论文标题

用于边缘的线性贝叶斯倒置的马蹄培训

Horseshoe priors for edge-preserving linear Bayesian inversion

论文作者

Uribe, Felipe, Dong, Yiqiu, Hansen, Per Christian

论文摘要

在许多大规模的逆问题中,例如计算机断层扫描和图像脱毛,需要对溶液中尖锐边缘的表征进行表征。在贝叶斯的反问题方法中,通常使用基于重尾分布的马尔可夫随机野外先验来实现边缘保护。在统计数据中流行的另一种策略是应用分层收缩率先验。该公式的一个优点在于,根据全球和局部超参数的有条件高斯分布来表达先验,这些分布是赋予重型尾部高级主管的全球和局部超参数。在这项工作中,我们先前重新审视了收缩马蹄铁,并引入了其用于边缘保护环境的配方。我们讨论了基于Gibbs采样器的采样框架,以解决贝叶斯反问题的产生分层公式。特别是,有条件的分布之一是高维高斯,其余的则是通过使用重尾高手的比例混合物表示以封闭形式得出的。成像科学的应用表明,我们的计算程序能够以降低的不确定性来计算尖锐的边缘后点估计。

In many large-scale inverse problems, such as computed tomography and image deblurring, characterization of sharp edges in the solution is desired. Within the Bayesian approach to inverse problems, edge-preservation is often achieved using Markov random field priors based on heavy-tailed distributions. Another strategy, popular in statistics, is the application of hierarchical shrinkage priors. An advantage of this formulation lies in expressing the prior as a conditionally Gaussian distribution depending of global and local hyperparameters which are endowed with heavy-tailed hyperpriors. In this work, we revisit the shrinkage horseshoe prior and introduce its formulation for edge-preserving settings. We discuss a sampling framework based on the Gibbs sampler to solve the resulting hierarchical formulation of the Bayesian inverse problem. In particular, one of the conditional distributions is high-dimensional Gaussian, and the rest are derived in closed form by using a scale mixture representation of the heavy-tailed hyperpriors. Applications from imaging science show that our computational procedure is able to compute sharp edge-preserving posterior point estimates with reduced uncertainty.

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