A partially collapsed Gibbs sampler with accelerated convergence for EEG source localization

Facundo Costa, Hadj Batatia, Thomas Oberlin, Jean-Yves Tourneret

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

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.

Original languageEnglish
Title of host publication2016 IEEE Statistical Signal Processing Workshop (SSP)
PublisherIEEE
ISBN (Electronic)9781467378031
DOIs
Publication statusPublished - 25 Aug 2016
Event19th IEEE Statistical Signal Processing Workshop 2016 - Palma de Mallorca, Spain
Duration: 25 Jun 201629 Jun 2016

Conference

Conference19th IEEE Statistical Signal Processing Workshop 2016
Abbreviated titleSSP 2016
CountrySpain
CityPalma de Mallorca
Period25/06/1629/06/16

Keywords

  • hierarchical Bayesian model
  • MCMC
  • Metropolis-Hastings moves
  • partially collapsed Gibbs sampler

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Applied Mathematics
  • Signal Processing
  • Computer Science Applications

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