GMRF variance approximation using spliced wavelet bases

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 3, Issue , 2007, Pages

  Malioutov, Dmitry M ^a   Johnson, Jason K ^a   Willsky, Alan S ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Approximate variances; GMRF; Wavelets

Indexed keywords

APPROXIMATION THEORY; HIDDEN MARKOV MODELS; LINEAR SYSTEMS; WAVELET ANALYSIS;

GAUSS-MARKOV RANDOM FIELD (GMRF);

GAUSSIAN DISTRIBUTION;

EID: 34547542740     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2007.366876     Document Type: Conference Paper

References (5)

1. H. Rue and L. Held, Gaussian Markov Random Fields Theory and Applications, Chapman and Hall, CRC, 2005.
2. J.K. Johnson and A.S. Willsky, "A recursive model-reduction method for approximate inference in Gaussian Markov random fields," IEEE Trans. Imag. Proc., 2006 (in review).
3. D. M. Malioutov, J. K. Johnson, and A. S. Willsky, "Low-rank variance estimation in large-scale GMRF models," in IEEE ICASSP, May 2006.
4. S. Mallat, A wavelet tour of signal processing, Academic Press, 1998.
5. B. Vidakovic, Statistical Modeling by wavelets, John Wiley and Sons, 1999.