Asymptotically Exact Data Augmentation: ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
Auteur(s) :
Vono, Maxime [Auteur]
Signal et Communications [IRIT-SC]
Dobigeon, Nicolas [Auteur]
Signal et Communications [IRIT-SC]
Institut universitaire de France [IUF]
Institut National Polytechnique (Toulouse) [Toulouse INP]
Chainais, Pierre [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Signal et Communications [IRIT-SC]
Dobigeon, Nicolas [Auteur]
Signal et Communications [IRIT-SC]
Institut universitaire de France [IUF]
Institut National Polytechnique (Toulouse) [Toulouse INP]
Chainais, Pierre [Auteur]
Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189 [CRIStAL]
Titre de la revue :
Journal of Computational and Graphical Statistics
Pagination :
335-348
Éditeur :
Taylor & Francis
Date de publication :
2021
ISSN :
1061-8600
Mot(s)-clé(s) en anglais :
Approximation
Auxiliary variables
Bayesian inference
Divide-and-conquer
Robustness
Auxiliary variables
Bayesian inference
Divide-and-conquer
Robustness
Discipline(s) HAL :
Informatique [cs]/Intelligence artificielle [cs.AI]
Informatique [cs]/Vision par ordinateur et reconnaissance de formes [cs.CV]
Physique [physics]/Physique [physics]/Analyse de données, Statistiques et Probabilités [physics.data-an]
Informatique [cs]/Apprentissage [cs.LG]
Informatique [cs]/Traitement des images [eess.IV]
Informatique [cs]/Traitement du signal et de l'image [eess.SP]
Informatique [cs]/Vision par ordinateur et reconnaissance de formes [cs.CV]
Physique [physics]/Physique [physics]/Analyse de données, Statistiques et Probabilités [physics.data-an]
Informatique [cs]/Apprentissage [cs.LG]
Informatique [cs]/Traitement des images [eess.IV]
Informatique [cs]/Traitement du signal et de l'image [eess.SP]
Résumé en anglais : [en]
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 ...
Lire la suite >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.Lire moins >
Lire la suite >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.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Collections :
Source :
Fichiers
- http://arxiv.org/pdf/1902.05754
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- 1902.05754
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