کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416274 681320 2015 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergent stochastic Expectation Maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
ترجمه فارسی عنوان
الگوریتم به حداکثر رساندن انتظارات احتمالی همگرا با نمونه برداری کارآمد در ابعاد بزرگ. کاربرد در برآورد مدل قالب ناپایدار
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
چکیده انگلیسی

Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The goal is to propose an accurate estimation algorithm with low computational cost and with theoretical guaranties of relevance. This becomes very demanding when dealing with high dimensional data, which is particularly the case of medical images. The use of an optimized Monte Carlo Markov Chain method for a stochastic Expectation Maximization algorithm, is proposed to estimate the model parameters by maximizing the likelihood. A new Anisotropic Metropolis Adjusted Langevin Algorithm is used as transition in the MCMC method. First it is proven that this new sampler leads to a geometrically uniformly ergodic Markov chain. Furthermore, it is proven also that under mild conditions, the estimated parameters converge almost surely and are asymptotically Gaussian distributed. The methodology developed is then tested on handwritten digits and some 2D and 3D medical images for the deformable model estimation. More widely, the proposed algorithm can be used for a large range of models in many fields of applications such as pharmacology or genetic. The technical proofs are detailed in an appendix.1

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 91, November 2015, Pages 4–19
نویسندگان
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