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A Partially Collapsed Gibbs Sampler with Accelerated Convergence for EEG Source Localization

Costa, Facundo Hernan and Batatia, Hadj and Oberlin, Thomas and Tourneret, Jean-Yves A Partially Collapsed Gibbs Sampler with Accelerated Convergence for EEG Source Localization. (2016) In: IEEE Workshop on statistical signal processing (SSP 2016), 26 June 2016 - 29 June 2016 (Palma de Mallorca, Spain).

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Official URL: http://dx.doi.org/10.1109/SSP.2016.7551743


This paper addresses the problem of designing efficient sampling moves in order to accelerate the convergence of MCMC methods. The Partially collapsed Gibbs sampler (PCGS) takes advantage of variable reordering, marginalization and trimming to accelerate the convergence of the traditional Gibbs sampler. This work studies two specific moves which allow the convergence of the PCGS to be further improved. It considers a Bayesian model where structured sparsity is enforced using a multivariate Bernoulli Laplacian prior. The posterior distribution associated with this model depends on mixed discrete and continuous random vectors. Due to the discrete part of the posterior, the conventional PCGS gets easily stuck around local maxima. Two Metropolis-Hastings moves based on multiple dipole random shifts and inter-chain proposals are proposed to overcome this problem. The resulting PCGS is applied to EEG source localization. Experiments conducted with synthetic data illustrate the effectiveness of this PCGS with accelerated convergence.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org This papers appears in Proceedings of IEEE SSP 2016. Electronic ISBN: 978-1-4673-7803-1 The original PDF of the article can be found at: http://ieeexplore.ieee.org/document/7551743/ Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
HAL Id:hal-01466637
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Laboratory name:
Deposited On:25 Jan 2017 15:22

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