• Title/Summary/Keyword: penalized EM algorithm

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EM Algorithm-based Segmentation of Magnetic Resonance Image Corrupted by Bias Field (바이어스필드에 의해 왜곡된 MRI 영상자료분할을 위한 EM 알고리즘 기반 접근법)

  • 김승구
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.305-319
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    • 2003
  • This paper provides a non-Bayesian method based on the expanded EM algorithm for segmenting the magnetic resonance images degraded by bias field. For the images with the intensity as a pixel value, many segmentation methods often fail to segment it because of the bias field(with low frequency) as well as noise(with high frequency). Our contextual approach is appropriately designed by using normal mixture model incorporated with Markov random field for noise-corrective segmentation and by using the penalized likelihood to estimate bias field for efficient bias filed-correction.

A Penalized Likelihood Method for Model Complexity

  • Ahn, Sung M.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.173-184
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    • 2001
  • We present an algorithm for the complexity reduction of a general Gaussian mixture model by using a penalized likelihood method. One of our important assumptions is that we begin with an overfitted model in terms of the number of components. So our main goal is to eliminate redundant components in the overfitted model. As shown in the section of simulation results, the algorithm works well with the selected densities.

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Image Reconstruction of Transmission Tomography for Modified Penalized EM Gradient (PEMG-1) Algorithm (수정된 페널화 EM 그래디언트 알고리즘을 이용한 투과형 토머그래피의 영상재구성)

  • Song, Min-Gu;Park, Jeong-Gi
    • The KIPS Transactions:PartB
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    • v.8B no.2
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    • pp.173-182
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    • 2001
  • 본 논문에서는 투과형 토머그래피 영상재구성을 위하여 EM 알고리즘을 사용하는 경우에 발생하는 문제점을 해결할 수 있는 방안을 제시한다. 일반적으로 토머그래피 영상재구성과 같은 다-차원의 모수 추정인 경우에서는 그것의 페널티 함수의 헤이지안행렬의 역행렬 차수가 매우 높기 때문에 그것을 직접적으로 계산할 수 없다. 이러한 문제점을 해결하기 위하여 PEMG-1 알고리즘을 제안한다. 이 알고리즘은 페널티 함수를 사용하는 그래디언트 형태의 알고리즘인데 이것은 Lange(1995)과 Green(1990)의 알고리즘에서 지적된 문제점을 동시에 해결할 수 있다.

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Probabilistic penalized principal component analysis

  • Park, Chongsun;Wang, Morgan C.;Mo, Eun Bi
    • Communications for Statistical Applications and Methods
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    • v.24 no.2
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    • pp.143-154
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    • 2017
  • A variable selection method based on probabilistic principal component analysis (PCA) using penalized likelihood method is proposed. The proposed method is a two-step variable reduction method. The first step is based on the probabilistic principal component idea to identify principle components. The penalty function is used to identify important variables in each component. We then build a model on the original data space instead of building on the rotated data space through latent variables (principal components) because the proposed method achieves the goal of dimension reduction through identifying important observed variables. Consequently, the proposed method is of more practical use. The proposed estimators perform as the oracle procedure and are root-n consistent with a proper choice of regularization parameters. The proposed method can be successfully applied to high-dimensional PCA problems with a relatively large portion of irrelevant variables included in the data set. It is straightforward to extend our likelihood method in handling problems with missing observations using EM algorithms. Further, it could be effectively applied in cases where some data vectors exhibit one or more missing values at random.

Variable Selection in Normal Mixture Model Based Clustering under Heteroscedasticity (이분산 상황 하에서 정규혼합모형 기반 군집분석의 변수선택)

  • Kim, Seung-Gu
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1213-1224
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    • 2011
  • In high dimensionality where the number of variables are excessively larger than observations, it is required to remove the noninformative variables to cluster observations. Most model-based approaches for variable selection have been considered under the assumption of homoscedasticity and their models are mainly estimated by a penalized likelihood method. In this paper, a different approach is proposed to remove the noninformative variables effectively and to cluster based on the modified normal mixture model simultaneously. The validity of the model was provided and an EM algorithm was derived to estimate the parameters. Simulation studies and an experiment using real microarray dataset showed the effectiveness of the proposed method.

A Density-based Clustering Method

  • Ahn, Sung Mahn;Baik, Sung Wook
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.715-723
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    • 2002
  • This paper is to show a clustering application of a density estimation method that utilizes the Gaussian mixture model. We define "closeness measure" as a clustering criterion to see how close given two Gaussian components are. Closeness measure is defined as the ratio of log likelihood between two Gaussian components. According to simulations using artificial data, the clustering algorithm turned out to be very powerful in that it can correctly determine clusters in complex situations, and very flexible in that it can produce different sizes of clusters based on different threshold valuesold values