Maximum Entropy and Bayesian Methods

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1 Maximum Entropy and Bayesian Methods Santa Fe, New Mexico, U.S.A., 1995 Proceedings ofthe Fifieenth International Workshop on Maximum Entropy and Bayesian Methods edited by Kenneth M. Hanson Dynamic Experimentation Division, Los Alamos National Laboratory, Los Alamos, New Mexico, U.S.A. and Richard N. Silver Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico, U.S.A. KLUWER ACADEMIC PUBLISHERS DORDRECHT / BOSTON / LONDON

2 f Preface Participant List WORKSHOP PRESENTATIONS NOT INCLUDED IN THESE PROCEEDINGS xiii xvii *xi RECONSTRUCTION OF THE PROBABILITY DENSITY FUNCTION IMPLICIT IN OPTION PRICES FROMINCOMPLETE AND NOISY DATA R. J. Hawkins, M. Rubinstein and G. J. Daniell 1 MODEL SELECTION AND PARAMETER ESTIMATION FOR EXPONENTIAL SIGNALS A. Ramaswami and G. L. Bretthorst 9 HIERARCHICAL BAYESIAN TIME-SERIES MODELS L. M. Berliner 15 BAYESIAN TIME SERIES: MODELS AND COMPUTATIONS FOR THE ANALYSIS OF TIME SERIES IN THE PHYSICAL SCIENCES M. West 23 MAXENT, MATHEMATICS, AND INFORMATION THEORY I. Csiszar. 35 BAYESIAN ESTIMATION OF THE VON MISES CONCENTRATION PARAMETER D. L. Dowe, J. J. Oliver, R. A. Baxter and C. S. Wallace 51 A CHARACTERIZATION OF THE DIRICHLET DISTRIBUTION WITH APPLICATION TO LEARNING BAYESIAN NETWORKS D. Geiger and D. Heckerman 61 THE BOOTSTRAP IS INCONSISTENT WITH PROBABILITY THEORY D. H. Wolpert 69

3 VI DATA-DRIVEN PRIORS FOR HYPERPARAMETERS IN REGULARIZATION D. Keren and M. Werman 77 MIXTURE MODELING TO INCORPORATE MEANINGFUL CONSTRAINTS INTO LEARNING I. Tchoumatchenko and J.-G. Ganascia 85 MAXIMUM ENTROPY (MAXENT) METHOD IN EXPERT SYSTEMS AND INTELLIGENT CONTROL: NEW POSSIBILITIES AND LIMITATIONS V. Kreinovich, H. T. Nguyen and E. A. Walker 93 THE DE FINETTI TRANSFORM S. J. Press 101 CONTINUUM MODELS FOR BAYESIAN IMAGE MATCHING J. C. Gee and P. D. Peralta 109 MECHANICAL MODELS AS PRIORS IN BAYESIAN TOMOGRAPHIC RECONTRUCTION A. Rangarajan, S.-J. Lee and G. Gindi 117 THE BAYES INFERENCE ENGINE K. M. Hanson and G. S. Cunningham 125 A FÜLL BAYESIAN APPRO ACH FOR INVERSE PROBLEM A. Mohammad-Djafari 135 PIXON-BASED MULTIRESOLUTION IMAGE RECONSTRUCTION AND QUANTIFICATION OF IMAGE INFORMATION CONTENT R. C. Puetter 145 BAYESIAN MULTIMODAL EVIDENCE COMPUTATION BY ADAPTWE TEMPERING MCMC M.-D. Wu and W. J. Fitzgerald 153 BAYESIAN INFERENCE AND THE ANALYTIC CONTINUATION OF IMAGINARY-TIME QUANTUM MONTE CARLO DATA J. E. Gubernatis, J. Bonca and M. Jarrell 163 f

4 vn SPECTRAL PROPERTIES FROM QUANTUM MONTE CARLO DATA: A CONSISTENT APPROACH R. Preuss, W. Von der Linden and W. Hanke 171 AN APPLICATION OF MAXIMUM ENTROPY METHOD TO DYNAMICAL CORRELATION FUNCTIONS AT ZERO TEMPERATURE H. Pang, H. Akhlaghpour and M. Jarrell 179 CHEBYSHEV MOMENT PROBLEMS: MAXIMUM ENTROPY AND KERNEL POLYNOMIAL METHODS R. N. Silver, H. Roeder, A. F. Voter and J. D. Kress,187 CLUSTER EXPANSIONS AND ITERATIVE SCALING FOR MAXIMUM- ENTROPY LANGUAGE MODELS J. D. Lafferty and B. Suhm 195 A MAXENT TOMOGRAPHY METHOD FOR ESTIMATING FISH DENSITIES IN A COMMERCIAL FISHERY S. Lizamore, M. Vignaux and G. A. Vignaux 203 TOWARD OPTIMAL OBSERVER PERFORMANCE OF DETECTION AND DISCRIMINATION TASKS ON RECONSTRUCTIONS FROM SPARSE DATA R. F. Wagner, K. J. Myers, D. G. Brown, M. P. Anderson and K. M. Hanson 211 ENTROPIES FOR DISSIPATIVE FLUIDS AND MAGNETOFLUIDS WITHOUT DISCRETIZATION D. Montgomery 221 ON THE IMPORTANCE OF a MARGINALIZATION IN MAXIMUM ENTROPY R. Fischer, W. Von der Linden and V. Dose 229 QUANTUM MECHANICS AS AN EXOTIC PROBABILITY THEORY S. Youssef 237 BAYESIAN PARAMETER ESTIMATION OF NUCLEAR-FUSION CONFINEMENT TIME SCALING LAWS V. Dose, W. Von der Linden and A. Garrett 245

5 Vlll HIERARCHICAL SEGMENTATION OF RANGE AND COLOR IMAGES BASED ON BAYESIAN DECISION THEORY P. Boulanger 251 PRIORS ON MEASURES J. Skilling and S. Sibisi 261 DETERMINING WHETHER TWO DATA SETS ARE FROM THE SAME DISTRIBUTION D. H. Wolpert 271 OCCAM'S RAZOR FOR PARAMETRIC FAMILIES AND PRIORS ON THE SPACE OF DISTRIBUTIONS V. Balasubramanian 277 SKIN AND MAXIMUM ENTROPY: A HIDDEN COMPLICITY? B. Dubertret, N. Rivier and G. Schliecker 285 PREDICTING THE ACCURACY OF BAYES CLASSIFIERS R. R. Snapp 295 MAXIMUM ENTROPY ANALYSIS OF GENETIC ALGORITHMS J. L. Shapiro, M. Rattray and A. Prügel-Bennett 303 DATA FUSION IN THE FIELD OF NON DESTRUCTIVE TESTING S. Gautier, G. Le Besnerais, A. Mohammad-Djafari and B. Lavayssiere 311 DUAL STATISTICAL MECHANICAL THEORY FOR UNSUPERVISED AND SUPERVISED LEARNING G. Deco and B. Schürmann 317 COMPLEX SINUSOID ANALYSIS BY BAYESIAN DECONVOLUTION OF THE DISCRETE FOURIER TRANSFORM F. Dublanchet, P. Duvaut and J. Idier 323 STATISTICAL MECHANICS OF CHOICE P. S. Faynzilberg 329

6 ix RATIONAL NEURAL MODELS BASED ON INFORMATION THEORY R. L. Fry 335 A NEW ENTROPY MEASURE WITH THE EXPLICIT NOTION OF COMPLEXITY W. Holender 341 MAXIMUM ENTROPY STATES AND COHERENT STRUCTURES IN MAGNETOHYDRODYNAMICS R. Jordan and B. Turkington 347 A LOGNORMAL STATE OF KNOWLEDGE P. R. Dukes and E. G. Larson 355 PIXON-BASED MULTIRESOLUTION IMAGE RECONSTRUCTION FOR YOHKOH'S HARD X-RAY TELESCOPE T. Metcalf, H. S. Hudson, T. Kosugi, R. C. Puetter and R. K. Pifia 361 BAYESIAN METHODS FOR INTERPRETING PLUTONIUM URINALYSIS DATA G. Miller and W. C. Inkret 367 THE INFORMATION CONTENT OF SONAR ECHOES R. Pitre 375 OBJECTIVE PRIOR FOR COSMOLOGICAL PARAMETERS G. Evrard 381 MEAL ESTIMATION: ACCEPTABLE-LIKELIHOOD EXTENSIONS OF MAXENT P. S. Faynzilberg 387 ON CURVE FITTING WITH TWO-DIMENSIONAL UNCERTAINTIES F. H. Fröhner 393 BAYESIAN INFERENCE IN SEARCH FOR THE IN VIVO T 2 DECAY-RATE DISTRIBUTION IN HUMAN BRAIN I. Gideoni 407

7 X BAYESIAN COMPARISON OF FIT PARAMETERS: APPLICATION TO TIME-RESOLVED X-RAY SPECTROSCOPY V. Kashyap 413 EDGE ENTROPY AND VISUAL COMPLEXITY P. Moos and J. P. Lewis 419 MAXIMUM ENTROPY TOMOGRAPHY C. T. Mottershead 425 BAYESIAN REGULARIZATION OF SOME SEISMIC OPERATORS M. D. Sacchi and T. J. Ulrych 431 MULTIMODALITY BAYESIAN ALGORITHM FOR IMAGE RECONSTRUCTION IN POSITRON EMISSION TOMOGRAPHY S. Sastry, J.W. Vanmeter and R.E. Carson 437 EVIDENCE INTEGRALS W. Von der Linden, R. Fischer and V. Dose 443 Index 449

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