Sequential Bayesian wavelet denoising
We propose a wavelet model that incorporates coefficient correlation and is expressed in state-space form, allowing the development and application of sequential estimation algorithms for wavelet denoising. We detail a sequential simulation-based estimation algorithm based on particle filters. This...
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IEEE
1999
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author | Coates, M Doucet, A |
author_facet | Coates, M Doucet, A |
author_sort | Coates, M |
collection | OXFORD |
description | We propose a wavelet model that incorporates coefficient correlation and is expressed in state-space form, allowing the development and application of sequential estimation algorithms for wavelet denoising. We detail a sequential simulation-based estimation algorithm based on particle filters. This algorithm allows Bayesian wavelet denoising to be performed on-line, enabling it to process a vast dataset, and it is intrinsically parallelizable. The experiments indicate that the algorithm performance is comparable to the majority of Bayesian framework batch-based algorithms. © 1999 IEEE. |
first_indexed | 2024-03-06T20:53:46Z |
format | Conference item |
id | oxford-uuid:387d4484-b08c-4ed0-a164-a98198819cd7 |
institution | University of Oxford |
last_indexed | 2024-03-06T20:53:46Z |
publishDate | 1999 |
publisher | IEEE |
record_format | dspace |
spelling | oxford-uuid:387d4484-b08c-4ed0-a164-a98198819cd72022-03-26T13:50:20ZSequential Bayesian wavelet denoisingConference itemhttp://purl.org/coar/resource_type/c_5794uuid:387d4484-b08c-4ed0-a164-a98198819cd7Symplectic Elements at OxfordIEEE1999Coates, MDoucet, AWe propose a wavelet model that incorporates coefficient correlation and is expressed in state-space form, allowing the development and application of sequential estimation algorithms for wavelet denoising. We detail a sequential simulation-based estimation algorithm based on particle filters. This algorithm allows Bayesian wavelet denoising to be performed on-line, enabling it to process a vast dataset, and it is intrinsically parallelizable. The experiments indicate that the algorithm performance is comparable to the majority of Bayesian framework batch-based algorithms. © 1999 IEEE. |
spellingShingle | Coates, M Doucet, A Sequential Bayesian wavelet denoising |
title | Sequential Bayesian wavelet denoising |
title_full | Sequential Bayesian wavelet denoising |
title_fullStr | Sequential Bayesian wavelet denoising |
title_full_unstemmed | Sequential Bayesian wavelet denoising |
title_short | Sequential Bayesian wavelet denoising |
title_sort | sequential bayesian wavelet denoising |
work_keys_str_mv | AT coatesm sequentialbayesianwaveletdenoising AT douceta sequentialbayesianwaveletdenoising |