Adaptive Langevin Sampler for Separation of t-Distribution Modelled Astrophysical Maps

We propose to model the image differentials of astrophysical source maps by Student's t-distribution and to use them in the Bayesian source separation method as priors. We introduce an efficient Markov Chain Monte Carlo (MCMC) sampling scheme to unmix the astrophysical sources and describe the derivation details. In this scheme, we use the Langevin stochastic equation for transitions, which enables parallel drawing of random samples from the posterior, and reduces the computation time significantly (by two orders of magnitude). In addition, Student's t-distribution parameters are updated throughout the iterations. The results on astrophysical source separation are assessed with two performance criteria defined in the pixel and the frequency domains.Comment: 12 pages, 6 figure

Joint Bayesian endmember extraction and linear unmixing for hyperspectral imagery

This paper studies a fully Bayesian algorithm for endmember extraction and abundance estimation for hyperspectral imagery. Each pixel of the hyperspectral image is decomposed as a linear combination of pure endmember spectra following the linear mixing model. The estimation of the unknown endmember spectra is conducted in a unified manner by generating the posterior distribution of abundances and endmember parameters under a hierarchical Bayesian model. This model assumes conjugate prior distributions for these parameters, accounts for non-negativity and full-additivity constraints, and exploits the fact that the endmember proportions lie on a lower dimensional simplex. A Gibbs sampler is proposed to overcome the complexity of evaluating the resulting posterior distribution. This sampler generates samples distributed according to the posterior distribution and estimates the unknown parameters using these generated samples. The accuracy of the joint Bayesian estimator is illustrated by simulations conducted on synthetic and real AVIRIS images

Image fusion techniqes for remote sensing applications

Image fusion refers to the acquisition, processing and synergistic combination of information provided by various sensors or by the same sensor in many measuring contexts. The aim of this survey paper is to describe three typical applications of data fusion in remote sensing. The first study case considers the problem of the Synthetic Aperture Radar (SAR) Interferometry, where a pair of antennas are used to obtain an elevation map of the observed scene; the second one refers to the fusion of multisensor and multitemporal (Landsat Thematic Mapper and SAR) images of the same site acquired at different times, by using neural networks; the third one presents a processor to fuse multifrequency, multipolarization and mutiresolution SAR images, based on wavelet transform and multiscale Kalman filter. Each study case presents also results achieved by the proposed techniques applied to real data

Statistical Inference for Partially Observed Markov Processes via the R Package pomp

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this paper is provided at the pomp package website: http://kingaa.github.io/pom

Bayesian Nonparametric Unmixing of Hyperspectral Images

Hyperspectral imaging is an important tool in remote sensing, allowing for accurate analysis of vast areas. Due to a low spatial resolution, a pixel of a hyperspectral image rarely represents a single material, but rather a mixture of different spectra. HSU aims at estimating the pure spectra present in the scene of interest, referred to as endmembers, and their fractions in each pixel, referred to as abundances. Today, many HSU algorithms have been proposed, based either on a geometrical or statistical model. While most methods assume that the number of endmembers present in the scene is known, there is only little work about estimating this number from the observed data. In this work, we propose a Bayesian nonparametric framework that jointly estimates the number of endmembers, the endmembers itself, and their abundances, by making use of the Indian Buffet Process as a prior for the endmembers. Simulation results and experiments on real data demonstrate the effectiveness of the proposed algorithm, yielding results comparable with state-of-the-art methods while being able to reliably infer the number of endmembers. In scenarios with strong noise, where other algorithms provide only poor results, the proposed approach tends to overestimate the number of endmembers slightly. The additional endmembers, however, often simply represent noisy replicas of present endmembers and could easily be merged in a post-processing step

Probabilistic ToF and Stereo Data Fusion Based on Mixed Pixel Measurement Models

This paper proposes a method for fusing data acquired by a ToF camera and a stereo pair based on a model for depth measurement by ToF cameras which accounts also for depth discontinuity artifacts due to the mixed pixel effect. Such model is exploited within both a ML and a MAP-MRF frameworks for ToF and stereo data fusion. The proposed MAP-MRF framework is characterized by site-dependent range values, a rather important feature since it can be used both to improve the accuracy and to decrease the computational complexity of standard MAP-MRF approaches. This paper, in order to optimize the site dependent global cost function characteristic of the proposed MAP-MRF approach, also introduces an extension to Loopy Belief Propagation which can be used in other contexts. Experimental data validate the proposed ToF measurements model and the effectiveness of the proposed fusion techniques