The MAP optimization problem can be dealt with much faster if we give up the need to converge to a
global maximum and be satisfied on finding local maxima. Indeed, using a smart choice for an initial
estimate, one can obtain local-maximum solutions that serve the purpose just as well as the
global-maximum solution. Besag suggested deterministic algorithms for the optimization,
guaranteeing convergence to local maxima. Writing the posterior as
| (89) |
| (90) |
The ICM algorithm guarantees convergence to a local maximum provided that no two neighboring indices
are simultaneously updated. Updating all sites at once, namely synchronous updating that is
typically observed in image-processing algorithms [99], may cause small oscillations. On the
other hand, synchronous-updating schemes are easily parallelizable. A partially-synchronous
updating scheme offers a compromise. Such a scheme relies on codings, as described before in
Section 2.6.2, to partition the index set
into
mutually-exclusive and collectively-exhaustive sets
such that no two indices in
the same set are neighbors. Then, we can simultaneously update the values at all indices in a set
, cycle through the sets to update all index values, and guarantee convergence
as well. Such schemes, however, typically result in artifacts related to the order in which index
values are updated and, hence, it is helpful to vary the coding scheme randomly after each
iteration.
Owen introduced the iterated conditional expectation (ICE) [119,120,186]
algorithm as a variation of the ICM procedure. The only difference between ICE and ICM is that ICE
updates each intensity
as the expectation of the posterior--the ICM updates rely on the
posterior mode. The ICE update is the optimal choice, based on Bayesian decision theory, for a
squared-error penalty associated with the posterior PDF [48]. In the same sense, the ICM
update is optimal for a zero-one penalty [48]. The ICE algorithm modifies the update rule
in Step 3 of the ICM algorithm to
| (92) |