A fast Bayesian approach to discrete object detection in astronomical datasets - PowellSnakes I

A new fast Bayesian approach is introduced for the detection of discrete objects immersed in a diffuse background. This new method, called PowellSnakes, speeds up traditional Bayesian techniques by: i) replacing the standard form of the likelihood for the parameters characterizing the discrete objects by an alternative exact form that is much quicker to evaluate; ii) using a simultaneous multiple minimization code based on Powell's direction set algorithm to locate rapidly the local maxima in the posterior; and iii) deciding whether each located posterior peak corresponds to a real object by performing a Bayesian model selection using an approximate evidence value based on a local Gaussian approximation to the peak. The construction of this Gaussian approximation also provides the covariance matrix of the uncertainties in the derived parameter values for the object in question. This new approach provides a speed up in performance by a factor of `hundreds' as compared to existing Bayesian source extraction methods that use MCMC to explore the parameter space, such as that presented by Hobson & McLachlan. We illustrate the capabilities of the method by applying to some simplified toy models. Furthermore PowellSnakes has the advantage of consistently defining the threshold for acceptance/rejection based on priors which cannot be said of the frequentist methods. We present here the first implementation of this technique (Version-I). Further improvements to this implementation are currently under investigation and will be published shortly. The application of the method to realistic simulated Planck observations will be presented in a forthcoming publication.Comment: 30 pages, 15 figures, revised version with minor changes, accepted for publication in MNRA

Bayesian adaptation

In the need for low assumption inferential methods in infinite-dimensional settings, Bayesian adaptive estimation via a prior distribution that does not depend on the regularity of the function to be estimated nor on the sample size is valuable. We elucidate relationships among the main approaches followed to design priors for minimax-optimal rate-adaptive estimation meanwhile shedding light on the underlying ideas.Comment: 20 pages, Propositions 3 and 5 adde

Turbo EP-based Equalization: a Filter-Type Implementation

This manuscript has been submitted to Transactions on Communications on September 7, 2017; revised on January 10, 2018 and March 27, 2018; and accepted on April 25, 2018 We propose a novel filter-type equalizer to improve the solution of the linear minimum-mean squared-error (LMMSE) turbo equalizer, with computational complexity constrained to be quadratic in the filter length. When high-order modulations and/or large memory channels are used the optimal BCJR equalizer is unavailable, due to its computational complexity. In this scenario, the filter-type LMMSE turbo equalization exhibits a good performance compared to other approximations. In this paper, we show that this solution can be significantly improved by using expectation propagation (EP) in the estimation of the a posteriori probabilities. First, it yields a more accurate estimation of the extrinsic distribution to be sent to the channel decoder. Second, compared to other solutions based on EP the computational complexity of the proposed solution is constrained to be quadratic in the length of the finite impulse response (FIR). In addition, we review previous EP-based turbo equalization implementations. Instead of considering default uniform priors we exploit the outputs of the decoder. Some simulation results are included to show that this new EP-based filter remarkably outperforms the turbo approach of previous versions of the EP algorithm and also improves the LMMSE solution, with and without turbo equalization

Posterior Mean Super-Resolution with a Compound Gaussian Markov Random Field Prior

This manuscript proposes a posterior mean (PM) super-resolution (SR) method with a compound Gaussian Markov random field (MRF) prior. SR is a technique to estimate a spatially high-resolution image from observed multiple low-resolution images. A compound Gaussian MRF model provides a preferable prior for natural images that preserves edges. PM is the optimal estimator for the objective function of peak signal-to-noise ratio (PSNR). This estimator is numerically determined by using variational Bayes (VB). We then solve the conjugate prior problem on VB and the exponential-order calculation cost problem of a compound Gaussian MRF prior with simple Taylor approximations. In experiments, the proposed method roughly overcomes existing methods.Comment: 5 pages, 20 figures, 1 tables, accepted to ICASSP2012 (corrected 2012/3/23

Fast Exact Bayesian Inference for Sparse Signals in the Normal Sequence Model

We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes over n=500, there has been much attention for alternative approaches like approximate algorithms (Gibbs sampling, variational Bayes, etc.), shrinkage priors (e.g. the Horseshoe prior and the Spike-and-Slab LASSO) or empirical Bayesian methods. However, by introducing algorithmic ideas from online sequential prediction, we show that exact calculations are feasible for much larger sample sizes: for general model selection priors we reach n=25000, and for certain spike-and-slab priors we can easily reach n=100000. We further prove a de Finetti-like result for finite sample sizes that characterizes exactly which model selection priors can be expressed as spike-and-slab priors. The computational speed and numerical accuracy of the proposed methods are demonstrated in experiments on simulated data, on a differential gene expression data set, and to compare the effect of multiple hyper-parameter settings in the beta-binomial prior. In our experimental evaluation we compute guaranteed bounds on the numerical accuracy of all new algorithms, which shows that the proposed methods are numerically reliable whereas an alternative based on long division is not

Exact Dimensionality Selection for Bayesian PCA

We present a Bayesian model selection approach to estimate the intrinsic dimensionality of a high-dimensional dataset. To this end, we introduce a novel formulation of the probabilisitic principal component analysis model based on a normal-gamma prior distribution. In this context, we exhibit a closed-form expression of the marginal likelihood which allows to infer an optimal number of components. We also propose a heuristic based on the expected shape of the marginal likelihood curve in order to choose the hyperparameters. In non-asymptotic frameworks, we show on simulated data that this exact dimensionality selection approach is competitive with both Bayesian and frequentist state-of-the-art methods

Bayesian linear inverse problems in regularity scales

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate depends on the amount of prior concentration near the true function and the prior mass of functions with inferior Galerkin approximation. We apply the general result to non-conjugate series priors, showing that these priors give near optimal and adaptive recovery in some generality, Gaussian priors, and mixtures of Gaussian priors, where the latter are also shown to be near optimal and adaptive. The proofs are based on general testing and approximation arguments, without explicit calculations on the posterior distribution. We are thus not restricted to priors based on the singular value decomposition of the operator. We illustrate the results with examples of inverse problems resulting from differential equations.Comment: 34 page