Bayesian deconvolution of noisy filtered point processes
Identifieur interne : 00C350 ( Main/Exploration ); précédent : 00C349; suivant : 00C351Bayesian deconvolution of noisy filtered point processes
Auteurs : Christophe Andrieu [Royaume-Uni] ; Eric Barat [France] ; Arnaud Doucet [Australie]Source :
- IEEE transactions on signal processing [ 1053-587X ] ; 2000.
Descripteurs français
- Pascal (Inist)
English descriptors
- KwdEn :
Abstract
The detection and estimation of filtered point processes using noisy data is an essential requirement in many seismic, ultrasonic, and nuclear applications. In this paper, we address this joint detection/estimation problem using a Bayesian approach, which allows us to easily include any relevant prior information. Performing Bayesian inference for such a complex model is a challenging computational problem as it requires the evaluation of intricate high-dimensional integrals. We develop here an efficient stochastic procedure based on a reversible jump Markov chain Monte Carlo method to solve this problem and prove the geometric convergence of the algorithm. The proposed model and algorithm are demonstrated on an application arising in nuclear science.
Affiliations:
- Australie, France, Royaume-Uni
- Victoria (État), Île-de-France
- Gif-sur-Yvette, Melbourne
- Université de Melbourne
Links toward previous steps (curation, corpus...)
- to stream PascalFrancis, to step Corpus: 005D28
- to stream PascalFrancis, to step Curation: 000429
- to stream PascalFrancis, to step Checkpoint: 005D66
- to stream Main, to step Merge: 00D314
- to stream Main, to step Curation: 00C350
Le document en format XML
<record><TEI><teiHeader><fileDesc><titleStmt><title xml:lang="en" level="a">Bayesian deconvolution of noisy filtered point processes</title><author><name sortKey="Andrieu, Christophe" sort="Andrieu, Christophe" uniqKey="Andrieu C" first="Christophe" last="Andrieu">Christophe Andrieu</name><affiliation wicri:level="1"><inist:fA14 i1="01"><s1>School of Mathematics, Statistics Group, University of Bristol</s1><s2>Bristol</s2><s3>GBR</s3><sZ>1 aut.</sZ></inist:fA14><country>Royaume-Uni</country><wicri:noRegion>Bristol</wicri:noRegion></affiliation></author><author><name sortKey="Barat, Eric" sort="Barat, Eric" uniqKey="Barat E" first="Eric" last="Barat">Eric Barat</name><affiliation wicri:level="3"><inist:fA14 i1="02"><s1>LETI-CEA Technologies Avancées DE1N Saclay</s1><s2>Gif-sur-Yvette</s2><s3>FRA</s3><sZ>2 aut.</sZ></inist:fA14><country>France</country><placeName><region type="region" nuts="2">Île-de-France</region><settlement type="city">Gif-sur-Yvette</settlement></placeName></affiliation></author><author><name sortKey="Doucet, Arnaud" sort="Doucet, Arnaud" uniqKey="Doucet A" first="Arnaud" last="Doucet">Arnaud Doucet</name><affiliation wicri:level="4"><inist:fA14 i1="03"><s1>Department of Electrical and Electronic Engineering, University of Melbourne</s1><s2>Parkville</s2><s3>AUS</s3><sZ>3 aut.</sZ></inist:fA14><country>Australie</country><placeName><settlement type="city">Melbourne</settlement><region type="état">Victoria (État)</region></placeName><orgName type="university">Université de Melbourne</orgName></affiliation></author></titleStmt><publicationStmt><idno type="wicri:source">INIST</idno><idno type="inist">01-0062861</idno><date when="2000">2000</date><idno type="stanalyst">PASCAL 01-0062861 INIST</idno><idno type="RBID">Pascal:01-0062861</idno><idno type="wicri:Area/PascalFrancis/Corpus">005D28</idno><idno type="wicri:Area/PascalFrancis/Curation">000429</idno><idno type="wicri:Area/PascalFrancis/Checkpoint">005D66</idno><idno type="wicri:explorRef" wicri:stream="PascalFrancis" wicri:step="Checkpoint">005D66</idno><idno type="wicri:doubleKey">1053-587X:2000:Andrieu C:bayesian:deconvolution:of</idno><idno type="wicri:Area/Main/Merge">00D314</idno><idno type="wicri:Area/Main/Curation">00C350</idno><idno type="wicri:Area/Main/Exploration">00C350</idno></publicationStmt><sourceDesc><biblStruct><analytic><title xml:lang="en" level="a">Bayesian deconvolution of noisy filtered point processes</title><author><name sortKey="Andrieu, Christophe" sort="Andrieu, Christophe" uniqKey="Andrieu C" first="Christophe" last="Andrieu">Christophe Andrieu</name><affiliation wicri:level="1"><inist:fA14 i1="01"><s1>School of Mathematics, Statistics Group, University of Bristol</s1><s2>Bristol</s2><s3>GBR</s3><sZ>1 aut.</sZ></inist:fA14><country>Royaume-Uni</country><wicri:noRegion>Bristol</wicri:noRegion></affiliation></author><author><name sortKey="Barat, Eric" sort="Barat, Eric" uniqKey="Barat E" first="Eric" last="Barat">Eric Barat</name><affiliation wicri:level="3"><inist:fA14 i1="02"><s1>LETI-CEA Technologies Avancées DE1N Saclay</s1><s2>Gif-sur-Yvette</s2><s3>FRA</s3><sZ>2 aut.</sZ></inist:fA14><country>France</country><placeName><region type="region" nuts="2">Île-de-France</region><settlement type="city">Gif-sur-Yvette</settlement></placeName></affiliation></author><author><name sortKey="Doucet, Arnaud" sort="Doucet, Arnaud" uniqKey="Doucet A" first="Arnaud" last="Doucet">Arnaud Doucet</name><affiliation wicri:level="4"><inist:fA14 i1="03"><s1>Department of Electrical and Electronic Engineering, University of Melbourne</s1><s2>Parkville</s2><s3>AUS</s3><sZ>3 aut.</sZ></inist:fA14><country>Australie</country><placeName><settlement type="city">Melbourne</settlement><region type="état">Victoria (État)</region></placeName><orgName type="university">Université de Melbourne</orgName></affiliation></author></analytic><series><title level="j" type="main">IEEE transactions on signal processing</title><title level="j" type="abbreviated">IEEE trans. signal process.</title><idno type="ISSN">1053-587X</idno><imprint><date when="2000">2000</date></imprint></series></biblStruct></sourceDesc><seriesStmt><title level="j" type="main">IEEE transactions on signal processing</title><title level="j" type="abbreviated">IEEE trans. signal process.</title><idno type="ISSN">1053-587X</idno></seriesStmt></fileDesc><profileDesc><textClass><keywords scheme="KwdEn" xml:lang="en"><term>Bayes estimation</term><term>Deconvolution</term><term>Markov chain</term><term>Monte Carlo method</term><term>Noise source</term><term>Point estimation</term><term>Point process</term><term>Prior information</term><term>Signal to noise ratio</term><term>System with n degrees of freedom</term><term>Theoretical study</term><term>Ultrasound</term></keywords><keywords scheme="Pascal" xml:lang="fr"><term>Ultrason</term><term>Source bruit</term><term>Estimation Bayes</term><term>Chaîne Markov</term><term>Méthode Monte Carlo</term><term>Information a priori</term><term>Système n degrés liberté</term><term>Déconvolution</term><term>Processus ponctuel</term><term>Rapport signal bruit</term><term>Estimation ponctuelle</term><term>Etude théorique</term></keywords></textClass></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">The detection and estimation of filtered point processes using noisy data is an essential requirement in many seismic, ultrasonic, and nuclear applications. In this paper, we address this joint detection/estimation problem using a Bayesian approach, which allows us to easily include any relevant prior information. Performing Bayesian inference for such a complex model is a challenging computational problem as it requires the evaluation of intricate high-dimensional integrals. We develop here an efficient stochastic procedure based on a reversible jump Markov chain Monte Carlo method to solve this problem and prove the geometric convergence of the algorithm. The proposed model and algorithm are demonstrated on an application arising in nuclear science.</div></front></TEI><affiliations><list><country><li>Australie</li><li>France</li><li>Royaume-Uni</li></country><region><li>Victoria (État)</li><li>Île-de-France</li></region><settlement><li>Gif-sur-Yvette</li><li>Melbourne</li></settlement><orgName><li>Université de Melbourne</li></orgName></list><tree><country name="Royaume-Uni"><noRegion><name sortKey="Andrieu, Christophe" sort="Andrieu, Christophe" uniqKey="Andrieu C" first="Christophe" last="Andrieu">Christophe Andrieu</name></noRegion></country><country name="France"><region name="Île-de-France"><name sortKey="Barat, Eric" sort="Barat, Eric" uniqKey="Barat E" first="Eric" last="Barat">Eric Barat</name></region></country><country name="Australie"><region name="Victoria (État)"><name sortKey="Doucet, Arnaud" sort="Doucet, Arnaud" uniqKey="Doucet A" first="Arnaud" last="Doucet">Arnaud Doucet</name></region></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
EXPLOR_STEP=$WICRI_ROOT/Wicri/Asie/explor/AustralieFrV1/Data/Main/Exploration
HfdSelect -h $EXPLOR_STEP/biblio.hfd -nk 00C350 | SxmlIndent | more
Ou
HfdSelect -h $EXPLOR_AREA/Data/Main/Exploration/biblio.hfd -nk 00C350 | SxmlIndent | more
Pour mettre un lien sur cette page dans le réseau Wicri
{{Explor lien
|wiki= Wicri/Asie
|area= AustralieFrV1
|flux= Main
|étape= Exploration
|type= RBID
|clé= Pascal:01-0062861
|texte= Bayesian deconvolution of noisy filtered point processes
}}
| This area was generated with Dilib version V0.6.33. |  |