Physics – Data Analysis – Statistics and Probability
Scientific paper
2007-06-13
Physics
Data Analysis, Statistics and Probability
4 pages, 1 figure, accepted for GRETSI 2007 (http://www.gretsi2007.org), Troys, France
Scientific paper
In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior law $p(\fb,\thetab|\gb)$. The expression of this joint law is often very complex and its exploration through sampling and computation of the point estimators such as MAP and posterior means need either optimization of non convex criteria or int\'egration of non Gaussian and multi variate probability laws. In any of these cases, we need to do approximations. We had explored before the possibilities of Laplace approximation and sampling by MCMC. In this paper, we explore the possibility of approximating this joint law by a separable one in $\fb$ and in $\thetab$. This gives the possibility of developing iterative algorithms with more reasonable computational cost, in particular, if the approximating laws are choosed in the exponential conjugate families. The main objective of this paper is to give details of different algorithms we obtain with different choices of these families.
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