42,392 research outputs found
Inverse Problems in a Bayesian Setting
In a Bayesian setting, inverse problems and uncertainty quantification (UQ)
--- the propagation of uncertainty through a computational (forward) model ---
are strongly connected. In the form of conditional expectation the Bayesian
update becomes computationally attractive. We give a detailed account of this
approach via conditional approximation, various approximations, and the
construction of filters. Together with a functional or spectral approach for
the forward UQ there is no need for time-consuming and slowly convergent Monte
Carlo sampling. The developed sampling-free non-linear Bayesian update in form
of a filter is derived from the variational problem associated with conditional
expectation. This formulation in general calls for further discretisation to
make the computation possible, and we choose a polynomial approximation. After
giving details on the actual computation in the framework of functional or
spectral approximations, we demonstrate the workings of the algorithm on a
number of examples of increasing complexity. At last, we compare the linear and
nonlinear Bayesian update in form of a filter on some examples.Comment: arXiv admin note: substantial text overlap with arXiv:1312.504
Inverse problems and uncertainty quantification
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) -
the propagation of uncertainty through a computational (forward) model - are
strongly connected. In the form of conditional expectation the Bayesian update
becomes computationally attractive. This is especially the case as together
with a functional or spectral approach for the forward UQ there is no need for
time-consuming and slowly convergent Monte Carlo sampling. The developed
sampling-free non-linear Bayesian update is derived from the variational
problem associated with conditional expectation. This formulation in general
calls for further discretisation to make the computation possible, and we
choose a polynomial approximation. After giving details on the actual
computation in the framework of functional or spectral approximations, we
demonstrate the workings of the algorithm on a number of examples of increasing
complexity. At last, we compare the linear and quadratic Bayesian update on the
small but taxing example of the chaotic Lorenz 84 model, where we experiment
with the influence of different observation or measurement operators on the
update.Comment: 25 pages, 17 figures. arXiv admin note: text overlap with
arXiv:1201.404
Consensus Message Passing for Layered Graphical Models
Generative models provide a powerful framework for probabilistic reasoning.
However, in many domains their use has been hampered by the practical
difficulties of inference. This is particularly the case in computer vision,
where models of the imaging process tend to be large, loopy and layered. For
this reason bottom-up conditional models have traditionally dominated in such
domains. We find that widely-used, general-purpose message passing inference
algorithms such as Expectation Propagation (EP) and Variational Message Passing
(VMP) fail on the simplest of vision models. With these models in mind, we
introduce a modification to message passing that learns to exploit their
layered structure by passing 'consensus' messages that guide inference towards
good solutions. Experiments on a variety of problems show that the proposed
technique leads to significantly more accurate inference results, not only when
compared to standard EP and VMP, but also when compared to competitive
bottom-up conditional models.Comment: Appearing in Proceedings of the 18th International Conference on
Artificial Intelligence and Statistics (AISTATS) 201
Computational aspects of DNA mixture analysis
Statistical analysis of DNA mixtures is known to pose computational
challenges due to the enormous state space of possible DNA profiles. We propose
a Bayesian network representation for genotypes, allowing computations to be
performed locally involving only a few alleles at each step. In addition, we
describe a general method for computing the expectation of a product of
discrete random variables using auxiliary variables and probability propagation
in a Bayesian network, which in combination with the genotype network allows
efficient computation of the likelihood function and various other quantities
relevant to the inference. Lastly, we introduce a set of diagnostic tools for
assessing the adequacy of the model for describing a particular dataset
Kernel Belief Propagation
We propose a nonparametric generalization of belief propagation, Kernel
Belief Propagation (KBP), for pairwise Markov random fields. Messages are
represented as functions in a reproducing kernel Hilbert space (RKHS), and
message updates are simple linear operations in the RKHS. KBP makes none of the
assumptions commonly required in classical BP algorithms: the variables need
not arise from a finite domain or a Gaussian distribution, nor must their
relations take any particular parametric form. Rather, the relations between
variables are represented implicitly, and are learned nonparametrically from
training data. KBP has the advantage that it may be used on any domain where
kernels are defined (Rd, strings, groups), even where explicit parametric
models are not known, or closed form expressions for the BP updates do not
exist. The computational cost of message updates in KBP is polynomial in the
training data size. We also propose a constant time approximate message update
procedure by representing messages using a small number of basis functions. In
experiments, we apply KBP to image denoising, depth prediction from still
images, and protein configuration prediction: KBP is faster than competing
classical and nonparametric approaches (by orders of magnitude, in some cases),
while providing significantly more accurate results
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