論文

査読有り 本文へのリンクあり
2019年10月

Connecting PM and MAP in Bayesian spectral deconvolution by extending exchange Monte Carlo method and using multiple data sets

Neural Networks
  • Kimiko Motonaka
  • ,
  • S. Miyoshi

118
開始ページ
159
終了ページ
166
記述言語
掲載種別
研究論文(学術雑誌)
DOI
10.1016/j.neunet.2019.05.004

© 2019 The Author(s) Nagata et al. proposed a parameter estimation method using Markov chain Monte Carlo (MCMC) for the spectral deconvolution of observed data. However, a systematic error occurs when the parameters to be estimated are close. In this paper, we first clarify that the exchange symmetry of parameters, which is essentially included in the spectral deconvolution problem, causes the systematic error. In particular, we show that estimation from a single data set is inherently difficult because the posterior distribution becomes unimodal or multimodal depending on the data set when the parameters to be estimated are close. Second, we alleviate the problem to the case of using multiple data sets and propose an extension of the exchange Monte Carlo method to low temperatures. This extension corresponds to bridging the gap between posterior mean (PM) estimation and maximum a posteriori (MAP) estimation. The above alleviation and bridging achieve a good estimation even when the parameters are close.

リンク情報
DOI
https://doi.org/10.1016/j.neunet.2019.05.004
PubMed
https://www.ncbi.nlm.nih.gov/pubmed/31279286
Scopus
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85068231475&origin=inward 本文へのリンクあり
Scopus Citedby
https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=85068231475&origin=inward
ID情報
  • DOI : 10.1016/j.neunet.2019.05.004
  • ISSN : 0893-6080
  • eISSN : 1879-2782
  • PubMed ID : 31279286
  • SCOPUS ID : 85068231475

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