8,716 research outputs found
Blind image separation based on exponentiated transmuted Weibull distribution
In recent years the processing of blind image separation has been
investigated. As a result, a number of feature extraction algorithms for direct
application of such image structures have been developed. For example,
separation of mixed fingerprints found in any crime scene, in which a mixture
of two or more fingerprints may be obtained, for identification, we have to
separate them. In this paper, we have proposed a new technique for separating a
multiple mixed images based on exponentiated transmuted Weibull distribution.
To adaptively estimate the parameters of such score functions, an efficient
method based on maximum likelihood and genetic algorithm will be used. We also
calculate the accuracy of this proposed distribution and compare the
algorithmic performance using the efficient approach with other previous
generalized distributions. We find from the numerical results that the proposed
distribution has flexibility and an efficient resultComment: 14 pages, 12 figures, 4 tables. International Journal of Computer
Science and Information Security (IJCSIS),Vol. 14, No. 3, March 2016 (pp.
423-433
Bayesian inference for inverse problems
Traditionally, the MaxEnt workshops start by a tutorial day. This paper
summarizes my talk during 2001'th workshop at John Hopkins University. The main
idea in this talk is to show how the Bayesian inference can naturally give us
all the necessary tools we need to solve real inverse problems: starting by
simple inversion where we assume to know exactly the forward model and all the
input model parameters up to more realistic advanced problems of myopic or
blind inversion where we may be uncertain about the forward model and we may
have noisy data. Starting by an introduction to inverse problems through a few
examples and explaining their ill posedness nature, I briefly presented the
main classical deterministic methods such as data matching and classical
regularization methods to show their limitations. I then presented the main
classical probabilistic methods based on likelihood, information theory and
maximum entropy and the Bayesian inference framework for such problems. I show
that the Bayesian framework, not only generalizes all these methods, but also
gives us natural tools, for example, for inferring the uncertainty of the
computed solutions, for the estimation of the hyperparameters or for handling
myopic or blind inversion problems. Finally, through a deconvolution problem
example, I presented a few state of the art methods based on Bayesian inference
particularly designed for some of the mass spectrometry data processing
problems.Comment: Presented at MaxEnt01. To appear in Bayesian Inference and Maximum
Entropy Methods, B. Fry (Ed.), AIP Proceedings. 20pages, 13 Postscript
figure
Region-Referenced Spectral Power Dynamics of EEG Signals: A Hierarchical Modeling Approach
Functional brain imaging through electroencephalography (EEG) relies upon the
analysis and interpretation of high-dimensional, spatially organized time
series. We propose to represent time-localized frequency domain
characterizations of EEG data as region-referenced functional data. This
representation is coupled with a hierarchical modeling approach to multivariate
functional observations. Within this familiar setting, we discuss how several
prior models relate to structural assumptions about multivariate covariance
operators. An overarching modeling framework, based on infinite factorial
decompositions, is finally proposed to balance flexibility and efficiency in
estimation. The motivating application stems from a study of implicit auditory
learning, in which typically developing (TD) children, and children with autism
spectrum disorder (ASD) were exposed to a continuous speech stream. Using the
proposed model, we examine differential band power dynamics as brain function
is interrogated throughout the duration of a computer-controlled experiment.
Our work offers a novel look at previous findings in psychiatry, and provides
further insights into the understanding of ASD. Our approach to inference is
fully Bayesian and implemented in a highly optimized Rcpp package
Probabilistic Modeling Paradigms for Audio Source Separation
This is the author's final version of the article, first published as E. Vincent, M. G. Jafari, S. A. Abdallah, M. D. Plumbley, M. E. Davies. Probabilistic Modeling Paradigms for Audio Source Separation. In W. Wang (Ed), Machine Audition: Principles, Algorithms and Systems. Chapter 7, pp. 162-185. IGI Global, 2011. ISBN 978-1-61520-919-4. DOI: 10.4018/978-1-61520-919-4.ch007file: VincentJafariAbdallahPD11-probabilistic.pdf:v\VincentJafariAbdallahPD11-probabilistic.pdf:PDF owner: markp timestamp: 2011.02.04file: VincentJafariAbdallahPD11-probabilistic.pdf:v\VincentJafariAbdallahPD11-probabilistic.pdf:PDF owner: markp timestamp: 2011.02.04Most sound scenes result from the superposition of several sources, which can be separately perceived and analyzed by human listeners. Source separation aims to provide machine listeners with similar skills by extracting the sounds of individual sources from a given scene. Existing separation systems operate either by emulating the human auditory system or by inferring the parameters of probabilistic sound models. In this chapter, the authors focus on the latter approach and provide a joint overview of established and recent models, including independent component analysis, local time-frequency models and spectral template-based models. They show that most models are instances of one of the following two general paradigms: linear modeling or variance modeling. They compare the merits of either paradigm and report objective performance figures. They also,conclude by discussing promising combinations of probabilistic priors and inference algorithms that could form the basis of future state-of-the-art systems
Sparsity-Promoting Bayesian Dynamic Linear Models
Sparsity-promoting priors have become increasingly popular over recent years
due to an increased number of regression and classification applications
involving a large number of predictors. In time series applications where
observations are collected over time, it is often unrealistic to assume that
the underlying sparsity pattern is fixed. We propose here an original class of
flexible Bayesian linear models for dynamic sparsity modelling. The proposed
class of models expands upon the existing Bayesian literature on sparse
regression using generalized multivariate hyperbolic distributions. The
properties of the models are explored through both analytic results and
simulation studies. We demonstrate the model on a financial application where
it is shown that it accurately represents the patterns seen in the analysis of
stock and derivative data, and is able to detect major events by filtering an
artificial portfolio of assets
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