Title :
Fast MCMC separation for MRF modelled astrophysical components
Author :
Kayabol, Koray ; Kuruoglu, Ercan E. ; Sankur, Bulent ; Salerno, Emanuele ; Bedini, Luigi
Author_Institution :
ISTI, CNR, Pisa, Italy
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.
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; astronomical techniques; source separation; Bayesian source separation problem; Langevin stochastic equation; MRF model; Markov Random Field; Maximum Likelihood approximation; Monte Carlo Markov Chain simulation; fast MCMC separation; unmixing; Bayesian methods; Computational modeling; Convergence; Equations; Monte Carlo methods; Physics; Sampling methods; Smoothing methods; Source separation; Stochastic processes; Astrophysical Component Separation; Bayesian; Langevin equation; MCMC; MRF;
Conference_Titel :
Image Processing (ICIP), 2009 16th IEEE International Conference on
Conference_Location :
Cairo
Print_ISBN :
978-1-4244-5653-6
Electronic_ISBN :
1522-4880
DOI :
10.1109/ICIP.2009.5414190