### 2013

Koblents, Eugenia; Miguez, Joaquin

A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces Inproceedings

In: 2013 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 6318–6322, IEEE, Vancouver, 2013, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: Approximation methods, computational inference, degeneracy of importance weights, high dimensional spaces, Importance sampling, importance weights, iterative importance sampling, iterative methods, mixture-PMC, mixture-PMC algorithm, Monte Carlo methods, MPMC, nonlinear transformations, population Monte Carlo, population Monte Carlo scheme, Probability density function, probability distributions, Proposals, Sociology, Standards

@inproceedings{Koblents2013a,

title = {A Population Monte Carlo Scheme for Computational Inference in High Dimensional Spaces},

author = {Eugenia Koblents and Joaquin Miguez},

url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=6638881},

issn = {1520-6149},

year = {2013},

date = {2013-01-01},

booktitle = {2013 IEEE International Conference on Acoustics, Speech and Signal Processing},

pages = {6318--6322},

publisher = {IEEE},

address = {Vancouver},

abstract = {In this paper we address the Monte Carlo approximation of integrals with respect to probability distributions in high-dimensional spaces. In particular, we investigate the population Monte Carlo (PMC) scheme, which is based on an iterative importance sampling (IS) approach. Both IS and PMC suffer from the well known problem of degeneracy of the importance weights (IWs), which is closely related to the curse-of-dimensionality, and limits their applicability in large-scale practical problems. In this paper we investigate a novel PMC scheme that consists in performing nonlinear transformations of the IWs in order to smooth their variations and avoid degeneracy. We apply the modified IS scheme to the well-known mixture-PMC (MPMC) algorithm, which constructs the importance functions as mixtures of kernels. We present numerical results that show how the modified version of MPMC clearly outperforms the original scheme.},

keywords = {Approximation methods, computational inference, degeneracy of importance weights, high dimensional spaces, Importance sampling, importance weights, iterative importance sampling, iterative methods, mixture-PMC, mixture-PMC algorithm, Monte Carlo methods, MPMC, nonlinear transformations, population Monte Carlo, population Monte Carlo scheme, Probability density function, probability distributions, Proposals, Sociology, Standards},

pubstate = {published},

tppubtype = {inproceedings}

}

### 2012

Zhong, Jingshan; Dauwels, Justin; Vazquez, Manuel A; Waller, Laura

Efficient Gaussian Inference Algorithms for Phase Imaging Inproceedings

In: 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), pp. 617–620, IEEE, Kyoto, 2012, ISSN: 1520-6149.

Abstract | Links | BibTeX | Tags: biomedical optical imaging, complex optical field, computational complexity, defocus distances, Fourier domain, Gaussian inference algorithms, image sequences, inference mechanisms, intensity image sequence, iterative Kalman smoothing, iterative methods, Kalman filter, Kalman filters, Kalman recursions, linear model, Manganese, Mathematical model, medical image processing, Noise, noisy intensity image, nonlinear observation model, Optical imaging, Optical sensors, Phase imaging, phase inference algorithms, smoothing methods

@inproceedings{Zhong2012a,

title = {Efficient Gaussian Inference Algorithms for Phase Imaging},

author = {Jingshan Zhong and Justin Dauwels and Manuel A Vazquez and Laura Waller},

url = {http://ieeexplore.ieee.org/articleDetails.jsp?arnumber=6287959},

issn = {1520-6149},

year = {2012},

date = {2012-01-01},

booktitle = {2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},

pages = {617--620},

publisher = {IEEE},

address = {Kyoto},

abstract = {Novel efficient algorithms are developed to infer the phase of a complex optical field from a sequence of intensity images taken at different defocus distances. The non-linear observation model is approximated by a linear model. The complex optical field is inferred by iterative Kalman smoothing in the Fourier domain: forward and backward sweeps of Kalman recursions are alternated, and in each such sweep, the approximate linear model is refined. By limiting the number of iterations, one can trade off accuracy vs. complexity. The complexity of each iteration in the proposed algorithm is in the order of N logN, where N is the number of pixels per image. The storage required scales linearly with N. In contrast, the complexity of existing phase inference algorithms scales with N3 and the required storage with N2. The proposed algorithms may enable real-time estimation of optical fields from noisy intensity images.},

keywords = {biomedical optical imaging, complex optical field, computational complexity, defocus distances, Fourier domain, Gaussian inference algorithms, image sequences, inference mechanisms, intensity image sequence, iterative Kalman smoothing, iterative methods, Kalman filter, Kalman filters, Kalman recursions, linear model, Manganese, Mathematical model, medical image processing, Noise, noisy intensity image, nonlinear observation model, Optical imaging, Optical sensors, Phase imaging, phase inference algorithms, smoothing methods},

pubstate = {published},

tppubtype = {inproceedings}

}