74,880 research outputs found
Robust parameter estimation based on the generalized log-likelihood in the context of Sharma-Taneja-Mittal measure
The problem of obtaining physical parameters that cannot be directly measured from observed data arises in several scientific fields. In the classic approach, the well-known maximum likelihood estimation associated with a Gaussian distribution is employed to obtain the model parameters of a complex system. Although this approach is quite popular in statistical physics, only a handful of spurious observations (outliers) make this approach ineffective, violating the Gauss-Markov theorem. In this work, starting from the generalized logarithmic function associated to the Sharma-Taneja-Mittal (STM) information measure, we propose an outlier-resistant approach based on the generalized log-likelihood estimation. In particular, our proposal deforms the Gaussian distribution based on a two-parameter generalization of the ordinary logarithmic function. We have tested the effectiveness of our proposal considering a classic geophysical inverse problem with a very noisy data set. The results show that the task of obtaining physical parameters based on the STM measure from noisy data with several outliers outperforms the classic approach, and therefore, our proposal is a useful tool for statistical physics, information theory, and statistical inference problems
Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data
While nonlinear stochastic partial differential equations arise naturally in
spatiotemporal modeling, inference for such systems often faces two major
challenges: sparse noisy data and ill-posedness of the inverse problem of
parameter estimation. To overcome the challenges, we introduce a strongly
regularized posterior by normalizing the likelihood and by imposing physical
constraints through priors of the parameters and states. We investigate joint
parameter-state estimation by the regularized posterior in a physically
motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate
reconstruction. The high-dimensional posterior is sampled by a particle Gibbs
sampler that combines MCMC with an optimal particle filter exploiting the
structure of the SEBM. In tests using either Gaussian or uniform priors based
on the physical range of parameters, the regularized posteriors overcome the
ill-posedness and lead to samples within physical ranges, quantifying the
uncertainty in estimation. Due to the ill-posedness and the regularization, the
posterior of parameters presents a relatively large uncertainty, and
consequently, the maximum of the posterior, which is the minimizer in a
variational approach, can have a large variation. In contrast, the posterior of
states generally concentrates near the truth, substantially filtering out
observation noise and reducing uncertainty in the unconstrained SEBM
Statistical Modelling and Inference in Image Analysis
The aim of the thesis is to investigate classes of model-based approaches to statistical image analysis. We explored the properties of models and examined the problem of parameter estimation from the original image data and, in particular, from noisy versions of the the scene. We concentrated on Markov random field (MRF) models, Markov mesh random field (MMRF) models and Multi-dimensional Markov chain (MDMC) models. In Chapter 2, for the one-dimensional version of Markov random fields, we developed a recursive technique which enables us to achieve maximum likelihood estimation for the underlying parameter and to carry out the EM algorithm for parameter estimation when only noisy data are available. This technique also enables us, in just a single pass, to generate a sample from a one-dimensional Markov random field. Although, unfortunately, this technique cannot be extended to two- or multi-dimensional models, it was applied to many cases in this thesis. Since, for two-dimensional Markov random fields, the density of each row (column), conditionally on all other rows (columns) is of the form of a one-dimensional Markov random field, and since the distribution of the original image, conditionally on the noisy version of data, is still a Markov random field, the technique can be used on different forms of conditional density of one row (column). In Chapter 3, therefore, we developed the line-relaxation method for simulating MRFs and maximum line pseudo-likelihood estimation of parameter(s), and in Chapter 5, we developed a simultaneous procedure of parameter estimation and restoration, in which line pseudo-likelihood and a modified EM algorithm were used. The first part of Chapter 3 and Chapter 4 concentrate on inference for two-dimensional MRFs. We obtained a matrix expression for partition functins for general models, and a more explicit form for a multi-colour Ising model, and thus located the positions of critical points of this multi-colour model. We examined the asymptotic properties of an asymmetric, two-colour Ising model. For general models, in Chapter 4, we explored asymptotic properties under an "independence" or a "near independence" condition, and then developed the approach of maximum approximate-likelihood estimation. For three-dimensional MMRF models, in chapter 6, a generalization of Devijver's F-G-H algorithm is developed for restoration. In Chapter 7, the recursive technique was again used to introduce MDMC models, which form a natural extension of a Markov chain. By suitable choice of model parameters, textures can be generated that are similar to those simulated from MRFs, but the simulation procedure is computationally much more economical. The recursive technique also enables us to maximize the likelihood function of the model. For all three sorts of prior random field models considered in this thesis, we developed a simultaneous procedure for parameter estimation and image restoration, when only noisy data are available. The currently restored image was used, together with noisy data, in modified versions of the EM algorithm. In simulation studies, quite good results were obtained, in terms of estimation of parameters in both the original model and, particularly, in the noise model, and in terms of restoration
REGULARIZATION PARAMETER SELECTION METHODS FOR ILL POSED POISSON IMAGING PROBLEMS
A common problem in imaging science is to estimate some underlying true image given noisy measurements of image intensity. When image intensity is measured by the counting of incident photons emitted by the object of interest, the data-noise is accurately modeled by a Poisson distribution, which motivates the use of Poisson maximum likelihood estimation. When the underlying model equation is ill-posed, regularization must be employed. I will present a computational framework for solving such problems, including statistically motivated methods for choosing the regularization parameter. Numerical examples will be included
On the sample complexity of estimation in logistic regression
The logistic regression model is one of the most popular data generation
model in noisy binary classification problems. In this work, we study the
sample complexity of estimating the parameters of the logistic regression model
up to a given error, in terms of the dimension and the inverse
temperature, with standard normal covariates. The inverse temperature controls
the signal-to-noise ratio of the data generation process. While both
generalization bounds and asymptotic performance of the maximum-likelihood
estimator for logistic regression are well-studied, the non-asymptotic sample
complexity that shows the dependence on error and the inverse temperature for
parameter estimation is absent from previous analyses. We show that the sample
complexity curve has two change-points (or critical points) in terms of the
inverse temperature, clearly separating the low, moderate, and high temperature
regimes
Model-based multi-parameter mapping
Quantitative MR imaging is increasingly favoured for its richer information
content and standardised measures. However, computing quantitative parameter
maps, such as those encoding longitudinal relaxation rate (R1), apparent
transverse relaxation rate (R2*) or magnetisation-transfer saturation (MTsat),
involves inverting a highly non-linear function. Many methods for deriving
parameter maps assume perfect measurements and do not consider how noise is
propagated through the estimation procedure, resulting in needlessly noisy
maps. Instead, we propose a probabilistic generative (forward) model of the
entire dataset, which is formulated and inverted to jointly recover (log)
parameter maps with a well-defined probabilistic interpretation (e.g., maximum
likelihood or maximum a posteriori). The second order optimisation we propose
for model fitting achieves rapid and stable convergence thanks to a novel
approximate Hessian. We demonstrate the utility of our flexible framework in
the context of recovering more accurate maps from data acquired using the
popular multi-parameter mapping protocol. We also show how to incorporate a
joint total variation prior to further decrease the noise in the maps, noting
that the probabilistic formulation allows the uncertainty on the recovered
parameter maps to be estimated. Our implementation uses a PyTorch backend and
benefits from GPU acceleration. It is available at
https://github.com/balbasty/nitorch.Comment: 20 pages, 6 figures, accepted at Medical Image Analysi
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