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Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo ones. Nonetheless, introducing appropriate auxiliary variables while preserving the initial target probability distribution and offering a computationally efficient inference cannot be conducted in a systematic way. To deal with such issues, this article studies a unified framework, coined asymptotically exact data augmentation (AXDA), which encompasses both well-established and more recent approximate augmented models. In a broader perspective, this article shows that AXDA models can benefit from interesting statistical properties and yield efficient inference algorithms. In non-asymptotic settings, the quality of the proposed approximation is assessed with several theoretical results. The latter are illustrated on standard statistical problems. including computer code for this article are available online. [ABSTRACT FROM AUTHOR]

In numerous applications, it is required to estimate the principal subspace of the data, possibly from a very limited number of samples. Additionally, it often occurs that some rough knowledge about this subspace is available and could be used to improve subspace estimation accuracy in this case. This is the problem we address herein and, in order to solve it, a Bayesian approach is proposed. The main idea consists of using the CS decomposition of the semi-orthogonal matrix whose columns span the subspace of interest. This parametrization is intuitively appealing and allows for non informative prior distributions of the matrices involved in the CS decomposition and very mild assumptions about the angles between the actual subspace and the prior subspace. The posterior distributions are derived and a Gibbs sampling scheme is presented to obtain the minimum mean-square distance estimator of the subspace of interest. Numerical simulations and an application to real hyperspectral data assess the validity and the performances of the estimator. [ABSTRACT FROM PUBLISHER]

This paper is concerned with joint Bayesian endmember extraction and linear unmixing of hyperspectral images using a spatial prior on the abundance vectors. We propose a generative model for hyperspectral images in which the abundances are sampled from a Dirichlet distribution (DD) mixture model, whose parameters depend on a latent label process. The label process is then used to enforces a spatial prior which encourages adjacent pixels to have the same label. A Gibbs sampling framework is used to generate samples from the posterior distributions of the abundances and the parameters of the DD mixture model. The spatial prior that is used is a tree-structured sticky hierarchical Dirichlet process (SHDP) and, when used to determine the posterior endmember and abundance distributions, results in a new unmixing algorithm called spatially constrained unmixing (SCU). The directed Markov model facilitates the use of scale-recursive estimation algorithms, and is therefore more computationally efficient as compared to standard Markov random field (MRF) models. Furthermore, the proposed SCU algorithm estimates the number of regions in the image in an unsupervised fashion. The effectiveness of the proposed SCU algorithm is illustrated using synthetic and real data. [ABSTRACT FROM PUBLISHER]

We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace \mmb U and its estimate \mathhat\mmb U may not be adequate as the MSE is not the natural metric in the Grassmann manifold GN,p, i.e., the set of p-dimensional subspaces in \BBR^N. As an alternative, we propose to carry out subspace estimation by minimizing the mean square distance between \mmb U and its estimate, where the considered distance is a natural metric in the Grassmann manifold, viz. the distance between the projection matrices. We show that the resulting estimator is no longer the posterior mean of \mmb U but entails computing the principal eigenvectors of the posterior mean of \mmbUU^T. Derivation of the minimum mean square distance (MMSD) estimator is carried out in a few illustrative examples including a linear Gaussian model for the data and Bingham or von Mises Fisher prior distributions for \mmb U. In all scenarios, posterior distributions are derived and the MMSD estimator is obtained either analytically or implemented via a Markov chain Monte Carlo simulation method. The method is shown to provide accurate estimates even when the number of samples is lower than the dimension of \mmb U. An application to hyperspectral imagery is finally investigated. [ABSTRACT FROM AUTHOR]

This paper describes a new algorithm for hyperspectral image unmixing. Most unmixing algorithms proposed in the literature do not take into account the possible spatial correlations between the pixels. In this paper, a Bayesian model is introduced to exploit these correlations. The image to be unmixed is assumed to be partitioned into regions (or classes) where the statistical properties of the abundance coefficients are homogeneous. A Markov random field, is then proposed to model the spatial dependencies between the pixels within any class. Conditionally upon a given class, each pixel is modeled by using the classical linear mixing model with additive white Gaussian noise. For this model, the posterior distributions of the unknown parameters and hyperparameters allow the parameters of interest to be inferred. These parameters include the abundances for each pixel, the means and variances of the abundances for each class, as well as a classification map indicating the classes of all pixels in the image. To overcome the complexity of the posterior distribution, we consider a Markov chain Monte Carlo method that generates samples asymptotically distributed according to the posterior. The generated samples are then used for parameter and hyperparameter estimation. The accuracy of the proposed algorithms is illustrated on synthetic and real data. [ABSTRACT FROM AUTHOR]

This paper studies a new Bayesian unmixing algorithm for hyperspectral images. Each pixel of the image is modeled as a linear combination of so-called endmembers. These endmembers are supposed to be random in order to model uncertainties regarding their knowledge. More precisely, we model endmembers as Gaussian vectors whose means have been determined using an endmember extraction algorithm such as the famous N-finder (N-FINDR) or Vertex Component Analysis (VCA) algorithms. This paper proposes to estimate the mixture coefficients (referred to as abundances) using a Bayesian algorithm. Suitable priors are assigned to the abundances in order to satisfy positivity and additivity constraints whereas conjugate priors are chosen for the remaining parameters. A hybrid Gibbs sampler is then constructed to generate abundance and variance samples distributed according to the joint posterior of the abundances and noise variances. The performance of the proposed methodology is evaluated by comparison with other unmixing algorithms on synthetic and real images. [ABSTRACT FROM AUTHOR]

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This undercomplete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a Bayesian framework. First, the unknown sparse sources are modeled as Bernoulli-Gaussian processes. To promote sparsity, a weighted mixture of an atom at zero and a Gaussian distribution is proposed as prior distribution for the unobserved sources. A noninformative prior distribution defined on an appropriate Stiefel manifold is elected for the mixing matrix. The Bayesian inference on the unknown parameters is conducted using a Markov chain Monte Carlo (MCMC) method. A partially collapsed Gibbs sampler is designed to generate samples asymptotically distributed according to the joint posterior distribution of the unknown model parameters and hyperparameters. These samples are then used to approximate the joint maximum a posteriori estimator of the sources and mixing matrix. Simulations conducted on synthetic data are reported to illustrate the performance of the method for recovering sparse representations. An application to sparse coding on undercomplete dictionary is finally investigated. [ABSTRACT FROM AUTHOR]

Abstract: This paper addresses the problem of separating spectral sources which are linearly mixed with unknown proportions. The main difficulty of the problem is to ensure the full additivity (sum-to-one) of the mixing coefficients and non-negativity of sources and mixing coefficients. A Bayesian estimation approach based on Gamma priors was recently proposed to handle the non-negativity constraints in a linear mixture model. However, incorporating the full additivity constraint requires further developments. This paper studies a new hierarchical Bayesian model appropriate to the non-negativity and sum-to-one constraints associated to the sources and the mixing coefficients of linear mixtures. The estimation of the unknown parameters of this model is performed using samples obtained with an appropriate Gibbs algorithm. The performance of the proposed algorithm is evaluated through simulation results conducted on synthetic mixture data. The proposed approach is also applied to the processing of multicomponent chemical mixtures resulting from Raman spectroscopy. [Copyright &y& Elsevier]

This paper studies a fully Bayesian algorithm for endmember extraction and abundance estimation for hyperspectral imagery. Each pixel of the hyperspectral image is decomposed as a linear combination of pure endmember spectra following the linear mixing model. The estimation of the unknown endmember spectra is conducted in a unified manner by generating the posterior distribution of abundances and endmember parameters under a hierarchical Bayesian model. This model assumes conjugate prior distributions for these parameters, accounts for nonnegativity and fulladditivity constraints, and exploits the fact that the endmember proportions lie on a lower dimensional simplex. A Gibbs sampler is proposed to overcome the complexity of evaluating the resulting posterior distribution.. This sampler generates samples distributed according to the posterior distribution and estimates the unknown parameters using these generated samples. The accuracy of the joint Bayesian estimator is illustrated by simulations conducted on synthetic and real AVIRIS images. [ABSTRACT FROM AUTHOR]

This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument. [ABSTRACT FROM AUTHOR]