Classification of chirp signals using hierarchical bayesian learning and MCMC methods

This paper addresses the problem of classifying chirp signals using hierarchical Bayesian learning together with Markov chain Monte Carlo (MCMC) methods. Bayesian learning consists of estimating the distribution of the observed data conditional on each class from a set of training samples. Unfortunately, this estimation requires to evaluate intractable multidimensional integrals. This paper studies an original implementation of hierarchical Bayesian learning that estimates the class conditional probability densities using MCMC methods. The performance of this implementation is first studied via an academic example for which the class conditional densities are known. The problem of classifying chirp signals is then addressed by using a similar hierarchical Bayesian learning implementation based on a Metropolis-within-Gibbs algorithm

Bayesian off-line detection of multiple change-points corrupted by multiplicative noise : application to SAR image edge detection

This paper addresses the problem of Bayesian off-line change-point detection in synthetic aperture radar images. The minimum mean square error and maximum a posteriori estimators of the changepoint positions are studied. Both estimators cannot be implemented because of optimization or integration problems. A practical implementation using Markov chain Monte Carlo methods is proposed. This implementation requires a priori knowledge of the so-called hyperparameters. A hyperparameter estimation procedure is proposed that alleviates the requirement of knowing the values of the hyperparameters. Simulation results on synthetic signals and synthetic aperture radar images are presented

Semi-supervised linear spectral unmixing using a hierarchical Bayesian model for hyperspectral imagery

This paper proposes a hierarchical Bayesian model that can be used for semi-supervised hyperspectral image unmixing. The model assumes that the pixel reflectances result from linear combinations of pure component spectra contaminated by an additive Gaussian noise. The abundance parameters appearing in this model satisfy positivity and additivity constraints. These constraints are naturally expressed in a Bayesian context by using appropriate abundance prior distributions. The posterior distributions of the unknown model parameters are then derived. A Gibbs sampler allows one to draw samples distributed according to the posteriors of interest and to estimate the unknown abundances. An extension of the algorithm is finally studied for mixtures with unknown numbers of spectral components belonging to a know library. The performance of the different unmixing strategies is evaluated via simulations conducted on synthetic and real data

Estimating the number of endmembers in hyperspectral images using the normal compositional model and a hierarchical Bayesian algorithm.

This paper studies a semi-supervised Bayesian unmixing algorithm for hyperspectral images. This algorithm is based on the normal compositional model recently introduced by Eismann and Stein. The normal compositional model assumes that each pixel of the image is modeled as a linear combination of an unknown number of pure materials, called endmembers. However, contrary to the classical linear mixing model, these endmembers are supposed to be random in order to model uncertainties regarding their knowledge. This paper proposes to estimate the mixture coefficients of the Normal Compositional Model (referred to as abundances) as well as their number using a reversible jump Bayesian algorithm. The performance of the proposed methodology is evaluated thanks to simulations conducted on synthetic and real AVIRIS images

Joint segmentation of piecewise constant autoregressive processes by using a hierarchical model and a Bayesian sampling approach

International audienceWe propose a joint segmentation algorithm for piecewise constant autoregressive (AR) processes recorded by several independent sensors. The algorithm is based on a hierarchical Bayesian model. Appropriate priors allow to introduce correlations between the change locations of the observed signals. Numerical problems inherent to Bayesian inference are solved by a Gibbs sampling strategy. The proposed joint segmentation methodology yields improved segmentation results when compared to parallel and independent individual signal segmentations. The initial algorithm is derived for piecewise constant AR processes whose orders are fixed on each segment. However, an extension to models with unknown model orders is also discussed. Theoretical results are illustrated by many simulations conducted with synthetic signals and real arc-tracking and speech signals

Efficient, concurrent Bayesian analysis of full waveform LaDAR data

Bayesian analysis of full waveform laser detection and ranging (LaDAR) signals using reversible jump Markov chain Monte Carlo (RJMCMC) algorithms have shown higher estimation accuracy, resolution and sensitivity to detect weak signatures for 3D surface profiling, and construct multiple layer images with varying number of surface returns. However, it is computational expensive. Although parallel computing has the potential to reduce both the processing time and the requirement for persistent memory storage, parallelizing the serial sampling procedure in RJMCMC is a significant challenge in both statistical and computing domains. While several strategies have been developed for Markov chain Monte Carlo (MCMC) parallelization, these are usually restricted to fixed dimensional parameter estimates, and not obviously applicable to RJMCMC for varying dimensional signal analysis. In the statistical domain, we propose an effective, concurrent RJMCMC algorithm, state space decomposition RJMCMC (SSD-RJMCMC), which divides the entire state space into groups and assign to each an independent RJMCMC chain with restricted variation of model dimensions. It intrinsically has a parallel structure, a form of model-level parallelization. Applying the convergence diagnostic, we can adaptively assess the convergence of the Markov chain on-the-fly and so dynamically terminate the chain generation. Evaluations on both synthetic and real data demonstrate that the concurrent chains have shorter convergence length and hence improved sampling efficiency. Parallel exploration of the candidate models, in conjunction with an error detection and correction scheme, improves the reliability of surface detection. By adaptively generating a complimentary MCMC sequence for the determined model, it enhances the accuracy for surface profiling. In the computing domain, we develop a data parallel SSD-RJMCMC (DP SSD-RJMCMCU) to achieve efficient parallel implementation on a distributed computer cluster. Adding data-level parallelization on top of the model-level parallelization, it formalizes a task queue and introduces an automatic scheduler for dynamic task allocation. These two strategies successfully diminish the load imbalance that occurred in SSD-RJMCMC. Thanks to the coarse granularity, the processors communicate at a very low frequency. The MPIbased implementation on a Beowulf cluster demonstrates that compared with RJMCMC, DP SSD-RJMCMCU has further reduced problem size and computation complexity. Therefore, it can achieve a super linear speedup if the number of data segments and processors are chosen wisely

A Bayesian Approach to the Detection Problem in Gravitational Wave Astronomy

The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some artifact created by instrument noise - is a crucial step in the analysis. The on-going analyses of data from ground based detectors employ a frequentist approach to the detection problem. A detection statistic is chosen, for which background levels and detection efficiencies are estimated from Monte Carlo studies. This approach frames the detection problem in terms of an infinite collection of trials, with the actual measurement corresponding to some realization of this hypothetical set. Here we explore an alternative, Bayesian approach to the detection problem, that considers prior information and the actual data in hand. Our particular focus is on the computational techniques used to implement the Bayesian analysis. We find that the Parallel Tempered Markov Chain Monte Carlo (PTMCMC) algorithm is able to address all three phases of the anaylsis in a coherent framework. The signals are found by locating the posterior modes, the model parameters are characterized by mapping out the joint posterior distribution, and finally, the model evidence is computed by thermodynamic integration. As a demonstration, we consider the detection problem of selecting between models describing the data as instrument noise, or instrument noise plus the signal from a single compact galactic binary. The evidence ratios, or Bayes factors, computed by the PTMCMC algorithm are found to be in close agreement with those computed using a Reversible Jump Markov Chain Monte Carlo algorithm.Comment: 19 pages, 12 figures, revised to address referee's comment

On the joint Bayesian model selection and estimation of sinusoids via reversible jump MCMC in low SNR situations

This paper addresses the behavior in low SNR situations of the algorithm proposed by Andrieu and Doucet (IEEE T. Signal Proces., 47(10), 1999) for the joint Bayesian model selection and estimation of sinusoids in Gaussian white noise. It is shown that the value of a certain hyperparameter, claimed to be weakly influential in the original paper, becomes in fact quite important in this context. This robustness issue is fixed by a suitable modification of the prior distribution, based on model selection considerations. Numerical experiments show that the resulting algorithm is more robust to the value of its hyperparameters