating changes in the expression of a vast number of genes in cell or tissue cultures and thus in depth exploration of disease conditions. As part of an ongoing program of research in Guy A. Rutter (G.A.R.) laboratory, Department of Biochemistry, University of Bristol, UK, with support from the Welcome Trust, we study the impact of established and of potentially new methods to the statistical analysis of gene expression data.EThOS - Electronic Theses Online ServiceGBUnited Kingdo