arXiv subjects

Jeong Eun Lee

Publications and source records attributed to Jeong Eun Lee.

25 records · Page 2Linked to original sources

arXiv2021

Solutions of the Multivariate Inverse Frobenius--Perron Problem

We address the inverse Frobenius--Perron problem: given a prescribed target distribution $ρ$, find a deterministic map $M$ such that iterations of $M$ tend to $ρ$ in distribution. We show that all solutions may be written in terms of a factorization that combines the forward and inverse Rosenblatt transformations with a uniform map, that is, a map under which the uniform distribution on the $d$-dimensional hypercube as invariant. Indeed, every solution is equivalent to the choice of a uniform map. We motivate this factorization via $1$-dimensional examples, and then use the factorization to present solutions in $1$ and $2$ dimensions induced by a range of uniform maps.

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arXiv2020

Unsupervised MR Motion Artifact Deep Learning using Outlier-Rejecting Bootstrap Aggregation

Recently, deep learning approaches for MR motion artifact correction have been extensively studied. Although these approaches have shown high performance and reduced computational complexity compared to classical methods, most of them require supervised training using paired artifact-free and artifact-corrupted images, which may prohibit its use in many important clinical applications. For example, transient severe motion (TSM) due to acute transient dyspnea in Gd-EOB-DTPA-enhanced MR is difficult to control and model for paired data generation. To address this issue, here we propose a novel unsupervised deep learning scheme through outlier-rejecting bootstrap subsampling and aggregation. This is inspired by the observation that motions usually cause sparse k-space outliers in the phase encoding direction, so k-space subsampling along the phase encoding direction can remove some outliers and the aggregation step can further improve the results from the reconstruction network. Our method does not require any paired data because the training step only requires artifact-free images. Furthermore, to address the smoothing from potential bias to the artifact-free images, the network is trained in an unsupervised manner using optimal transport driven cycleGAN. We verify that our method can be applied for artifact correction from simulated motion as well as real motion from TSM successfully, outperforming existing state-of-the-art deep learning methods.

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arXiv2020

Distortion estimates for approximate Bayesian inference

Current literature on posterior approximation for Bayesian inference offers many alternative methods. Does our chosen approximation scheme work well on the observed data? The best existing generic diagnostic tools treating this kind of question by looking at performance averaged over data space, or otherwise lack diagnostic detail. However, if the approximation is bad for most data, but good at the observed data, then we may discard a useful approximation. We give graphical diagnostics for posterior approximation at the observed data. We estimate a "distortion map" that acts on univariate marginals of the approximate posterior to move them closer to the exact posterior, without recourse to the exact posterior.

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arXiv2019

Calibration procedures for approximate Bayesian credible sets

We develop and apply two calibration procedures for checking the coverage of approximate Bayesian credible sets including intervals estimated using Monte Carlo methods. The user has an ideal prior and likelihood, but generates a credible set for an approximate posterior which is not proportional to the product of ideal likelihood and prior. We estimate the realised posterior coverage achieved by the approximate credible set. This is the coverage of the unknown ``true'' parameter if the data are a realisation of the user's ideal observation model conditioned on the parameter, and the parameter is a draw from the user's ideal prior. In one approach we estimate the posterior coverage at the data by making a semi-parametric logistic regression of binary coverage outcomes on simulated data against summary statistics evaluated on simulated data. In another we use Importance Sampling from the approximate posterior, windowing simulated data to fall close to the observed data. We illustrate our methods on four examples.

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arXiv2017

Weakly informative reparameterisations for location-scale mixtures

While mixtures of Gaussian distributions have been studied for more than a century (Pearson, 1894), the construction of a reference Bayesian analysis of those models still remains unsolved, with a general prohibition of the usage of improper priors (Fruwirth-Schnatter, 2006) due to the ill-posed nature of such statistical objects. This difficulty is usually bypassed by an empirical Bayes resolution (Richardson and Green, 1997). By creating a new parameterisation cantered on the mean and possibly the variance of the mixture distribution itself, we manage to develop here a weakly informative prior for a wide class of mixtures with an arbitrary number of components. We demonstrate that some posterior distributions associated with this prior and a minimal sample size are proper. We provide MCMC implementations that exhibit the expected exchangeability. We only study here the univariate case, the extension to multivariate location-scale mixtures being currently under study. An R package called Ultimixt is associated with this paper.

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arXiv2015

Model Prior Distribution for Variable Selection in Linear Regression Models

In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given the number of covariates under consideration. Through a simulation study, we show that the proposed prior outperforms the uniform prior and the Scott \& Berger prior in a scenario of no prior knowledge about the size of the true regression models. We illustrate the use of the prior using two well-known data sets with, respectively, 15 and 4 covariates.

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arXiv2014

Importance sampling schemes for evidence approximation in mixture models

The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete exploration by a simulated Markov chain (e.g., a Gibbs sequence) of the collection of posterior modes, a phenomenon also known as lack of label switching, as all possible label permutations must be simulated by a chain in order to converge and hence overcome the bias. In an importance sampling approach, imposing label switching to the importance function results in an exponential increase of the computational cost with the number of components. In this paper, two importance sampling schemes are proposed through choices for the importance function; a MLE proposal and a Rao-Blackwellised importance function. The second scheme is called dual importance sampling. We demonstrate that this dual importance sampling is a valid estimator of the evidence and moreover show that the statistical efficiency of estimates increases. To reduce the induced high demand in computation, the original importance function is approximated but a suitable approximation can produce an estimate with the same precision and with reduced computational workload.

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