TY - JOUR
T1 - Simultaneous estimation of noise variance and number of peaks in Bayesian spectral deconvolution
AU - Tokuda, Satoru
AU - Nagata, Kenji
AU - Okada, Masato
N1 - Funding Information:
This work was partially supported by a Grant-in-Aid for Scientific Research on Innovative Areas (No. 25120009) from the Japan Society for the Promotion of Science, by "Materials Research by Information Integration" Initiative (MI2I) project of the Support Program for Starting Up Innovation Hub from the Japan Science and Technology Agency (JST), and by Council for Science, Technology and Innovation (CSTI), Cross-ministerial Strategic Innovation Promotion Program (SIP), "Structural Materials for Innovation" (Funding agency: JST).
Publisher Copyright:
©2017 The Physical Society of Japan.
PY - 2017
Y1 - 2017
N2 - The heuristic identification of peaks from noisy complex spectra often leads to misunderstanding of the physical and chemical properties of matter. In this paper, we propose a framework based on Bayesian inference, which enables us to separate multipeak spectra into single peaks statistically and consists of two steps. The first step is estimating both the noise variance and the number of peaks as hyperparameters based on Bayes free energy, which generally is not analytically tractable. The second step is fitting the parameters of each peak function to the given spectrum by calculating the posterior density, which has a problem of local minima and saddles since multipeak models are nonlinear and hierarchical. Our framework enables the escape from local minima or saddles by using the exchange Monte Carlo method and calculates Bayes free energy via the multiple histogram method. We discuss a simulation demonstrating how efficient our framework is and show that estimating both the noise variance and the number of peaks prevents overfitting, overpenalizing, and misunderstanding the precision of parameter estimation.
AB - The heuristic identification of peaks from noisy complex spectra often leads to misunderstanding of the physical and chemical properties of matter. In this paper, we propose a framework based on Bayesian inference, which enables us to separate multipeak spectra into single peaks statistically and consists of two steps. The first step is estimating both the noise variance and the number of peaks as hyperparameters based on Bayes free energy, which generally is not analytically tractable. The second step is fitting the parameters of each peak function to the given spectrum by calculating the posterior density, which has a problem of local minima and saddles since multipeak models are nonlinear and hierarchical. Our framework enables the escape from local minima or saddles by using the exchange Monte Carlo method and calculates Bayes free energy via the multiple histogram method. We discuss a simulation demonstrating how efficient our framework is and show that estimating both the noise variance and the number of peaks prevents overfitting, overpenalizing, and misunderstanding the precision of parameter estimation.
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U2 - 10.7566/JPSJ.86.024001
DO - 10.7566/JPSJ.86.024001
M3 - Article
AN - SCOPUS:85014717674
SN - 0031-9015
VL - 86
JO - journal of the physical society of japan
JF - journal of the physical society of japan
IS - 2
M1 - 024001
ER -