Abstract
This paper presents a fast heuristic for comparing Bayesian models to solve inverse problems related to signal processing. We focus on problems that are convex w.r.t. the unknown signal and where no ground truth is available. The proposed heuristic is very computationally efficient and does not require the estimation of the model evidence. Instead, the model evidence is used indirectly to set the regularisation parameters that define each competing model by maximum marginal likelihood estimation, followed by a simple likelihood-based or residual-based comparison of the models based on their empirical Bayesian maximum-a-posteriori solutions. The proposed methodology is illustrated with a total-variation image deblurring experiment, where it performs remarkably well.
Original language | English |
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Title of host publication | 2021 IEEE Statistical Signal Processing Workshop (SSP) |
Publisher | IEEE |
Pages | 91-95 |
Number of pages | 5 |
ISBN (Electronic) | 9781728157672 |
DOIs | |
Publication status | Published - 19 Aug 2021 |
Event | 21st IEEE Statistical Signal Processing Workshop 2021 - Virtual, Rio de Janeiro, Brazil Duration: 11 Jul 2021 → 14 Jul 2021 |
Conference
Conference | 21st IEEE Statistical Signal Processing Workshop 2021 |
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Abbreviated title | SSP 2021 |
Country/Territory | Brazil |
City | Virtual, Rio de Janeiro |
Period | 11/07/21 → 14/07/21 |
Keywords
- empirical Bayes
- image processing
- inverse problems
- Markov chain Monte Carlo methods
- Model selection
- proximal algorithms
- stochastic optimisation
ASJC Scopus subject areas
- Electrical and Electronic Engineering
- Applied Mathematics
- Signal Processing
- Computer Science Applications