An external field prior for the hidden Potts model, with application to cone-beam computed tomography

By Moores Matt, Hargrave Catriona, Deegan Timothy, Poulsen Michael, Harden Fiona, and Mengersen Kerrie
Computational Statistics and Data Analysis (2015)

  • Matt Moores

    University of Warwick

    UK

  • Kerrie Mengersen

Created

March 24, 2014

Last update

July 24, 2014

Software

Zip Archive

Ranking

10

Visits

9539

Downloads

59

Description

R package 'bayesImageS' implements algorithms for segmentation of 2D and 3D images, such as computed tomography (CT) and satellite remote sensing. It provides functions for Bayesian image analysis using the hidden Potts/Ising model with external field prior. Latent labels are updated using chequerboard Gibbs sampling or Swendsen-Wang. Algorithms for the smoothing parameter include: pseudolikelihood; path sampling (thermodynamic integration); the exchange algorithm; approximate Bayesian computation (ABC-MCMC and ABC-SMC); and Bayesian indirect likelihood (BIL).

A New Nonlinear Wavelet-Based Unit Root Test with Structural Breaks

Munich Personal RePEc Archive (2019)

Aydin Mucahit

Are shocks to disaggregated renewable energy consumption permanent or temporary for the USA? Wavelet based unit root test with smooth structural shifts

Energy (2020)

Aydin Mucahit

Statistical inference of locally stationary functional coefficient models

Journal of Statistical Planning and Inference (2020)

Ding Hao, Hu Jianhua, Liu Liangyuan, and Feng Jingyan

A Simple Test for Zero Multiple CorrelationCoefficient in High-Dimensional Normal Data UsingRandom Projection

Working Paper (2019)

Najarzadeh Dariush

Specification tests in semiparametric transformation models - a multiplier bootstrap approach

Working Paper (2019)

Kloodt Nick and Neumeyer Natalie

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data

Computational Statistics and Data Analysis (2018)

French Joshua

Simultaneous estimation of quantile regression functions using B-splines and total variation penalty

Computational Statistics and Data Analysis (2017)

Jhong Jae-Hwan and Koo Ja-Yong

Mode jumping MCMC for Bayesian variable selection in GLMM

Computational Statistics and Data Analysis (2018)

Storvik Geir and Hubin Aliaksandr

Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall

Journal of Banking and Finance (2018)

Kratz Marie, Lok Yen H., and McNeil Alexander J.

0 comment

Add comment

You need to log in to post a comment.