1,466 research outputs found
The penalized profile sampler
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method [9] obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior distribution obtained by multiplying a profiled penalized log-likelihood by a prior for the parametric component, where the profiling and penalization are applied to the nuisance parameter. Because the prior is not applied to the full likelihood, the method is not strictly Bayesian. A benefit of this approximately Bayesian method is that it circumvents the need to put a prior on the possibly infinite-dimensional nuisance components of the model. We investigate the first and second order frequentist performance of the penalized profile sampler, and demonstrate that the accuracy of the procedure can be adjusted by the size of the assigned smoothing parameter. The theoretical validity of the procedure is illustrated for two examples: a partly linear model with normal error for current status data and a semiparametric logistic regression model. Simulation studies are used to verify the theoretical results
Hierarchical Bayesian sparse image reconstruction with application to MRFM
This paper presents a hierarchical Bayesian model to reconstruct sparse
images when the observations are obtained from linear transformations and
corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is
well suited to such naturally sparse image applications as it seamlessly
accounts for properties such as sparsity and positivity of the image via
appropriate Bayes priors. We propose a prior that is based on a weighted
mixture of a positive exponential distribution and a mass at zero. The prior
has hyperparameters that are tuned automatically by marginalization over the
hierarchical Bayesian model. To overcome the complexity of the posterior
distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be
used to estimate the image to be recovered, e.g. by maximizing the estimated
posterior distribution. In our fully Bayesian approach the posteriors of all
the parameters are available. Thus our algorithm provides more information than
other previously proposed sparse reconstruction methods that only give a point
estimate. The performance of our hierarchical Bayesian sparse reconstruction
method is illustrated on synthetic and real data collected from a tobacco virus
sample using a prototype MRFM instrument.Comment: v2: final version; IEEE Trans. Image Processing, 200
Sampling decomposable graphs using a Markov chain on junction trees
Full Bayesian computational inference for model determination in undirected
graphical models is currently restricted to decomposable graphs, except for
problems of very small scale. In this paper we develop new, more efficient
methodology for such inference, by making two contributions to the
computational geometry of decomposable graphs. The first of these provides
sufficient conditions under which it is possible to completely connect two
disconnected complete subsets of vertices, or perform the reverse procedure,
yet maintain decomposability of the graph. The second is a new Markov chain
Monte Carlo sampler for arbitrary positive distributions on decomposable
graphs, taking a junction tree representing the graph as its state variable.
The resulting methodology is illustrated with numerical experiments on three
specific models.Comment: 22 pages, 7 figures, 1 table. V2 as V1 except that Fig 1 was
corrected. V3 has significant edits, dropping some figures and including
additional examples and a discussion of the non-decomposable case. V4 is
further edited following review, and includes additional reference
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