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Approximate Likelihood Procedures for the Boolean Model Using Linear - - PowerPoint PPT Presentation
Approximate Likelihood Procedures for the Boolean Model Using Linear - - PowerPoint PPT Presentation
Approximate Likelihood Procedures for the Boolean Model Using Linear Transects John C. Handley Xerox Corporation jhandley@crt.xerox.com 1 Boolean Random Set Model R n Poisson process { , , } in , intensity K 1 2 R n
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Boolean Random Set Model
1 2 1 2
Poisson process { , , } in , intensity Random compact set { , , } subsets of Boolean model: ( )
n n n n n
S S S ξ ξ ρ ξ = + K K
U
R R B 0.1 ρ = 1.0 ρ =
lognormally distributed disks
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Some References
- Matheron, G., Random Sets and Integral Geometry, 1975.
- Serra, J., “The Boolean model and random sets,” Computer
Graphics and Image Processing,1980.
- Cressie, N. and G. M. Laslett, “Random set theory and
problems of modeling,” SIAM Review, 1987.
- Hall, P., Introduction to the Theory of Coverage Processes,
1988.
- Stoyan, D., W.S. Kendall and J. Mecke, Stochastic
Geometry and Its Applications, 1995.
- Molchanov, I. S., Statistics of the Boolean Models for
Practitioners and Mathematicians, 1996.
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Applications
- Materials science: aggregates
- Cellular telecommunications
- Ecology
- Biomedical imaging
- Food science
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Background
- Least squares and methods-of-moments
based on capacity functional:
( ) ( ) Pr( ) 1 exp( ( ) ) compact is reflected about origin Estimate LHS from realization, RHS is parameterized for some models
n n n
S T K K E S K K K K ξ ρ µ = + = ∩ ≠ ∅ = − − ⊕ ( (
U
B
B B
Limited inference for these estimation methods Maximum likelihood methods difficult to formulate in continuous setting
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Strategy
- Approximate 1D continuous model with 1D
discrete model
- Develop probability models for 1D discrete
model
- Take 1D samples of 2D model
- Form approximate likelihood for estimation
- Bonus: 1D methods are computationally
efficient
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Boolean model sampled by linear transects to produce linear Boolean models
An intersection of a line with a 2D Boolean model is a 1D Boolean model (consequence of Poisson mapping theorem)
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1D continuous Boolean model
clump gap Poisson arrivals with rate λ Random segment lengths X with dist. C
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Laplace-Stieltjes transform of clump-length density of 1D continuous Boolean model (see Hall (1988):
- K = clump-length
- C = segment length distribution
g ( ) ( ) s e dP K x
sx
= £
- z
= +
- L
N M O Q P F H G I K J
z z
- 1
1
1
( / ) exp { ( )} s st C x dx dt
t
l l l
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1D discrete Boolean model (binomial germ-grain model)
clump gap Binomial arrivals p = marking probability Random segment length X with dist. C
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Self-covering event E(1,m) for the Boolean model
E E E E E E ( , ) ( ) '( , ) ( , ) ( ( , )) ( ) ( ) ( ) ( ( , )) ( ( , )) ( ) ( ) 1 2 1 1 1 1 1 11 1
1 1 1 1 1 1
m X k j j m P m F m F j F i P j m P F F
j k k m i j j m
= = « « + =
- +
=
- =
= =
- =
’ Â U U
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Clump-length distribution of linear discrete Boolean model
- K = clump length
- C = segment length distribution
- p = marking probability 1-F(0)
- F(x) = 1 - p + pC(x), C(0) = 0.
P K m F m F j F i P K m j
j m i j
( ) ( ) ( ) ( ) ( ) = =
- =
- =
=
- Â
’
1 1
1 1 1
P K F p p p ( ) ( ( ) )( ) / = =
- +
- 1
1 1 1
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Approximate the continuous 1D model
1 [ ] 1 1
1 1 ( ) ( ) ( ) ( ) ( / ),
j nx j i
j i P K x F x F F P K x j n x n n
− = =
− − = = − = − >
∑ ∏
Sample a unit interval into n equal subintervals Use the Binomial approximation to the Poisson: p=λ/n where λ is the linear Poisson intensity. Computationally efficient
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Approximation of clump-length density of 1D model with constant segment length a = 1 using n = 1000
{ } { }
1 [ 1] 1 1 1
1 ( ) ( 1) 1 ( ( 1) ( ( 1))
x j j
f x e x j e x j j j
λ λ
λ λ λ
− − − − − =
− = − + − + − + +
∑
For continuous solution see P. Hall, Introduction to the Theory of Coverage Processes
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Discrete likelihood (approximating a continuous likelihood)
1 1
( ; , ) ( / )(1 / ) ( ; )
i
N W i i
L S n n P K B λ λ λ
− =
= − =
∏
? ? Let {( , ), 1, , } be a sample of complete clumps (black runlengths) and gaps (white runlengths) { } are i.i.d. ( ; ) { } are i.i.d. Geometric( / ; ) and are independent for all 1, ,
i i i i i i
S B W i N B P K W n n B W i N λ = = = ? K K
Take equispaced transects horizontally and vertically, treat the samples as independent.
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Disks With Lognormally-Distributed Radii
[ ]
2
1 1 ( ) exp log( / ) / 2 2 r r R r φ β β π = −
2 2 1 / 2 2 1 1
Segment-length distribution: 1 ( ) 1 / 4 ( ) where ( ) exp{ / 2} Also, 2
x i
C x r x r dr M M r r dr R M φ φ β λ ρ
∞ ∞
= − − = = =
∫ ∫
201.0, 0.4, 0.5 R ρ β = = =
“Classic” Boolean Model
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Estimation results
2 2
ˆ ˆ : ( , ) (0.36,0.51) where ( , ) (0.4,0.5) Likelihood ratio-based 95% confidence interval: ˆ ˆ {( , ) : 2( ( , ) ( , )) (0.05) 5.99} MLE l l ρ β ρ β ρ β ρ β ρ β χ = = − − ≤ =
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Union of Two Randomly-Oriented Square Boolean Models
2 2 2
/ 2 , ( ) 1 ( 2 ) / 2 , 2 1,
- therwise.
4 /
i i i i i i i i i i i
x D x D C x x D x D xD D x D D λ ρ π ≤ = − − − ≤ ≤ =
Boolean model 1 has fixed diameter 1 Boolean model 2 has fixed diameter 4
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1 1 2 2
1.0, 0.4, 4.0, 0.3 D D ρ ρ = = = =
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Estimation Results
1 2 1 2 2 1 2 1 2 1 2 2
ˆ ˆ : ( , ) (0.38,0.29) where ( , ) (0.4,0.3) Likelihood ratio-based 95% confidence region: ˆ ˆ {( , ) : 2( ( , ) ( , )) (0.05) 5.99} MLE l l ρ ρ ρ ρ ρ ρ ρ ρ ρ ρ χ = = − − ≤ =
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Summary
- MLE for continuous Boolean model
difficult to formulate
- Take 1D samples from 2D model
- Approximate 1D BM with discrete model
- Express likelikood interms of discrete