3,395 research outputs found
Particle Learning for General Mixtures
This paper develops particle learning (PL) methods for the estimation of general mixture models. The approach is distinguished from alternative particle filtering methods in two major ways. First, each iteration begins by resampling particles according to posterior predictive probability, leading to a more efficient set for propagation. Second, each particle tracks only the "essential state vector" thus leading to reduced dimensional inference. In addition, we describe how the approach will apply to more general mixture models of current interest in the literature; it is hoped that this will inspire a greater number of researchers to adopt sequential Monte Carlo methods for fitting their sophisticated mixture based models. Finally, we show that PL leads to straight forward tools for marginal likelihood calculation and posterior cluster allocation.Business Administratio
Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference
An important feature of Bayesian statistics is the opportunity to do
sequential inference: the posterior distribution obtained after seeing a
dataset can be used as prior for a second inference. However, when Monte Carlo
sampling methods are used for inference, we only have a set of samples from the
posterior distribution. To do sequential inference, we then either have to
evaluate the second posterior at only these locations and reweight the samples
accordingly, or we can estimate a functional description of the posterior
probability distribution from the samples and use that as prior for the second
inference. Here, we investigated to what extent we can obtain an accurate joint
posterior from two datasets if the inference is done sequentially rather than
jointly, under the condition that each inference step is done using Monte Carlo
sampling. To test this, we evaluated the accuracy of kernel density estimates,
Gaussian mixtures, vine copulas and Gaussian processes in approximating
posterior distributions, and then tested whether these approximations can be
used in sequential inference. In low dimensionality, Gaussian processes are
more accurate, whereas in higher dimensionality Gaussian mixtures or vine
copulas perform better. In our test cases, posterior approximations are
preferable over direct sample reweighting, although joint inference is still
preferable over sequential inference. Since the performance is case-specific,
we provide an R package mvdens with a unified interface for the density
approximation methods
Deep Markov Random Field for Image Modeling
Markov Random Fields (MRFs), a formulation widely used in generative image
modeling, have long been plagued by the lack of expressive power. This issue is
primarily due to the fact that conventional MRFs formulations tend to use
simplistic factors to capture local patterns. In this paper, we move beyond
such limitations, and propose a novel MRF model that uses fully-connected
neurons to express the complex interactions among pixels. Through theoretical
analysis, we reveal an inherent connection between this model and recurrent
neural networks, and thereon derive an approximated feed-forward network that
couples multiple RNNs along opposite directions. This formulation combines the
expressive power of deep neural networks and the cyclic dependency structure of
MRF in a unified model, bringing the modeling capability to a new level. The
feed-forward approximation also allows it to be efficiently learned from data.
Experimental results on a variety of low-level vision tasks show notable
improvement over state-of-the-arts.Comment: Accepted at ECCV 201
- …