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Potential Refinement

Given the obtained interaction structure, the first approximation of potentials should be refined in order to determine the posterior probability distribution $ Pr({g})$ in Eq. (6.2.5).

A stochastic approximation [85] algorithm is applied to iteratively refine the potential toward the MLE $ \mathbf{V}^*$. Basically, the process constructs a Markov chain and updates the potential at each iteration $ t$ based on the following equation [38],


$\displaystyle \mathbf{V}^{[t]}=\mathbf{V}^{[t-1]}+\lambda^{[t]}{(\mathbf{F}({g}^{[0]})-\mathbf{F}({g}^{[t]}))}$     (6.3.6)
$\displaystyle \mathbf{V}^{[0]}=\mathbf{V}_a^{\circ}$     (6.3.7)

Here, $ {g}^{[t]}$ is an image generated at step $ t$ by sampling the previous probability distribution, $ Pr^{[t-1]}({g} \mid
\mathbf{V}^{[t-1]})$, using Gibbs sampling [34] or Metropolis algorithm [77]. $ \lambda^{[t]}=\lambda^{[0]}\frac{c_0+1}{c_1+c_2{t}}$ is the scale factor. The initial scale $ \lambda^{[0]}$ and the control parameters $ c_0$, $ c_1$ and $ c_2$ can be decided either analytically or empirically.

The termination condition of the process is given as follows,

$\displaystyle \vert\mathbf{V}^{[t]}-\mathbf{V}^*\vert < \epsilon$ (6.3.8)

where $ \epsilon$ is a predefined threshold.

The stochastic approximation is rather computational-intensive, which usually takes more than a few hundred steps to attain convergence. Speed of convergence and the comparison with an alternative MCMC based technique, called Controllable Simulated Annealing(CSA), are discussed in [38],


next up previous
Next: Structural Identification of a Up: Model Identification Previous: Characteristic Neighbourhood
dzho002 2006-02-22