978 resultados para Approximate Bayesian Computation


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This paper proposes a new algorithm for waveletbased multidimensional image deconvolution which employs subband-dependent minimization and the dual-tree complex wavelet transform in an iterative Bayesian framework. In addition, this algorithm employs a new prior instead of the popular ℓ1 norm, and is thus able to embed a learning scheme during the iteration which helps it to achieve better deconvolution results and faster convergence. © 2008 IEEE.

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This paper proposes to use an extended Gaussian Scale Mixtures (GSM) model instead of the conventional ℓ1 norm to approximate the sparseness constraint in the wavelet domain. We combine this new constraint with subband-dependent minimization to formulate an iterative algorithm on two shift-invariant wavelet transforms, the Shannon wavelet transform and dual-tree complex wavelet transform (DTCWT). This extented GSM model introduces spatially varying information into the deconvolution process and thus enables the algorithm to achieve better results with fewer iterations in our experiments. ©2009 IEEE.

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In this paper we derive the a posteriori probability for the location of bursts of noise additively superimposed on a Gaussian AR process. The theory is developed to give a sequentially based restoration algorithm suitable for real-time applications. The algorithm is particularly appropriate for digital audio restoration, where clicks and scratches may be modelled as additive bursts of noise. Experiments are carried out on both real audio data and synthetic AR processes and Significant improvements are demonstrated over existing restoration techniques. © 1995 IEEE

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In this paper we address the problem of the separation and recovery of convolutively mixed autoregressive processes in a Bayesian framework. Solving this problem requires the ability to solve integration and/or optimization problems of complicated posterior distributions. We thus propose efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) methods. We present three algorithms. The first one is a classical Gibbs sampler that generates samples from the posterior distribution. The two other algorithms are stochastic optimization algorithms that allow to optimize either the marginal distribution of the sources, or the marginal distribution of the parameters of the sources and mixing filters, conditional upon the observation. Simulations are presented.

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定义了通过滑翔实现环球飞行的概念,并提出了以椭圆轨道理论和分段常滑翔角方法相结合的飞行器环球滑翔飞行地表投影的近似算法。计算和分析表明,初始投送方向角是决定环球滑翔飞行地表投影的关键因素。最后给出的算例验证了该近似计算方法的有效性。

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We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

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The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.

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The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

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formula for the thickness of a shear band formed in saturated soils under a simple shear or a combined stress state has been proposed. It is shown that the shear band thickness is dependent on the pore pressure properties of the material and the dilatancy rate, but is independent of the details of the combined stress state. This is in accordance with some separate experimental observations.

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A quasi-steady time domain method is developed for the prediction of dynamic behavior of a mooring system under the environmental disturbances, such as regular or irregular waves, winds and currents. The mooring forces are obtained in a static sense at each instant. The dynamic feature of the mooring cables can be obtained by incorporating the extended 3-D lumped-mass method with the known ship motion history. Some nonlinear effects, such as the influence of the instantaneous change of the wetted hull surface on the hydrostatic restoring forces and Froude-Krylov forces, are included. The computational results show a satisfactory agreement with the experimental ones.

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This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.

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Approximate Box Relaxation method was used t'o simulate a plasma jet flow impinging on a flatplate at atmospheric pressure, to achieve a better understanding of the characteristics of plasma jet in materials surface treating. The flow fields under different conditions were simulated and analyzed. The distributions of temperature, velocity and pressure were obtained by modelling. Computed results indicate that this numerical method is suitable for simulation of the flow characteristics of plasma jet: and is helpful for understanding of the mechanism of the plasma-material processing.