PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Use of Input Deformations with Brownian Motion Filters for Discontinuous Regression
Ramunas Girdziusas and Jorma Laaksonen
In: 3rd International Conference on Advances in Pattern Recognition, 22-25 Aug 2005, Bath, United Kingdom.


Bayesian Gaussian processes are known as ‘smoothing devices’ and in the case of n data points they require O(n2)... O(n3) number of multiplications in order to perform a regression analysis. In this work we consider one-dimensional regression with Wiener-Lévy (Brownian motion) covariance functions. We indicate that they require only O(n) number of multiplications and show how one can utilize input deformations in order to define a much broader class of efficient covariance functions suitable for discontinuity-preserving filtering. An example of the selective smoothing is presented which shows that regression with Brownian motion filters outperforms or improves nonlinear diffusion filtering especially when observations are contaminated with noise of larger variance.

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:1736
Deposited By:Jorma Laaksonen
Deposited On:28 November 2005