Deconvolution and Credible Intervals Using Markov Chain Monte Carlo Method

  • Authors:
  • Roman Hovorka

  • Affiliations:
  • -

  • Venue:
  • ISMDA '00 Proceedings of the First International Symposium on Medical Data Analysis
  • Year:
  • 2000

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Abstract

In certain applications, e.g. during reconstruction of pulsatile hormone secretion, the traditional deterministic deconvolution techniques fail primarily due to ill conditioning. To overcome these problems, deconvolution was formulated using a stochastic approach within the Bayesian modelling framework. The stochastic deconvolution with a piece-wise constant definition of the signal (the input function) cannot be solved analytically but the solution was found by employing Markov chain Monte Carlo method. A computationally efficient sampling algorithm combined with a discrete deconvolution method was employed. An example analysis demonstrated the application of the stochastic deconvolution method to the estimation of hormone (insulin) secretion.