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...

Full description

Bibliographic Details
Main Authors: Coates, M, Doucet, A
Format: Conference item
Published: IEEE 1999
_version_ 1826267409966694400
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