88,270 research outputs found
WARP: Wavelets with adaptive recursive partitioning for multi-dimensional data
Effective identification of asymmetric and local features in images and other
data observed on multi-dimensional grids plays a critical role in a wide range
of applications including biomedical and natural image processing. Moreover,
the ever increasing amount of image data, in terms of both the resolution per
image and the number of images processed per application, requires algorithms
and methods for such applications to be computationally efficient. We develop a
new probabilistic framework for multi-dimensional data to overcome these
challenges through incorporating data adaptivity into discrete wavelet
transforms, thereby allowing them to adapt to the geometric structure of the
data while maintaining the linear computational scalability. By exploiting a
connection between the local directionality of wavelet transforms and recursive
dyadic partitioning on the grid points of the observation, we obtain the
desired adaptivity through adding to the traditional Bayesian wavelet
regression framework an additional layer of Bayesian modeling on the space of
recursive partitions over the grid points. We derive the corresponding
inference recipe in the form of a recursive representation of the exact
posterior, and develop a class of efficient recursive message passing
algorithms for achieving exact Bayesian inference with a computational
complexity linear in the resolution and sample size of the images. While our
framework is applicable to a range of problems including multi-dimensional
signal processing, compression, and structural learning, we illustrate its work
and evaluate its performance in the context of 2D and 3D image reconstruction
using real images from the ImageNet database. We also apply the framework to
analyze a data set from retinal optical coherence tomography
Decoding the H-likelihood
Discussion of "Likelihood Inference for Models with Unobservables: Another
View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]Comment: Published in at http://dx.doi.org/10.1214/09-STS277C the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
On the linear convergence of distributed Nash equilibrium seeking for multi-cluster games under partial-decision information
This paper considers the distributed strategy design for Nash equilibrium
(NE) seeking in multi-cluster games under a partial-decision information
scenario. In the considered game, there are multiple clusters and each cluster
consists of a group of agents. A cluster is viewed as a virtual noncooperative
player that aims to minimize its local payoff function and the agents in a
cluster are the actual players that cooperate within the cluster to optimize
the payoff function of the cluster through communication via a connected graph.
In our setting, agents have only partial-decision information, that is, they
only know local information and cannot have full access to opponents'
decisions. To solve the NE seeking problem of this formulated game, a
discrete-time distributed algorithm, called distributed gradient tracking
algorithm (DGT), is devised based on the inter- and intra-communication of
clusters. In the designed algorithm, each agent is equipped with strategy
variables including its own strategy and estimates of other clusters'
strategies. With the help of a weighted Fronbenius norm and a weighted
Euclidean norm, theoretical analysis is presented to rigorously show the linear
convergence of the algorithm. Finally, a numerical example is given to
illustrate the proposed algorithm
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