Results 1  10
of
51
Assessment and Propagation of Model Uncertainty
, 1995
"... this paper I discuss a Bayesian approach to solving this problem that has long been available in principle but is only now becoming routinely feasible, by virtue of recent computational advances, and examine its implementation in examples that involve forecasting the price of oil and estimating the ..."
Abstract

Cited by 181 (0 self)
 Add to MetaCart
this paper I discuss a Bayesian approach to solving this problem that has long been available in principle but is only now becoming routinely feasible, by virtue of recent computational advances, and examine its implementation in examples that involve forecasting the price of oil and estimating the chance of catastrophic failure of the U.S. Space Shuttle.
A theory of cortical responses
, 2005
"... This article concerns the nature of evoked brain responses and the principles underlying their generation. We start with the premise that the sensory brain has evolved to represent or infer the causes of changes in its sensory inputs. The problem of inference is well formulated in statistical terms. ..."
Abstract

Cited by 168 (24 self)
 Add to MetaCart
This article concerns the nature of evoked brain responses and the principles underlying their generation. We start with the premise that the sensory brain has evolved to represent or infer the causes of changes in its sensory inputs. The problem of inference is well formulated in statistical terms. The statistical fundaments of inference may therefore afford important constraints on neuronal implementation. By formulating the original ideas of Helmholtz on perception, in terms of modernday statistical theories, one arrives at a model of perceptual inference and learning that can explain a remarkable range of neurobiological facts. It turns out that the problems of inferring the causes of sensory input (perceptual inference) and learning the relationship between input and cause (perceptual learning) can be resolved using exactly the same principle. Specifically, both inference and learning rest on minimizing the brain’s free energy, as defined in statistical physics. Furthermore, inference and learning can proceed in a biologically plausible fashion. Cortical responses can be seen as the brain’s attempt to minimize the free energy induced by a stimulus and thereby encode the most likely cause of that stimulus. Similarly, learning emerges from changes in synaptic efficacy that minimize the free energy, averaged over all stimuli encountered. The underlying scheme rests on empirical Bayes and hierarchical models
Classical and Bayesian inference in neuroimaging: Theory
 NeuroImage
, 2002
"... This paper reviews hierarchical observation models, used in functional neuroimaging, in a Bayesian light. It emphasizes the common ground shared by classical and Bayesian methods to show that conventional analyses of neuroimaging data can be usefully extended within an empirical Bayesian framework. ..."
Abstract

Cited by 148 (39 self)
 Add to MetaCart
(Show Context)
This paper reviews hierarchical observation models, used in functional neuroimaging, in a Bayesian light. It emphasizes the common ground shared by classical and Bayesian methods to show that conventional analyses of neuroimaging data can be usefully extended within an empirical Bayesian framework. In particular we formulate the procedures used in conventional data analysis in terms of hierarchical linear models and establish a connection between classical inference and parametric empirical Bayes (PEB) through covariance component estimation. This estimation is based on an expectation maximization or EM algorithm. The key point is that hierarchical models not only provide for appropriate inference at the highest level but that one can revisit lower levels suitably
Adaptive wavelet estimation: A block thresholding and oracle inequality approach
 Ann. Statist
, 1999
"... We study wavelet function estimation via the approach of block thresholding and ideal adaptation with oracle. Oracle inequalities are derived and serve as guides for the selection of smoothing parameters. Based on an oracle inequality and motivated by the data compression and localization properties ..."
Abstract

Cited by 128 (18 self)
 Add to MetaCart
We study wavelet function estimation via the approach of block thresholding and ideal adaptation with oracle. Oracle inequalities are derived and serve as guides for the selection of smoothing parameters. Based on an oracle inequality and motivated by the data compression and localization properties of wavelets, an adaptive wavelet estimator for nonparametric regression is proposed and the optimality of the procedure is investigated. We show that the estimator achieves simultaneously three objectives: adaptivity, spatial adaptivity and computational efficiency. Specifically, it is proved that the estimator attains the exact optimal rates of convergence over a range of Besov classes and the estimator achieves adaptive local minimax rate for estimating functions at a point. The estimator is easy to implement, at the computational cost of O�n�. Simulation shows that the estimator has excellent numerical performance relative to more traditional wavelet estimators. 1. Introduction. Wavelet
Posterior probability maps and SPMs
 NeuroImage
, 2003
"... This technical note describes the construction of posterior probability maps that enable conditional or Bayesian inferences about regionally specific effects in neuroimaging. Posterior probability maps are images of the probability or confidence that an activation exceeds some specified threshold, g ..."
Abstract

Cited by 51 (8 self)
 Add to MetaCart
(Show Context)
This technical note describes the construction of posterior probability maps that enable conditional or Bayesian inferences about regionally specific effects in neuroimaging. Posterior probability maps are images of the probability or confidence that an activation exceeds some specified threshold, given the data. Posterior probability maps (PPMs) represent a complementary alternative to statistical parametric maps (SPMs) that are used to make classical inferences. However, a key problem in Bayesian inference is the specification of appropriate priors. This problem can be finessed using empirical Bayes in which prior variances are estimated from the data, under some simple assumptions about their form. Empirical Bayes requires a hierarchical observation model, in which higher levels can be regarded as providing prior constraints on lower levels. In neuroimaging, observations of the same effect over voxels provide a natural, twolevel hierarchy that enables an empirical Bayesian approach. In this note we present a brief motivation and the operational details of a simple empirical Bayesian method for computing posterior probability maps. We then compare Bayesian and classical inference through the equivalent PPMs and SPMs testing for the same effect in the same data.
Learning and inference in the brain
, 2003
"... This article is about how the brain data mines its sensory inputs. There are several architectural principles of functional brain anatomy that have emerged from careful anatomic and physiologic studies over the past century. These principles are considered in the light of representational learning t ..."
Abstract

Cited by 43 (7 self)
 Add to MetaCart
This article is about how the brain data mines its sensory inputs. There are several architectural principles of functional brain anatomy that have emerged from careful anatomic and physiologic studies over the past century. These principles are considered in the light of representational learning to see if they could have been predicted a priori on the basis of purely theoretical considerations. We first review the organisation of hierarchical sensory cortices, paying special attention to the distinction between forward and backward connections. We then review various approaches to representational learning as special cases of generative models, starting with supervised learning and ending with learning based upon empirical Bayes. The latter predicts many features, such as a hierarchical cortical system, prevalent topdown backward influences and functional asymmetries between forward and backward connections that are seen in the real brain. The key points made in this article are: (i) hierarchical generative models enable the learning of empirical priors and eschew prior assumptions about the causes of sensory input that are inherent in nonhierarchical models. These assumptions are necessary for learning schemes based on information theory and efficient or sparse coding, but are not necessary in a hierarchical context. Critically, the anatomical infrastructure that may implement generative models in the brain is hierarchical. Furthermore, learning based on empirical Bayes can proceed in a biologically plausible way. (ii) The second point is that backward connections are essential if the processes generating inputs cannot be inverted, or the inversion cannot be parameterised. Because these processes involve manytoone mappings, are nonlinear and dynamic in nature, they are generally noninvertible. This enforces an explicit parameterisation of generative models (i.e. backward
Entropy Inference and the JamesStein Estimator, with Application to Nonlinear Gene Association Networks
"... We present a procedure for effective estimation of entropy and mutual information from smallsample data, and apply it to the problem of inferring highdimensional gene association networks. Specifically, we develop a JamesSteintype shrinkage estimator, resulting in a procedure that is highly effic ..."
Abstract

Cited by 36 (1 self)
 Add to MetaCart
(Show Context)
We present a procedure for effective estimation of entropy and mutual information from smallsample data, and apply it to the problem of inferring highdimensional gene association networks. Specifically, we develop a JamesSteintype shrinkage estimator, resulting in a procedure that is highly efficient statistically as well as computationally. Despite its simplicity, we show that it outperforms eight other entropy estimation procedures across a diverse range of sampling scenarios and datagenerating models, even in cases of severe undersampling. We illustrate the approach by analyzing E. coli gene expression data and computing an entropybased geneassociation network from gene expression data. A computer program is available that implements the proposed shrinkage estimator. Keywords: entropy, shrinkage estimation, JamesStein estimator, “small n, large p ” setting, mutual information, gene association network
General empirical Bayes wavelet methods and exactly adaptive minimax estimation

, 2005
"... In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risk ..."
Abstract

Cited by 26 (3 self)
 Add to MetaCart
In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain oracle separable rules and achieve adaptation to ideal risks and exact minimax risks in broad collections of classes of signals. In particular, our estimators are uniformly adaptive to the minimum risk of separable estimators and the exact minimax risks simultaneously in Besov balls of all smoothness and shape indices, and they are uniformly superefficient in convergence rates in all compact sets in Besov spaces with a finite secondary shape parameter. Furthermore, in classes nested between Besov balls of the same smoothness index, our estimators dominate threshold and James–Stein estimators within an infinitesimal fraction of the minimax risks. More general block empirical Bayes estimators are developed. Both white noise with drift and nonparametric regression are considered.
GENERAL MAXIMUM LIKELIHOOD EMPIRICAL BAYES ESTIMATION OF NORMAL MEANS
, 908
"... We propose a general maximum likelihood empirical Bayes (GMLEB) method for the estimation of a mean vector based on observations with i.i.d. normal errors. We prove that under mild moment conditions on the unknown means, the average mean squared error (MSE) of the GMLEB is within an infinitesimal f ..."
Abstract

Cited by 26 (1 self)
 Add to MetaCart
(Show Context)
We propose a general maximum likelihood empirical Bayes (GMLEB) method for the estimation of a mean vector based on observations with i.i.d. normal errors. We prove that under mild moment conditions on the unknown means, the average mean squared error (MSE) of the GMLEB is within an infinitesimal fraction of the minimum average MSE among all separable estimators which use a single deterministic estimating function on individual observations, provided that the risk is of greater order than (log n) 5 /n. We also prove that the GMLEB is uniformly approximately minimax in regular and weak ℓp balls when the order of the lengthnormalized norm of the unknown means is between (log n) κ1 /n