Maximum-a-posteriori estimation with Bayesian confidence regions

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a result, while most modern mathematical imaging methods produce impressive point estimation results, they are generally unable to quantify the uncertainty in the solutions delivered. This paper presents a new general methodology for approximating Bayesian high-posterior-density credibility regions in inverse problems that are convex and potentially very high-dimensional. The approximations are derived by using recent concentration of measure results related to information theory for log-concave random vectors. A remarkable property of the approximations is that they can be computed very efficiently, even in large-scale problems, by using standard convex optimisation techniques. In particular, they are available as a by-product in problems solved by maximum-a-posteriori estimation. The approximations also have favourable theoretical properties, namely they outer-bound the true high-posterior-density credibility regions, and they are stable with respect to model dimension. The proposed methodology is illustrated on two high-dimensional imaging inverse problems related to tomographic reconstruction and sparse deconvolution, where the approximations are used to perform Bayesian hypothesis tests and explore the uncertainty about the solutions, and where proximal Markov chain Monte Carlo algorithms are used as benchmark to compute exact credible regions and measure the approximation error

Kinematic calibration of Orthoglide-type mechanisms from observation of parallel leg motions

The paper proposes a new calibration method for parallel manipulators that allows efficient identification of the joint offsets using observations of the manipulator leg parallelism with respect to the base surface. The method employs a simple and low-cost measuring system, which evaluates deviation of the leg location during motions that are assumed to preserve the leg parallelism for the nominal values of the manipulator parameters. Using the measured deviations, the developed algorithm estimates the joint offsets that are treated as the most essential parameters to be identified. The validity of the proposed calibration method and efficiency of the developed numerical algorithms are confirmed by experimental results. The sensitivity of the measurement methods and the calibration accuracy are also studied

Fast algorithms for large scale generalized distance weighted discrimination

High dimension low sample size statistical analysis is important in a wide range of applications. In such situations, the highly appealing discrimination method, support vector machine, can be improved to alleviate data piling at the margin. This leads naturally to the development of distance weighted discrimination (DWD), which can be modeled as a second-order cone programming problem and solved by interior-point methods when the scale (in sample size and feature dimension) of the data is moderate. Here, we design a scalable and robust algorithm for solving large scale generalized DWD problems. Numerical experiments on real data sets from the UCI repository demonstrate that our algorithm is highly efficient in solving large scale problems, and sometimes even more efficient than the highly optimized LIBLINEAR and LIBSVM for solving the corresponding SVM problems