Accuracy of the Bethe approximation for hyperparameter estimation in probabilistic image processing

Accuracy of the Bethe approximation for hyperparameter estimation in probabilistic image processing
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DOI:
10.1088/0305-4470/37/36/007
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发表时间:
2004-09
期刊:
Journal of Physics A: Mathematical and General
影响因子:
--
通讯作者:
Kazuyuki Tanaka;Hayaru Shouno;M. Okada;D. Titterington
Kazuyuki Tanaka;Hayaru Shouno;M. Okada;D. Titterington
中科院分区:
其他
文献类型:
--
作者:
Kazuyuki Tanaka;Hayaru Shouno;M. Okada;D. Titterington

文献摘要

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We investigate the accuracy of statistical-mechanical approximations for the estimation of hyperparameters from observable data in probabilistic image processing, which is based on Bayesian statistics and maximum likelihood estimation. Hyperparameters in statistical science correspond to interactions or external fields in the statistical-mechanics context. In this paper, hyperparameters in the probabilistic model are determined so as to maximize a marginal likelihood. A practical algorithm is described for grey-level image restoration based on a Gaussian graphical model and the Bethe approximation. The algorithm corresponds to loopy belief propagation in artificial intelligence. We examine the accuracy of hyperparameter estimation when we use the Bethe approximation. It is well known that a practical algorithm for probabilistic image processing can be prescribed analytically when a Gaussian graphical model is adopted as a prior probabilistic model in Bayes' formula. We are therefore able to compare, in a numerical study, results obtained through mean-field-type approximations with those based on exact calculation.