Abstract. When it comes to manipulating uncertain knowledge such as noisy observations of physical quantities, one may ask how to do it in a simple way. Processing corrupted signals or images always propagates the uncertainties from the data to the final results, whether these errors are explicitly computed or not. When such error estimates are provided, it is crucial to handle them in such a way that their interpretation, or their use in subsequent processing steps, remain user-friendly and computationally tractable. A few authors follow a Bayesian approach and provide uncertainties as an inverse covariance matrix. Despite its apparent sparsity, this matrix contains many small terms that carry little information. Methods have been developed to select the most significant entries, through the use of information-theoretic tools for instance. One has to find a Gaussian pdf that is close enough to the posterior pdf, and with a small number of non-zero coefficients in the inverse covariance matrix. We propose to restrict the search space to Markovian models (where only neighbors can interact), well-suited to signals or images. The originality of our approach is in conserving the covariances between neighbors while setting to zero the entries of the inverse covariance matrix for all other variables. This fully constrains the solution, and the computation is performed via a fast, alternate minimization scheme involving quadratic forms. The Markovian structure advantageously reduces the complexity of Bayesian updating (where the simplified pdf is used as a prior). Moreover, uncertainties exhibit the same temporal or spatial structure as the data.