23,090 research outputs found
Bayesian inference for inverse problems
Traditionally, the MaxEnt workshops start by a tutorial day. This paper
summarizes my talk during 2001'th workshop at John Hopkins University. The main
idea in this talk is to show how the Bayesian inference can naturally give us
all the necessary tools we need to solve real inverse problems: starting by
simple inversion where we assume to know exactly the forward model and all the
input model parameters up to more realistic advanced problems of myopic or
blind inversion where we may be uncertain about the forward model and we may
have noisy data. Starting by an introduction to inverse problems through a few
examples and explaining their ill posedness nature, I briefly presented the
main classical deterministic methods such as data matching and classical
regularization methods to show their limitations. I then presented the main
classical probabilistic methods based on likelihood, information theory and
maximum entropy and the Bayesian inference framework for such problems. I show
that the Bayesian framework, not only generalizes all these methods, but also
gives us natural tools, for example, for inferring the uncertainty of the
computed solutions, for the estimation of the hyperparameters or for handling
myopic or blind inversion problems. Finally, through a deconvolution problem
example, I presented a few state of the art methods based on Bayesian inference
particularly designed for some of the mass spectrometry data processing
problems.Comment: Presented at MaxEnt01. To appear in Bayesian Inference and Maximum
Entropy Methods, B. Fry (Ed.), AIP Proceedings. 20pages, 13 Postscript
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Bayesian inference in a cointegrating panel data model
This paper develops methods of Bayesian inference in a cointegrating panel data model. This model involves each cross-sectional unit having a vector error correction representation. It is flexible in the sense that different cross-sectional units can have different cointegration ranks and cointegration spaces. Furthermore, the parameters which characterize short-run dynamics and deterministic components are allowed to vary over cross-sectional units. In addition to a noninformative prior, we introduce an informative prior which allows for information about the likely location of the cointegration space and about the degree of similarity in coefficients in different cross-sectional units. A collapsed Gibbs sampling algorithm is developed which allows for efficient posterior inference. Our methods are illustrated using real and artificial data
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