188 resultados para sparse Bayesian regression
Resumo:
We present a new sparse shape modeling framework on the Laplace-Beltrami (LB) eigenfunctions. Traditionally, the LB-eigenfunctions are used as a basis for intrinsically representing surface shapes by forming a Fourier series expansion. To reduce high frequency noise, only the first few terms are used in the expansion and higher frequency terms are simply thrown away. However, some lower frequency terms may not necessarily contribute significantly in reconstructing the surfaces. Motivated by this idea, we propose to filter out only the significant eigenfunctions by imposing l1-penalty. The new sparse framework can further avoid additional surface-based smoothing often used in the field. The proposed approach is applied in investigating the influence of age (38-79 years) and gender on amygdala and hippocampus shapes in the normal population. In addition, we show how the emotional response is related to the anatomy of the subcortical structures.
Resumo:
A two-stage linear-in-the-parameter model construction algorithm is proposed aimed at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage which constructs a sparse linear-in-the-parameter classifier. The prefiltering stage is a two-level process aimed at maximizing a model's generalization capability, in which a new elastic-net model identification algorithm using singular value decomposition is employed at the lower level, and then, two regularization parameters are optimized using a particle-swarm-optimization algorithm at the upper level by minimizing the leave-one-out (LOO) misclassification rate. It is shown that the LOO misclassification rate based on the resultant prefiltered signal can be analytically computed without splitting the data set, and the associated computational cost is minimal due to orthogonality. The second stage of sparse classifier construction is based on orthogonal forward regression with the D-optimality algorithm. Extensive simulations of this approach for noisy data sets illustrate the competitiveness of this approach to classification of noisy data problems.
Resumo:
(ABR) is of fundamental importance to the investiga- tion of the auditory system behavior, though its in- terpretation has a subjective nature because of the manual process employed in its study and the clinical experience required for its analysis. When analyzing the ABR, clinicians are often interested in the identi- fication of ABR signal components referred to as Jewett waves. In particular, the detection and study of the time when these waves occur (i.e., the wave la- tency) is a practical tool for the diagnosis of disorders affecting the auditory system. In this context, the aim of this research is to compare ABR manual/visual analysis provided by different examiners. Methods: The ABR data were collected from 10 normal-hearing subjects (5 men and 5 women, from 20 to 52 years). A total of 160 data samples were analyzed and a pair- wise comparison between four distinct examiners was executed. We carried out a statistical study aiming to identify significant differences between assessments provided by the examiners. For this, we used Linear Regression in conjunction with Bootstrap, as a me- thod for evaluating the relation between the responses given by the examiners. Results: The analysis sug- gests agreement among examiners however reveals differences between assessments of the variability of the waves. We quantified the magnitude of the ob- tained wave latency differences and 18% of the inves- tigated waves presented substantial differences (large and moderate) and of these 3.79% were considered not acceptable for the clinical practice. Conclusions: Our results characterize the variability of the manual analysis of ABR data and the necessity of establishing unified standards and protocols for the analysis of these data. These results may also contribute to the validation and development of automatic systems that are employed in the early diagnosis of hearing loss.
Resumo:
Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data with summary statistics of the observed data. Here we show how to construct appropriate summary statistics for ABC in a semi-automatic manner. We aim for summary statistics which will enable inference about certain parameters of interest to be as accurate as possible. Theoretical results show that optimal summary statistics are the posterior means of the parameters. Although these cannot be calculated analytically, we use an extra stage of simulation to estimate how the posterior means vary as a function of the data; and we then use these estimates of our summary statistics within ABC. Empirical results show that our approach is a robust method for choosing summary statistics that can result in substantially more accurate ABC analyses than the ad hoc choices of summary statistics that have been proposed in the literature. We also demonstrate advantages over two alternative methods of simulation-based inference.
Resumo:
Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud-masks. Here, this is done over both land and ocean using night-time (infrared) imagery. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 87% and 48% for ocean and land, respectively using the Bayesian technique, compared to 74% and 39%, respectively for the threshold-based techniques associated with the validation dataset.
Resumo:
Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud masks. Here, the technique is shown to be suitable for daytime applications over land and sea, using visible and near-infrared imagery, in addition to thermal infrared. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 89% and 73% for ocean and land, respectively using the Bayesian technique, compared to 90% and 70%, respectively for the threshold-based techniques associated with the validation dataset.
Resumo:
The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.
Resumo:
A new sparse kernel density estimator is introduced. Our main contribution is to develop a recursive algorithm for the selection of significant kernels one at time using the minimum integrated square error (MISE) criterion for both kernel selection. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with competitive accuracy to existing kernel density estimators.
Resumo:
We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.
Resumo:
In the present paper we study the approximation of functions with bounded mixed derivatives by sparse tensor product polynomials in positive order tensor product Sobolev spaces. We introduce a new sparse polynomial approximation operator which exhibits optimal convergence properties in L2 and tensorized View the MathML source simultaneously on a standard k-dimensional cube. In the special case k=2 the suggested approximation operator is also optimal in L2 and tensorized H1 (without essential boundary conditions). This allows to construct an optimal sparse p-version FEM with sparse piecewise continuous polynomial splines, reducing the number of unknowns from O(p2), needed for the full tensor product computation, to View the MathML source, required for the suggested sparse technique, preserving the same optimal convergence rate in terms of p. We apply this result to an elliptic differential equation and an elliptic integral equation with random loading and compute the covariances of the solutions with View the MathML source unknowns. Several numerical examples support the theoretical estimates.
Resumo:
The character of settlement patterns within the late Mesolithic communities of north-west Europe is a topic of substantial debate. An important case study concerns the five shell middens on the island of Oronsay, Inner Hebrides, western Scotland. Two conflicting interpretations have been proposed: the evidence from seasonality indicators and stable isotope analysis of human bones has been used to support a model of year-round settlement on this small island; alternatively, the middens have been interpreted as resulting from short-term intermittent visits to Oronsay within a regionally mobile settlement pattern. We contribute to this debate by describing Storakaig, a newly discovered site on the nearby island of Islay, undertaking a Bayesian chronological analysis and providing evidence for technological continuity between Oronsay and sites elsewhere in the region. While this new evidence remains open to alternative interpretation, we suggest that it makes regional mobility rather than year-round settlement on Oronsay a more viable interpretation for the Oronsay middens. Our analysis also confirms the likely overlap of the late Mesolithic with the earliest Neolithic within western Scotland.
Resumo:
In this article, we illustrate experimentally an important consequence of the stochastic component in choice behaviour which has not been acknowledged so far. Namely, its potential to produce ‘regression to the mean’ (RTM) effects. We employ a novel approach to individual choice under risk, based on repeated multiple-lottery choices (i.e. choices among many lotteries), to show how the high degree of stochastic variability present in individual decisions can distort crucially certain results through RTM effects. We demonstrate the point in the context of a social comparison experiment.