4 resultados para Bayesian estimation
em BORIS: Bern Open Repository and Information System - Berna - Suiça
Resumo:
Methods for tracking an object have generally fallen into two groups: tracking by detection and tracking through local optimization. The advantage of detection-based tracking is its ability to deal with target appearance and disappearance, but it does not naturally take advantage of target motion continuity during detection. The advantage of local optimization is efficiency and accuracy, but it requires additional algorithms to initialize tracking when the target is lost. To bridge these two approaches, we propose a framework for unified detection and tracking as a time-series Bayesian estimation problem. The basis of our approach is to treat both detection and tracking as a sequential entropy minimization problem, where the goal is to determine the parameters describing a target in each frame. To do this we integrate the Active Testing (AT) paradigm with Bayesian filtering, and this results in a framework capable of both detecting and tracking robustly in situations where the target object enters and leaves the field of view regularly. We demonstrate our approach on a retinal tool tracking problem and show through extensive experiments that our method provides an efficient and robust tracking solution.
Resumo:
Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC) algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC). It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.
Resumo:
We present a novel approach to the inference of spectral functions from Euclidean time correlator data that makes close contact with modern Bayesian concepts. Our method differs significantly from the maximum entropy method (MEM). A new set of axioms is postulated for the prior probability, leading to an improved expression, which is devoid of the asymptotically flat directions present in the Shanon-Jaynes entropy. Hyperparameters are integrated out explicitly, liberating us from the Gaussian approximations underlying the evidence approach of the maximum entropy method. We present a realistic test of our method in the context of the nonperturbative extraction of the heavy quark potential. Based on hard-thermal-loop correlator mock data, we establish firm requirements in the number of data points and their accuracy for a successful extraction of the potential from lattice QCD. Finally we reinvestigate quenched lattice QCD correlators from a previous study and provide an improved potential estimation at T2.33TC.