Search results for "Posterior probability"
showing 10 items of 58 documents
Depression Assessment by Fusing High and Low Level Features from Audio, Video, and Text
2016
International audience; Depression is a major cause of disability world-wide. The present paper reports on the results of our participation to the depression sub-challenge of the sixth Audio/Visual Emotion Challenge (AVEC 2016), which was designed to compare feature modalities ( audio, visual, interview transcript-based) in gender-based and gender-independent modes using a variety of classification algorithms. In our approach, both high and low level features were assessed in each modality. Audio features were extracted from the low-level descriptors provided by the challenge organizers. Several visual features were extracted and assessed including dynamic characteristics of facial elements…
Hub-Centered Gene Network Reconstruction Using Automatic Relevance Determination
2012
Network inference deals with the reconstruction of biological networks from experimental data. A variety of different reverse engineering techniques are available; they differ in the underlying assumptions and mathematical models used. One common problem for all approaches stems from the complexity of the task, due to the combinatorial explosion of different network topologies for increasing network size. To handle this problem, constraints are frequently used, for example on the node degree, number of edges, or constraints on regulation functions between network components. We propose to exploit topological considerations in the inference of gene regulatory networks. Such systems are often…
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
2022
Many statistical and econometric learning methods rely on Bayesian ideas, often applied or reinterpreted in a frequentist setting. Two leading examples are shrinkage estimators and model averaging estimators, such as weighted-average least squares (WALS). In many instances, the accuracy of these learning methods in repeated samples is assessed using the variance of the posterior distribution of the parameters of interest given the data. This may be permissible when the sample size is large because, under the conditions of the Bernstein--von Mises theorem, the posterior variance agrees asymptotically with the frequentist variance. In finite samples, however, things are less clear. In this pa…
Accounting for Input Noise in Gaussian Process Parameter Retrieval
2020
Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple, flexible, and provide accurate estimates. GPs are based on a Bayesian statistical framework which provides a posterior probability function for each estimation. Therefore, besides the usual prediction (given in this case by the mean function), GPs come equipped with the possibility to obtain a predictive variance (i.e., error bars, confidence intervals) for each prediction. Unfortunately, the GP formulation usually assumes that there is no noise in the inpu…
Group Importance Sampling for particle filtering and MCMC
2018
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates integrals involving a posterior distribution by means of weighted samples. In this work, we study the assignation of a single weighted sample which compresses the information contained in a population of weighted samples. Part of the theory that we present as Group Importance Sampling (GIS) has been employed implicitly in different works in the literature. The provided analysis yields several theoretical and practical consequences. For instance, we discus…
Deep Importance Sampling based on Regression for Model Inversion and Emulation
2021
Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and optimization. They require the choice of a suitable proposal density that is crucial for their performance. For this reason, several adaptive importance sampling (AIS) schemes have been proposed in the literature. We here present an AIS framework called Regression-based Adaptive Deep Importance Sampling (RADIS). In RADIS, the key idea is the adaptive construction via regression of a non-parametric proposal density (i.e., an emulator), which mimics the posteri…
Simulation-based marginal likelihood for cluster strong lensing cosmology
2015
Comparisons between observed and predicted strong lensing properties of galaxy clusters have been routinely used to claim either tension or consistency with $\Lambda$CDM cosmology. However, standard approaches to such cosmological tests are unable to quantify the preference for one cosmology over another. We advocate approximating the relevant Bayes factor using a marginal likelihood that is based on the following summary statistic: the posterior probability distribution function for the parameters of the scaling relation between Einstein radii and cluster mass, $\alpha$ and $\beta$. We demonstrate, for the first time, a method of estimating the marginal likelihood using the X-ray selected …
Computer-aided detection of cerebral microbleeds in susceptibility-weighted imaging.
2014
Susceptibility-weighted imaging (SWI) is recognized as the preferred MRI technique for visualizing cerebral vasculature and related pathologies such as cerebral microbleeds (CMBs). Manual identification of CMBs is time-consuming, has limited reliability and reproducibility, and is prone to misinterpretation. In this paper, a novel computer-aided microbleed detection technique based on machine learning is presented: First, spherical-like objects (potential CMB candidates) with their corresponding bounding boxes were detected using a novel multi-scale Laplacian of Gaussian technique. A set of robust 3-dimensional Radon- and Hessian-based shape descriptors within each bounding box were then ex…
Sequential Monte Carlo Methods in Random Intercept Models for Longitudinal Data
2017
Longitudinal modelling is common in the field of Biostatistical research. In some studies, it becomes mandatory to update posterior distributions based on new data in order to perform inferential process on-line. In such situations, the use of posterior distribution as the prior distribution in the new application of the Bayes’ theorem is sensible. However, the analytic form of the posterior distribution is not always available and we only have an approximated sample of it, thus making the process “not-so-easy”. Equivalent inferences could be obtained through a Bayesian inferential process based on the set that integrates the old and new data. Nevertheless, this is not always a real alterna…
Geographical variation in pharmacological prescription
2009
Promoting rational drug administration in treatments is one of the most important issues in Public Health. Bayesian hierarchical models are a very useful tool for incorporating geographical information into the analysis of pharmacological prescription data. They allow the mapping of spatial components which express the trend of geographical variation. In addition, these models are able to deal with uncertainty in a sequential way through prior distributions on parameters and hyperparameters. Bayes' theorem combines all types of information and provides the posterior distribution which is computed through Markov Chain Monte Carlo (MCMC) simulation methods. Simulated data for pharmacological …