nips nips2005 nips2005-139 nips2005-139-reference knowledge-graph by maker-knowledge-mining

139 nips-2005-Non-iterative Estimation with Perturbed Gaussian Markov Processes


Source: pdf

Author: Yunsong Huang, B. Keith Jenkins

Abstract: We develop an approach for estimation with Gaussian Markov processes that imposes a smoothness prior while allowing for discontinuities. Instead of propagating information laterally between neighboring nodes in a graph, we study the posterior distribution of the hidden nodes as a whole—how it is perturbed by invoking discontinuities, or weakening the edges, in the graph. We show that the resulting computation amounts to feed-forward fan-in operations reminiscent of V1 neurons. Moreover, using suitable matrix preconditioners, the incurred matrix inverse and determinant can be approximated, without iteration, in the same computational style. Simulation results illustrate the merits of this approach.


reference text

[1] Z. Ghahramani and M.J. Beal. Variational inference for Bayesian mixtures of factor analysers. In Advances in Neural Information Processing Systems, volume 12. MIT Press, 2000.

[2] S.Z. Li. Markov Random Field Modeling in Computer Vision. Springer-Verlag, 1995.

[3] M.I. Jordan, Z. Ghahramani, T.S. Jaakkola, and L.K. Saul. An introduction to variational methods for graphical models. Machine Learning, 37:183–233, 1999.

[4] F. C. Jeng and J. W. Woods. Compound Gauss-Markov random fields for image estimation. IEEE Trans. on Signal Processing, 39(3):683–697, 1991.

[5] A. Blake and A. Zisserman. Visual Reconstruction. MIT Press, 1987.

[6] J.S. Yedidia, W.T. Freeman, and Y. Weiss. Bethe free energy, kikuchi approximations, and belief propagation algorithms. Technical Report TR2001-16, MERL, May 2001.

[7] S. Thorpe, D. Fize, and C. Marlot. Speed of processing in the human visual system. Nature, 381:520–522, 1996.

[8] L. Pessoa and P. De Weerd, editors. Filling-in: From Perceptual Completion to Cortical Reorganization. Oxford: Oxford University Press, 2003.

[9] R. Chan, M. Ng, and C. Wong. Sine transform based preconditioners for symmetric toeplitz systems. Linear Algebra and its Applications, 232:237–259, 1996.

[10] S. A. Martucci. Symmetric convolution and the discrete sine and cosine transforms. IEEE Trans. on Signal Processing, 42(5):1038–1051, May 1994.

[11] H. Zhou, H. Friedman, and R. von der Heydt. Coding of border ownership in monkey visual cortex. J. Neuroscience, 20(17):6594–6611, 2000.

[12] A. Ben Hamza, H. Krim, and G. B. Unal. Unifying probabilistic and variational estimation. IEEE Signal Processing Magazine, pages 37–47, September 2002.