Maximum a posteriori estimation

About: Maximum a posteriori estimation is a research topic. Over the lifetime, 7486 publications have been published within this topic receiving 222291 citations. The topic is also known as: Maximum a posteriori, MAP & maximum a posteriori probability.

Constrained Decentralized Estimation Over Noisy Channels for Sensor Networks

Abstract: Decentralized estimation of a noise-corrupted source parameter by a bandwidth-constrained sensor network feeding, through a noisy channel, a fusion center is considered. The sensors, due to bandwidth constraints, provide binary representatives of a noise-corrupted source parameter. Recently, proposed decentralized, distributed estimation, and power scheduling methods do no consider errors occurring during the transmission of binary observations from the sensors to fusion center. In this paper, we extend the decentralized estimation model to the case where imperfect transmission channels are considered. The proposed estimator, which operates on additive channel noise corrupted versions of quantized noisy sensor observations, is approached from maximum likelihood (ML) perspective. The resulting ML estimate is a root, in the region of interest (ROI), of a derivative polynomial function. We analyze the natural logarithm of the polynomial within the ROI showing that the function is log-concave, thereby indicating that numerical methods, such as Newton's algorithm, can be utilized to obtain the optimal solution. Due to complexity and implementation issues associated with the numerical methods, we derive and analyze simpler suboptimal solutions, i.e., the two-stage and mean estimators. The two-stage estimator first estimates the binary observations from noisy fusion center observations utilizing a threshold operation, followed by an estimate of the source parameter. The optimal threshold is the maximum a posteriori (MAP) detector for binary detection and minimizes the probability of binary observation estimation error. Optimal threshold expressions for commonly utilized light-(Gaussian) and heavy-tailed (Cauchy) channel noise models are derived. The mean estimator simply averages the noisy fusion center observations. The output variances of means of the proposed suboptimal estimators are derived. In addition, a computational complexity analysis is presented comparing the proposed ML optimal and suboptimal two-stage and mean estimators. Numerical examples evaluating and comparing the performance of proposed ML, two-stage and mean estimators are also presented.

Nonlinear multigrid algorithms for Bayesian optical diffusion tomography

Abstract: Optical diffusion tomography is a technique for imaging a highly scattering medium using measurements of transmitted modulated light. Reconstruction of the spatial distribution of the optical properties of the medium from such data is a difficult nonlinear inverse problem. Bayesian approaches are effective, but are computationally expensive, especially for three-dimensional (3-D) imaging. This paper presents a general nonlinear multigrid optimization technique suitable for reducing the computational burden in a range of nonquadratic optimization problems. This multigrid method is applied to compute the maximum a posteriori (MAP) estimate of the reconstructed image in the optical diffusion tomography problem. The proposed multigrid approach both dramatically reduces the required computation and improves the reconstructed image quality.

RadVel: The Radial Velocity Modeling Toolkit

Abstract: RadVel is an open source Python package for modeling Keplerian orbits in radial velocity (RV) time series. RadVel provides a convenient framework to fit RVs using maximum a posteriori optimization and to compute robust confidence intervals by sampling the posterior probability density via Markov Chain Monte Carlo (MCMC). RadVel allows users to float or fix parameters, impose priors, and perform Bayesian model comparison. We have implemented realtime MCMC convergence tests to ensure adequate sampling of the posterior. RadVel can output a number of publication-quality plots and tables. Users may interface with RadVel through a convenient command-line interface or directly from Python. The code is object-oriented and thus naturally extensible. We encourage contributions from the community. Documentation is available at this http URL.

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

Abstract: We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs). The inverse problem seeks to infer an infinite-dimensional parameter from experimental data observed at a set of sensor locations and from the governing PDEs. The goal of the OED problem is to find an optimal placement of sensors so as to minimize the uncertainty in the inferred parameter field. Specifically, we seek an optimal subset of sensors from among a fixed set of candidate sensor locations. We formulate the OED objective function by generalizing the classical A-optimal experimental design criterion using the expected value of the trace of the posterior covariance. This expected value is computed through sample averaging over the set of likely experimental data. To cope with the infinite-dimensional character of the parameter field, we construct a Gaussian approximation to the posterior at the maximum a posteriori probability (MAP) point, and use the...

Shading-based dynamic shape refinement from multi-view video under general illumination

Abstract: We present an approach to add true fine-scale spatio-temporal shape detail to dynamic scene geometry captured from multi-view video footage. Our approach exploits shading information to recover the millimeter-scale surface structure, but in contrast to related approaches succeeds under general unconstrained lighting conditions. Our method starts off from a set of multi-view video frames and an initial series of reconstructed coarse 3D meshes that lack any surface detail. In a spatio-temporal maximum a posteriori probability (MAP) inference framework, our approach first estimates the incident illumination and the spatially-varying albedo map on the mesh surface for every time instant. Thereafter, albedo and illumination are used to estimate the true geometric detail visible in the images and add it to the coarse reconstructions. The MAP framework uses weak temporal priors on lighting, albedo and geometry which improve reconstruction quality yet allow for temporal variations in the data.