2005
DOI: 10.1109/tip.2004.840704
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Analytical form for a Bayesian wavelet estimator of images using the Bessel K form densities

Abstract: A novel Bayesian nonparametric estimator in the Wavelet domain is presented. In this approach, a prior model is imposed on the wavelet coefficients designed to capture the sparseness of the wavelet expansion. Seeking probability models for the marginal densities of the wavelet coefficients, the new family of Bessel K forms (BKF) densities are shown to fit very well to the observed histograms. Exploiting this prior, we designed a Bayesian nonlinear denoiser and we derived a closed form for its expression. We th… Show more

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Cited by 101 publications
(72 citation statements)
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References 36 publications
(81 reference statements)
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“…The firm threshold function [30], and the smoothly clipped absolute deviation (SCAD) threshold function [23], [71] also provide a compromise between hard and soft thresholding. Both the firm and SCAD threshold functions are continuous and equal to the identity function for large |y| (the corresponding 0 (x) is equal to zero for x above some value).…”
Section: E Other Penalty Functionsmentioning
confidence: 99%
See 1 more Smart Citation
“…The firm threshold function [30], and the smoothly clipped absolute deviation (SCAD) threshold function [23], [71] also provide a compromise between hard and soft thresholding. Both the firm and SCAD threshold functions are continuous and equal to the identity function for large |y| (the corresponding 0 (x) is equal to zero for x above some value).…”
Section: E Other Penalty Functionsmentioning
confidence: 99%
“…Sparsity-based nonlinear estimation algorithms can also be developed by formulating suitable non-Gaussian probability models that reflect sparse behavior, and by applying Bayesian estimation techniques [1], [17], [23], [39], [40], [48], [56]. We note that, the approach we take below is essentially a deterministic one; we do not explore its formulation from a Bayesian perspective.…”
Section: Introductionmentioning
confidence: 99%
“…Because of scaling ambiguity between √ z andũ, the hidden multiplier is often assumed to be normalized such that E [z] = 1. Prior distributions for z include Jeffrey's non-informative 3 prior Portilla et al (2003), the log-normal prior Portilla & Simoncelli (2001), the exponential distribution Selesnick (2006) and the Gamma distribution Fadili & Boubchir (2005); Srivastava et al (2002).…”
Section: Elliptically Symmetric Distributions and Gaussian Scale Mixtmentioning
confidence: 99%
“…Prior distributions f z (z) for the hidden variable z include Jeffrey's noninformative prior [17], the exponential distribution [34] and the Gamma distribution (see e.g. [8], [19], [35]). To ease the comparison with the results of Portilla et al [17], we will adapt Jeffrey's non-informative prior (i.e.…”
Section: A Original Gsm Modelmentioning
confidence: 99%
“…The subsequent denoising (see Section V) comes down to filtering with 1×3 horizontal filter masks. The covariance matrix C t is obtained from C y using C t = V T C y V (see (8)), which results in simply extracting elements of C y . Analogously, the diagonal elements of Ψ are computed as Ψ ii = V T C yV ii .…”
Section: A Data-independent Basesmentioning
confidence: 99%