Multiscale Bayesian estimation in Pairwise Markov Trees

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Abstract

An important problem in multiresolution analysis of signals and images consists in estimating hidden random variables (r.v.) x = [x s ] s∨S from observed ones y = [y s ] s∨S . This is done classically in the context of Hidden Markov Trees (HMT). In particular, a smoothing Kalman-like algorithm has been proposed by Chou et al. in the linear Gaussian case. In this paper we extend this algorithm to the more general framework of Pairwise Markov Trees (PMT).

Original languageEnglish
Title of host publication2004 12th European Signal Processing Conference, EUSIPCO 2004
PublisherEuropean Signal Processing Conference, EUSIPCO
Pages1437-1440
Number of pages4
ISBN (Electronic)9783200001657
Publication statusPublished - 3 Apr 2015
Event12th European Signal Processing Conference, EUSIPCO 2004 - Vienna, Austria
Duration: 6 Sept 200410 Sept 2004

Publication series

NameEuropean Signal Processing Conference
Volume06-10-September-2004
ISSN (Print)2219-5491

Conference

Conference12th European Signal Processing Conference, EUSIPCO 2004
Country/TerritoryAustria
CityVienna
Period6/09/0410/09/04

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