A study of simulated annealing and a revised cascade algorithm for image reconstruction

We describe an image reconstruction problem and the computational difficulties arising in determining the maximum a posteriori (MAP) estimate. Two algorithms for tackling the problem, iterated conditional modes (ICM) and simulated annealing, are usually applied pixel by pixel. The performance of this strategy can be poor, particularly for heavily degraded images, and as a potential improvement Jubb and Jennison (1991) suggest the cascade algorithm in which ICM is initially applied to coarser images formed by blocking squares of pixels. In this paper we attempt to resolve certain criticisms of cascade and present a version of the algorithm extended in definition and implementation. As an illustration we apply our new method to a synthetic aperture radar (SAR) image. We also carry out a study of simulated annealing, with and without cascade, applied to a more tractable minimization problem from which we gain insight into the properties of cascade algorithms.     

Difficulties in the use of auxiliary variables in Markov chain Monte Carlo methods

Markov chain Monte Carlo (MCMC) methods are now widely used in a diverse range of application areas to tackle previously intractable problems. Difficult questions remain, however, in designing MCMC samplers for problems exhibiting severe multimodality where standard methods may exhibit prohibitively slow movement around the state space. Auxiliary variable methods, sometimes together with multigrid ideas, have been proposed as one possible way forward. Initial disappointing experiments have led to data-driven modifications of the methods. In this paper, these suggestions are investigated for lattice data such as is found in imaging and some spatial applications. The results suggest that adapting the auxiliary variables to the specific application is beneficial. However the form of adaptation needed and the extent of the resulting benefits are not always clear-cut.     

Improving power posterior estimation of statistical evidence

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach to improve estimation of the evidence. The power posterior method involves transitioning from the prior to the posterior by powering the likelihood by an inverse temperature. In common with other tempering algorithms, the power posterior involves some degree of tuning. The main contributions of this article are twofold—we present a result from the numerical analysis literature which can reduce the bias in the estimate of the evidence by addressing the error arising from numerically integrating across the inverse temperatures. We also tackle the selection of the inverse temperature ladder, applying this approach additionally to the Stepping Stone sampler estimation of evidence. A key practical point is that both of these innovations incur virtually no extra cost.     

A Bayesian hierarchical model for photometric red shifts

Summary.  The Sloan digital sky survey is an extremely large astronomical survey that is conducted with the intention of mapping more than a quarter of the sky. Among the data that it is generating are spectroscopic and photometric measurements, both containing information about the red shift of galaxies. The former are precise and easy to interpret but expensive to gather; the latter are far cheaper but correspondingly more difficult to interpret. Recently, Csabai and co-workers have described various calibration techniques aiming to predict red shift from photometric measurements. We investigate what a structured Bayesian approach to the problem can add. In particular, we are interested in providing uncertainty bounds that are associated with the underlying red shifts and the classifications of the galaxies. We find that quite a generic statistical modelling approach, using for the most part standard model ingredients, can compete with much more specific custom-made and highly tuned techniques that are already available in the astronomical literature.     

Multiple-site updates in maximum a posteriori and marginal posterior modes image estimation

We describe standard single-site Monte Carlo Markov chain methods, the Hastings and Metropolis algorithms, the Gibbs sampler and simulated annealing, for maximum a posteriori and marginal posterior modes image estimation. These methods can experience great difficulty in traversing the whole image space in a finite time when the target distribution is multi-modal. We present a survey of multiple-site update methods, including Swendsen and Wang's algorithm, coupled Markov chains and cascade algorithms designed to tackle the problem of moving between modes of the posterior image distribution. We compare the performance of some of these algorithms for sampling from degraded and non-degraded Ising models     

Parameter estimation for a deformable template model

In recent years, a number of statistical models have been proposed for the purposes of high-level image analysis tasks such as object recognition. However, in general, these models remain hard to use in practice, partly as a result of their complexity, partly through lack of software. In this paper we concentrate on a particular deformable template model which has proved potentially useful for locating and labelling cells in microscope slides Rue and Hurn (1999). This model requires the specification of a number of rather non-intuitive parameters which control the shape variability of the deformed templates. Our goal is to arrange the estimation of these parameters in such a way that the microscope user's expertise is exploited to provide the necessary training data graphically by identifying a number of cells displayed on a computer screen, but that no additional statistical input is required. In this paper we use maximum likelihood estimation incorporating the error structure in the generation of our training data.     

Tuning tempered transitions

The method of tempered transitions was proposed by Neal (Stat. Comput. 6:353–366, 1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and Metropolis-coupled MCMC, the key idea is to utilise a series of successively easier to sample distributions to improve movement around the state space. Tempered transitions does this by incorporating moves through these less modal distributions into the MCMC proposals. Unfortunately the improved movement between modes comes at a high computational cost with a low acceptance rate of expensive proposals. We consider how the algorithm may be tuned to increase the acceptance rates for a given number of temperatures. We find that the commonly assumed geometric spacing of temperatures is reasonable in many but not all applications.