Displaying similar documents to “Estimation and annealing for Gibbsian fields”

Stochastic algorithm for Bayesian mixture effect template estimation

Stéphanie Allassonnière, Estelle Kuhn (2010)

ESAIM: Probability and Statistics

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The estimation of probabilistic deformable template models in computer vision or of probabilistic atlases in Computational Anatomy are core issues in both fields. A first coherent statistical framework where the geometrical variability is modelled as a hidden random variable has been given by [S. Allassonnière , (2007) 3–29]. They introduce a Bayesian approach and mixture of them to estimate deformable template models. A consistent stochastic algorithm has been introduced...

Coupling a stochastic approximation version of EM with an MCMC procedure

Estelle Kuhn, Marc Lavielle (2004)

ESAIM: Probability and Statistics

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The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alternative to EM when the E-step is intractable. Convergence of SAEM toward a maximum of the observed likelihood is established when the unobserved data are simulated at each iteration under the conditional distribution. We show that this very restrictive assumption can be weakened. Indeed, the results of Benveniste et al. for stochastic approximation with markovian perturbations are used...