Pre-processing for approximate Bayesian computation in image analysis - Archive ouverte HAL
Article Dans Une Revue Statistics and Computing Année : 2015

Pre-processing for approximate Bayesian computation in image analysis

Résumé

Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high dimensional data. An important example is the Potts model, which is commonly used in image analysis. Images encountered in real world applications can have millions of pixels, therefore scalability is a major concern. We apply ABC with a synthetic likelihood to the hidden Potts model with additive Gaussian noise. Using a pre-processing step, we fit a binding function to model the relationship between the model parameters and the synthetic likelihood parameters. Our numerical experiments demonstrate that the precomputed binding function dramatically improves the scalability of ABC, reducing the average runtime required for model fitting from 71 hours to only 7 minutes. We also illustrate the method by estimating the smoothing parameter for remotely sensed satellite imagery. Without precomputation, Bayesian inference is impractical for datasets of that scale.

Domaines

Calcul [stat.CO]

Dates et versions

hal-01067922 , version 1 (24-09-2014)

Identifiants

Citer

Matthew T. Moores, Christopher C. Drovandi, Kerrie Mengersen, Christian P. Robert. Pre-processing for approximate Bayesian computation in image analysis. Statistics and Computing, 2015, 25 (1), pp.11. ⟨10.1007/s11222-014-9525-6⟩. ⟨hal-01067922⟩
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