3,664 research outputs found
MCMC for Hierarchical Semi-Markov Conditional Random fields
Deep architecture such as hierarchical semi-Markov models is an important class of models for nested sequential data. Current exact inference schemes either cost cubic time in sequence length, or exponential time in model depth. These costs are prohibitive for large-scale problems with arbitrary length and depth. In this contribution, we propose a new approximation technique that may have the potential to achieve sub-cubic time complexity in length and linear time depth, at the cost of some loss of quality. The idea is based on two well-known methods: Gibbs sampling and Rao-Blackwellisation. We provide some simulation-based evaluation of the quality of the RGBS with respect to run time and sequence length
CARBayes: an R package for Bayesian spatial modeling with conditional autoregressive priors
Conditional autoregressive models are commonly used to represent spatial autocorrelation in data relating to a set of non-overlapping areal units, which arise in a wide variety of applications including agriculture, education, epidemiology and image analysis. Such models are typically specified in a hierarchical Bayesian framework, with inference based on Markov chain Monte Carlo (MCMC) simulation. The most widely used software to fit such models is WinBUGS or OpenBUGS, but in this paper we introduce the R package CARBayes. The main advantage of CARBayes compared with the BUGS software is its ease of use, because: (1) the spatial adjacency information is easy to specify as a binary neighbourhood matrix; and (2) given the neighbourhood matrix the models can be implemented by a single function call in R. This paper outlines the general class of Bayesian hierarchical models that can be implemented in the CARBayes software, describes their implementation via MCMC simulation techniques, and illustrates their use with two worked examples in the fields of house price analysis and disease mapping
Variational semi-blind sparse deconvolution with orthogonal kernel bases and its application to MRFM
We present a variational Bayesian method of joint image reconstruction and point spread function (PSF) estimation when the PSF of the imaging device is only partially known. To solve this semi-blind deconvolution problem, prior distributions are specified for the PSF and the 3D image. Joint image reconstruction and PSF estimation is then performed within a Bayesian framework, using a variational algorithm to estimate the posterior distribution. The image prior distribution imposes an explicit atomic measure that corresponds to image sparsity. Importantly, the proposed Bayesian deconvolution algorithm does not require hand tuning. Simulation results clearly demonstrate that the semi-blind deconvolution algorithm compares favorably with previous Markov chain Monte Carlo (MCMC) version of myopic sparse reconstruction. It significantly outperforms mismatched non-blind algorithms that rely on the assumption of the perfect knowledge of the PSF. The algorithm is illustrated on real data from magnetic resonance force microscopy (MRFM)
Variational semi-blind sparse deconvolution with orthogonal kernel bases and its application to MRFM
We present a variational Bayesian method of joint image reconstruction and point spread function (PSF) estimation when the PSF of the imaging device is only partially known. To solve this semi-blind deconvolution problem, prior distributions are specified for the PSF and the 3D image. Joint image reconstruction and PSF estimation is then performed within a Bayesian framework, using a variational algorithm to estimate the posterior distribution. The image prior distribution imposes an explicit atomic measure that corresponds to image sparsity. Importantly, the proposed Bayesian deconvolution algorithm does not require hand tuning. Simulation results clearly demonstrate that the semi-blind deconvolution algorithm compares favorably with previous Markov chain Monte Carlo (MCMC) version of myopic sparse reconstruction. It significantly outperforms mismatched non-blind algorithms that rely on the assumption of the perfect knowledge of the PSF. The algorithm is illustrated on real data from magnetic resonance force microscopy (MRFM)
Gradient Scan Gibbs Sampler: an efficient algorithm for high-dimensional Gaussian distributions
This paper deals with Gibbs samplers that include high dimensional
conditional Gaussian distributions. It proposes an efficient algorithm that
avoids the high dimensional Gaussian sampling and relies on a random excursion
along a small set of directions. The algorithm is proved to converge, i.e. the
drawn samples are asymptotically distributed according to the target
distribution. Our main motivation is in inverse problems related to general
linear observation models and their solution in a hierarchical Bayesian
framework implemented through sampling algorithms. It finds direct applications
in semi-blind/unsupervised methods as well as in some non-Gaussian methods. The
paper provides an illustration focused on the unsupervised estimation for
super-resolution methods.Comment: 18 page
Modeling Transport Mode Decisions Using Hierarchical Binary Spatial Regression Models with Cluster Effects
This work is motivated by a mobility study conducted in the city of Munich, Germany. The variable of interest is a binary response, which indicates whether public transport has been utilized or not. One of the central questions is to identify areas of low/high utilization of public transport after adjusting for explanatory factors such as trip, individual and household attributes. The goal is to develop flexible statistical models for a binary response with covariate, spatial and cluster effects. One approach for modeling spatial effects are Markov Random Fields (MRF). A modification of a class of MRF models with proper joint distributions introduced by Pettitt et al. (2002) is developed. This modification has the desirable property to contain the intrinsic MRF in the limit and still allows for efficient spatial parameter updates in Markov Chain Monte Carlo (MCMC) algorithms. In addition to spatial effects, cluster effects are taken into consideration. Group and individual approaches for modeling these effects are suggested. The first one models heterogeneity between clusters, while the second one models heterogeneity within clusters. A naive approach to include individual cluster effects results in an unidentifiable model. It is shown how an appropriate reparametrization gives identifiable parameters. This provides a new approach for modeling heterogeneity within clusters. For hierarchical spatial binary regression models with individual cluster effects two MCMC algorithms for parameter estimation are developed. The first one is based on a direct evaluation of the likelihood. The second one is based on the representation of binary responses with Gaussian latent variables through a threshold mechanism, which is particularly useful for probit models. Simulation results show a satisfactory behavior of the MCMC algorithms developed. Finally the proposed model classes are applied to the mobility study and results are interpreted
A Nonparametric Bayesian Approach to Uncovering Rat Hippocampal Population Codes During Spatial Navigation
Rodent hippocampal population codes represent important spatial information
about the environment during navigation. Several computational methods have
been developed to uncover the neural representation of spatial topology
embedded in rodent hippocampal ensemble spike activity. Here we extend our
previous work and propose a nonparametric Bayesian approach to infer rat
hippocampal population codes during spatial navigation. To tackle the model
selection problem, we leverage a nonparametric Bayesian model. Specifically, to
analyze rat hippocampal ensemble spiking activity, we apply a hierarchical
Dirichlet process-hidden Markov model (HDP-HMM) using two Bayesian inference
methods, one based on Markov chain Monte Carlo (MCMC) and the other based on
variational Bayes (VB). We demonstrate the effectiveness of our Bayesian
approaches on recordings from a freely-behaving rat navigating in an open field
environment. We find that MCMC-based inference with Hamiltonian Monte Carlo
(HMC) hyperparameter sampling is flexible and efficient, and outperforms VB and
MCMC approaches with hyperparameters set by empirical Bayes
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