PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Optimal Stopping and Constraints for Diffusion Models of Signals with Discontinuities
Ramunas Girdziusas and Jorma Laaksonen
In: 16th European Conference on Machine Learning, 3-7 Oct 2005, Porto, Portugal.


Gaussian process regression models can be utilized in recovery of discontinuous signals. Their computational complexity is linear in the number of observations if applied with the covariance functions of nonlinear diffusion. However, such processes often result in hard-to-control jumps of the signal value. Synthetic examples presented in this work indicate that Bayesian evidence-maximizing stopping and knowledge whether signal values are discrete help to outperform the steady state solutions of nonlinear diffusion filtering.

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:1735
Deposited By:Jorma Laaksonen
Deposited On:28 November 2005