论文标题

重新审视的拆分吉布斯采样器:改进其算法结构和增强目标分布

The split Gibbs sampler revisited: improvements to its algorithmic structure and augmented target distribution

论文作者

Pereyra, Marcelo, Vargas-Mieles, Luis A., Zygalakis, Konstantinos C.

论文摘要

由于涉及的维度,并且由于贝叶斯成像模型通常不平滑,因此开发有效的贝叶斯计算算法以进行成像逆问题是有挑战性的。当前的最新方法通常通过使用Langevin Markov Chain Monte Carlo(MCMC)方法来替换后部密度来解决这些困难。另一种方法是基于数据增强和放松,其中引入了辅助变量,以构建一个近似的增强后验分布,该分布可通过Gibbs采样有效探索。本文提出了一种称为潜在太空摇滚(LS SK-ROCK)的新加速近端MCMC方法,该方法紧密结合了上述两种策略的好处。此外,我们建议将其视为该模型的概括,而不是将增强后验分布视为原始模型的近似值。从此开始,我们从经验上表明,弛豫参数的值范围范围是该模型的准确性提高,并提出了一种随机优化算法,以自动确定给定问题的最佳放松量。在这个制度中,LS SK-Rock的收敛速度比最新技术的竞争方法更快,并且由于底层增强的贝叶斯模型具有更高的贝叶斯证据,因此可以实现更好的准确性。提出的方法通过与图像脱毛和内化相关的一系列数值实验以及与艺术状态的替代方法进行比较来证明。可以从https://github.com/luisvargasmieles/ls-mcmc获得提出的MCMC方法的开源实现。

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address these difficulties by replacing the posterior density with a smooth approximation that is amenable to efficient exploration by using Langevin Markov chain Monte Carlo (MCMC) methods. An alternative approach is based on data augmentation and relaxation, where auxiliary variables are introduced in order to construct an approximate augmented posterior distribution that is amenable to efficient exploration by Gibbs sampling. This paper proposes a new accelerated proximal MCMC method called latent space SK-ROCK (ls SK-ROCK), which tightly combines the benefits of the two aforementioned strategies. Additionally, instead of viewing the augmented posterior distribution as an approximation of the original model, we propose to consider it as a generalisation of this model. Following on from this, we empirically show that there is a range of values for the relaxation parameter for which the accuracy of the model improves, and propose a stochastic optimisation algorithm to automatically identify the optimal amount of relaxation for a given problem. In this regime, ls SK-ROCK converges faster than competing approaches from the state of the art, and also achieves better accuracy since the underlying augmented Bayesian model has a higher Bayesian evidence. The proposed methodology is demonstrated with a range of numerical experiments related to image deblurring and inpainting, as well as with comparisons with alternative approaches from the state of the art. An open-source implementation of the proposed MCMC methods is available from https://github.com/luisvargasmieles/ls-MCMC.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源