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Title: Spatial Shrinkage Via the Product Independent Gaussian Process Prior
We study the problem of sparse signal detection on a spatial domain. We propose a novel approach to model continuous signals that are sparse and piecewise-smooth as the product of independent Gaussian (PING) processes with a smooth covariance kernel. The smoothness of the PING process is ensured by the smoothness of the covariance kernels of the Gaussian components in the product, and sparsity is controlled by the number of components. The bivariate kurtosis of the PING process implies that more components in the product results in the thicker tail and sharper peak at zero. We develop an efficient computation algorithm based on spectral methods. The simulation results demonstrate superior estimation using the PING prior over Gaussian process prior for different image regressions. We apply our method to a longitudinal magnetic resonance imaging dataset to detect the regions that are affected by multiple sclerosis computation in this domain. Supplementary materials for this article are available online.  more » « less
Award ID(s):
1916208
NSF-PAR ID:
10485009
Author(s) / Creator(s):
; ; ; ;
Publisher / Repository:
Taylor and Francis
Date Published:
Journal Name:
Journal of Computational and Graphical Statistics
Volume:
30
Issue:
4
ISSN:
1061-8600
Page Range / eLocation ID:
1068 to 1080
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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