Map estimation for Bayesian mixture models with submodular priors

Marwa El Halabi, Luca Baldassarre, Volkan Cevher

Abstract: We propose a Bayesian approach where the signal structure can be represented by a mixture model with a submodular prior. We consider an observation model that leads to Lipschitz functions. Due to its combinatorial nature, computing the maximum a posteriori estimate for this model is NP-Hard, nonetheless our converging majorization-minimization scheme yields approximate estimates that, in practice, outperform state-of-the-art methods.