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.
2009
Istituto di Scienza e Tecnologie dell'Informazione "Alessandro Faedo" - ISTI
Astrophysical component separation
Bayesian
Markov Random Fields
Markov Chain Monte Carlo
Langevin Equation
File in questo prodotto:
File Dimensione Formato  
prod_91982-doc_130992.pdf

solo utenti autorizzati

Descrizione: Fast MCMC separation for MRF modelled astrophysical components
Tipologia: Versione Editoriale (PDF)
Dimensione 168.43 kB
Formato Adobe PDF
168.43 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/62330
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact