bayesian estimation for the signal parameters in a gaussian random field

نویسندگان

محمدرضا فریدروحانی

mohammad reza farid rohani department of statistics, shahid beheshti university, tehran, iran.گروه آمار، دانشگاه شهید بهشتی خلیل شفیعی هولیقی

khalil shafiei holighi department of statistics, shahid beheshti university, tehran, iran.گروه آمار، دانشگاه شهید بهشتی

چکیده

in recent years, some statisticians have studied the signal detection problem by using the random field theory. in this paper we have considered point estimation of the gaussian scale space random field parameters in the bayesian approach. since the posterior distribution for the parameters of interest dose not have a closed form, we introduce the markov chain monte carlo (mcmc) algorithm to approximate the bayesian estimations. we have also applied the proposed procedure to real fmri data, collected by the montreal neurological institute.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

MAGIC: Exact Bayesian Covariance Estimation and Signal Reconstruction for Gaussian Random Fields

In this talk I describe MAGIC [1], an efficient approach to covariance estimation and signal reconstruction for Gaussian random fields (MAGIC Allows Global Inference of Covariance). It solves a long-standing problem in the field of cosmic microwave background (CMB) data analysis but is in fact a general technique that can be applied to noisy, contaminated and incomplete or censored measurements...

متن کامل

Bayesian Estimation for Homogeneous and Inhomogeneous Gaussian Random Fields

This paper investigates Bayesian estimation for Gaussian Markov random elds. In particular, a new class of inhomogeneous model is proposed. This inhomogeneous model uses a Markov random eld to describe spatial variation of the smoothing parameter in a second random eld which describes the spatial variation in the observed intensity image. The coupled Markov random elds will be used as prior dis...

متن کامل

Bayesian Estimation of Parameters in the Exponentiated Gumbel Distribution

Abstract: The Exponentiated Gumbel (EG) distribution has been proposed to capture some aspects of the data that the Gumbel distribution fails to specify. In this paper, we estimate the EG's parameters in the Bayesian framework. We consider a 2-level hierarchical structure for prior distribution. As the posterior distributions do not admit a closed form, we do an approximated inference by using ...

متن کامل

Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an inverse Gamma bandwidth. The procedure is studied from a frequentist perspective in three statistical settings involving replicated observations (density estimati...

متن کامل

Nonlinear Bayesian Estimation of BOLD Signal under Non-Gaussian Noise

Modeling the blood oxygenation level dependent (BOLD) signal has been a subject of study for over a decade in the neuroimaging community. Inspired from fluid dynamics, the hemodynamic model provides a plausible yet convincing interpretation of the BOLD signal by amalgamating effects of dynamic physiological changes in blood oxygenation, cerebral blood flow and volume. The nonautonomous, nonline...

متن کامل

Utilizing Gaussian Markov random field properties of Bayesian animal models.

In this article, we demonstrate how Gaussian Markov random field properties give large computational benefits and new opportunities for the Bayesian animal model. We make inference by computing the posteriors for important quantitative genetic variables. For the single-trait animal model, a nonsampling-based approximation is presented. For the multitrait model, we set up a robust and fast Marko...

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
مجله علوم آماری

جلد ۱، شماره ۲، صفحات ۱۲۱-۱۳۷

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023