Automatic glottal inverse filtering with the Markov chain Monte Carlo method

This paper presents a new glottal inverse filtering (GIF) method that utilizes a Markov chain Monte Carlo (MCMC) algorithm. First, initial estimates of the vocal tract and glottal flow are evaluated by an existing GIF method, iterative adaptive inverse filtering (IAIF). Simultaneously, the initially estimated glottal flow is synthesized using the Rosenberg–Klatt (RK) model and filtered with the estimated vocal tract filter to create a synthetic speech frame. In the MCMC estimation process, the first few poles of the initial vocal tract model and the RK excitation parameter are refined in order to minimize the error between the synthetic and original speech signals in the time and frequency domain. MCMC approximates the posterior distribution of the parameters, and the final estimate of the vocal tract is found by averaging the parameter values of the Markov chain. Experiments with synthetic vowels produced by a physical modeling approach show that the MCMC-based GIF method gives more accurate results compared to two known reference methods.     

Parallel and interacting Markov chain Monte Carlo algorithm

In many situations it is important to be able to propose N independent realizations of a given distribution law. We propose a strategy for making N parallel Monte Carlo Markov chains (MCMC) interact in order to get an approximation of an independent N-sample of a given target law. In this method each individual chain proposes candidates for all other chains. We prove that the set of interacting chains is itself a MCMC method for the product of N target measures. Compared to independent parallel chains this method is more time consuming, but we show through examples that it possesses many advantages. This approach is applied to a biomass evolution model.     

Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling

In some biological experiments, it is quite common that laboratory subjects differ in their patterns of susceptibility to a treatment. Finite mixture models are useful in those situations. In this paper we model the number of components and the component parameters jointly, and base inference about these quantities on their posterior probabilities, making use of the reversible jump Markov chain Monte Carlo methods. In particular, we apply the methodology to the analysis of univariate normal mixtures with multidimensional parameters, using a hierarchical prior model that allows weak priors while avoiding improper priors in the mixture context. The practical significance of the proposed method is illustrated with a dose-response data set.     

基于RJMCMC的视觉多目标跟踪算法

研究了基于MCMC的多目标跟踪算法。针对MCMC迭代过程中抽样置信度低以及不能进行有效迭代的问题,提出一种新的基于RJMCMC的视觉多目标跟踪算法。给定观测量,将跟踪问题建模为状态量的最大后验估计(MAP)、关于MAP的先验与似然的估计。借助匹配阵给出了目标先验建议分布,设计了4种马氏链可逆运动方式;似然度量采用随空间加权的颜色直方图匹配衡量。MCMC抽样过程中的状态由MS迭代产生,而不是随机走生成。基于似然度量导出了MS迭代式。实验结果及定量分析评估结果说明了本算法的有效性。     

Front-view vehicle detection by Markov chain Monte Carlo method

In this paper, we propose a new vehicle detection approach based on Markov chain Monte Carlo (MCMC). We mainly discuss the detection of vehicles in front-view static images with frequent occlusions. Models of roads and vehicles based on edge information are presented, the Bayesian problem's formulations are constructed, and a Markov chain is designed to sample proposals to detect vehicles. Using the Monte Carlo technique, we detect vehicles sequentially based on the idea of maximizing a posterior probability (MAP), performing vehicle segmentation in the meantime. Our method does not require complex preprocessing steps such as background extraction or shadow elimination, which are required in many existing methods. Experimental results show that the method has a high detection rate on vehicles and can perform successful segmentation, and reduce the influence caused by vehicle occlusion.     

Positron emission tomography by Markov chain Monte Carlo with auxiliary variables

We propose a new algorithm for positron emission tomography (PET) image reconstruction. The algorithm belongs to the family of Markov chain Monte Carlo methods with auxiliary variables. The idea is to iteratively generate hidden variables at one step and use them for image restoration at another step. The well-known model of Vardi et al. (J. Amer. Statist. Assoc. 80 (1985) 8) for PET is combined with the Bayesian model of Lasota and Niemiro (Pattern Recognition 36 (2003) 931) for the underlying images. This latter model takes advantage of the fact that medical images often consist of relatively few grey-levels of unknown intensity. The algorithm of Lasota and Niemiro (Pattern Recognition 36 (2003) 931) is used in the image restoration part of the PET algorithm, essentially as a noise-filtering and smoothing device. It is now equipped with an additional data reconstruction step. We include simulation results which suggest that the method is truly reliable. We also describe a version of the basic algorithm, in which a random simulation step is replaced by computation of expected value, similarly as in the EM algorithm.     

马尔可夫链蒙特卡洛重要度采样与多目标跟踪

针对强杂波环境下的多目标跟踪问题,提出一种基于马尔可夫链蒙特卡洛重要度采样的跟踪方法．通过马尔可夫链蒙特卡洛实现对联合关联事件的采样,据此计算目标可关联量测数据的边缘关联概率．在联合关联事件求解中利用单目标量测的概率密度进行重要度采样,提高采样效率．马尔可夫链蒙特卡洛重要度采样方法克服了联合概率数据关联中的“组合爆炸”问题,能够在强杂波干扰下较好地实现多目标实时跟踪．通过仿真实验对比分析了算法的跟踪精度和处理的时效性,验证了方法的有效性．     

Reversible jump MCMC for nonparametric drift estimation for diffusion processes

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional diffusion. The drift is modeled by a scaled linear combination of basis functions with a Gaussian prior on the coefficients. The scaling parameter is equipped with a partially conjugate prior. The number of basis functions in the drift is equipped with a prior distribution as well. For continuous data, a reversible jump Markov chain algorithm enables the exploration of the posterior over models of varying dimension. Subsequently, it is explained how data-augmentation can be used to extend the algorithm to deal with diffusions observed discretely in time. Some examples illustrate that the method can give satisfactory results. In these examples a comparison is made with another existing method as well.     

The technology acceptance scale: Its Bayesian psychometrics assessed in a factor analysis via Markov chain Monte Carlo models

The technology acceptance scale (TAS) by van der Laan, Heino, and De Waard (1997) measures the psychological construct of the same term as a sum of attitudes of an operator toward a specific complex sociotechnical system. The TAS has been claimed to comprise two subscales, usefulness and satisfaction. However, recent empirical work has found evidence for only one underlying factor. To provide further insight into the factor structure of the TAS, this study adopts a Bayesian exploratory factor analysis (BEFA) to analyse the data of a flight simulation study regarding single pilot operations. A series of Markov chain Monte Carlo (MCMC) models is used to assess the latent factor structure of the TAS for the two different crewing conditions and their corresponding workstation and cockpit setups of the copilot. A reliable step-by-step data analysis of the MCMC models provides evidence for a one-factor solution of the scale. The divergence to the previous studies which claim two factors can be due to the different applications as well as due to different statistical paradigms and methodological issues in exploratory factor analysis.