3,764 research outputs found
Statistical Modeling of Spatial Extremes
The areal modeling of the extremes of a natural process such as rainfall or
temperature is important in environmental statistics; for example,
understanding extreme areal rainfall is crucial in flood protection. This
article reviews recent progress in the statistical modeling of spatial
extremes, starting with sketches of the necessary elements of extreme value
statistics and geostatistics. The main types of statistical models thus far
proposed, based on latent variables, on copulas and on spatial max-stable
processes, are described and then are compared by application to a data set on
rainfall in Switzerland. Whereas latent variable modeling allows a better fit
to marginal distributions, it fits the joint distributions of extremes poorly,
so appropriately-chosen copula or max-stable models seem essential for
successful spatial modeling of extremes.Comment: Published in at http://dx.doi.org/10.1214/11-STS376 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Data augmentation in Rician noise model and Bayesian Diffusion Tensor Imaging
Mapping white matter tracts is an essential step towards understanding brain
function. Diffusion Magnetic Resonance Imaging (dMRI) is the only noninvasive
technique which can detect in vivo anisotropies in the 3-dimensional diffusion
of water molecules, which correspond to nervous fibers in the living brain. In
this process, spectral data from the displacement distribution of water
molecules is collected by a magnetic resonance scanner. From the statistical
point of view, inverting the Fourier transform from such sparse and noisy
spectral measurements leads to a non-linear regression problem. Diffusion
tensor imaging (DTI) is the simplest modeling approach postulating a Gaussian
displacement distribution at each volume element (voxel). Typically the
inference is based on a linearized log-normal regression model that can fit the
spectral data at low frequencies. However such approximation fails to fit the
high frequency measurements which contain information about the details of the
displacement distribution but have a low signal to noise ratio. In this paper,
we directly work with the Rice noise model and cover the full range of
-values. Using data augmentation to represent the likelihood, we reduce the
non-linear regression problem to the framework of generalized linear models.
Then we construct a Bayesian hierarchical model in order to perform
simultaneously estimation and regularization of the tensor field. Finally the
Bayesian paradigm is implemented by using Markov chain Monte Carlo.Comment: 37 pages, 3 figure
Adaptive Langevin Sampler for Separation of t-Distribution Modelled Astrophysical Maps
We propose to model the image differentials of astrophysical source maps by
Student's t-distribution and to use them in the Bayesian source separation
method as priors. We introduce an efficient Markov Chain Monte Carlo (MCMC)
sampling scheme to unmix the astrophysical sources and describe the derivation
details. In this scheme, we use the Langevin stochastic equation for
transitions, which enables parallel drawing of random samples from the
posterior, and reduces the computation time significantly (by two orders of
magnitude). In addition, Student's t-distribution parameters are updated
throughout the iterations. The results on astrophysical source separation are
assessed with two performance criteria defined in the pixel and the frequency
domains.Comment: 12 pages, 6 figure
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