We propose an adaptive Monte Carlo Markov Chain (MCMC) simulation for the Bayesian source separation problem and apply it to the unmixing of astrophysical components. In this method, we use the Langevin stochastic equation for transitions, which enables parallel drawing of random samples from the posterior, and which reduces the computation time significantly (by two orders of magnitude). In addition to this, the parameters of the Markov Random Field (MRF) model are updated via Maximum Likelihood (ML) throughout the iterations.
Fast MCMC separation for MRF modelled astrophysical components
Kuruoglu E E;Salerno E;
2009
Abstract
We propose an adaptive Monte Carlo Markov Chain (MCMC) simulation for the Bayesian source separation problem and apply it to the unmixing of astrophysical components. In this method, we use the Langevin stochastic equation for transitions, which enables parallel drawing of random samples from the posterior, and which reduces the computation time significantly (by two orders of magnitude). In addition to this, the parameters of the Markov Random Field (MRF) model are updated via Maximum Likelihood (ML) throughout the iterations.File in questo prodotto:
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