On posterior distributions for signals in Gaussian noise with unknown covariance matrix.
Lennart SvenssonMagnus LundbergPublished in: IEEE Trans. Signal Process. (2005)
Keyphrases
- covariance matrix
- gaussian noise
- posterior distribution
- hyperparameters
- noise level
- denoising
- noisy images
- latent variables
- image restoration
- parameter estimation
- probability distribution
- sample size
- bayesian framework
- noise model
- signal to noise ratio
- principal component analysis
- maximum a posteriori
- gaussian distribution
- objective function
- posterior probability
- image denoising
- model selection
- maximum likelihood
- cross validation
- random variables
- em algorithm
- image processing
- error rate
- expectation maximization
- bayesian inference
- random sampling
- least squares
- probabilistic model
- multiresolution