Visualizations for assessing convergence and mixing of MCMC

Abstract. Bayesian inference often requires approximating the posterior distribution with Markov Chain Monte Carlo (MCMC) sampling. A central problem with MCMC is how to detect whether the simulation has converged. The samples come from the true posterior distribution only after convergence. A common solution is to start several simulations from different starting points, and measure overlap of the different chains. We point out that Linear Discriminant Analysis (LDA) minimizes the overlap measured by the usual multivariate overlap measure. Hence, LDA is a justified method for visualizing convergence. However, LDA makes restrictive assumptions about the distributions of the chains and their relationships. These restrictions can be relaxed by a recently introduced extension.

Conditional variability of statistical shape models based on surrogate variables

International audienceWe propose to increment a statistical shape model with surrogate variables such as anatomical measurements and patient-related information, allowing conditioning the shape distribution to follow prescribed anatomical constraints. The method is applied to a shape model of the human femur, modeling the joint density of shape and anatomical parameters as a kernel density. Results show that it allows for a fast, intuitive and anatomically meaningful control on the shape deformations and an effective conditioning of the shape distribution, allowing the analysis of the remaining shape variability and relations between shape and anatomy. The approach can be further employed for initializing elastic registration methods such as Active Shape Models, improving their regularization term and reducing the search space for the optimization