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Hybrid Bayesian Variational Scheme to Handle Parameter Selection in Total Variation Signal Denoising

Frecon, Jordan and Pustelnik, Nelly and Dobigeon, Nicolas and Wendt, Herwig and Abry, Patrice Hybrid Bayesian Variational Scheme to Handle Parameter Selection in Total Variation Signal Denoising. (2014) In: European Signal and Image Processing Conference - EUSIPCO 2014, 1 September 2014 - 5 September 2014 (Lisbon, Portugal).

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Abstract

Change-point detection problems can be solved either by variational approaches based on total variation or by Bayesian procedures. The former class leads to small computational time but requires the choice of a regularization parameter that significantly impacts the achieved solution and whose automated selection remains a challenging problem. Bayesian strategies avoid this regularization parameter selection, at the price of high computational costs. In this contribution, we propose a hybrid Bayesian variational procedure that relies on the use of a hierarchical Bayesian model while preserving the computational efficiency of total variation optimization procedures. Behavior and performance of the proposed method compare favorably against those of a fully Bayesian approach, both in terms of accuracy and of computational time. Additionally, estimation performance are compared to the Stein unbiased risk estimate, for which the knowledge of the noise variance is needed.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6952623&tag=1
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Other partners > Ecole Normale Supérieure de Lyon - ENS de Lyon (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
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Deposited By: IRIT IRIT
Deposited On:31 Mar 2015 08:57

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