Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Efficient Bayesian computation by proximal Markov chain Monte Carlo:
  when Langevin meets Moreau   Modern imaging methods rely strongly on Bayesian inference techniques to
solve challenging imaging problems. Currently, the predominant Bayesian
computation approach is convex optimisation, which scales very efficiently to
high dimensional image models and delivers accurate point estimation results.
However, in order to perform more complex analyses, for example image
uncertainty quantification or model selection, it is necessary to use more
computationally intensive Bayesian computation techniques such as Markov chain
Monte Carlo methods. This paper presents a new and highly efficient Markov
chain Monte Carlo methodology to perform Bayesian computation for high
dimensional models that are log-concave and non-smooth, a class of models that
is central in imaging sciences. The methodology is based on a regularised
unadjusted Langevin algorithm that exploits tools from convex analysis, namely
Moreau-Yoshida envelopes and proximal operators, to construct Markov chains
with favourable convergence properties. In addition to scaling efficiently to
high dimensions, the method is straightforward to apply to models that are
currently solved by using proximal optimisation algorithms. We provide a
detailed theoretical analysis of the proposed methodology, including asymptotic
and non-asymptotic convergence results with easily verifiable conditions, and
explicit bounds on the convergence rates. The proposed methodology is
demonstrated with four experiments related to image deconvolution and
tomographic reconstruction with total-variation and $\ell_1$ priors, where we
conduct a range of challenging Bayesian analyses related to uncertainty
quantification, hypothesis testing, and model selection in the absence of
ground truth.

18
The categories of this paper are: econ
27
The categories of this paper are: comp-gas
14
The categories of this paper are: math-ph
1
The categories of this paper are: cs
29
The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
11
The categories of this paper are: hep-lat
24
The categories of this paper are: dg-ga
23
The categories of this paper are: solv-int
12
The categories of this paper are: nucl-th
26
The categories of this paper are: bayes-an
3
The categories of this paper are: physics
33
The categories of this paper are: plasm-ph