Gaussian process

About: Gaussian process is a research topic. Over the lifetime, 18944 publications have been published within this topic receiving 486645 citations. The topic is also known as: Gaussian stochastic process.

Maximum likelihood estimation for compound-gaussian clutter with inverse gamma texture

Abstract: The inverse gamma distributed texture is important for modeling compound-Gaussian clutter (e.g. for sea reflections), due to the simplicity of estimating its parameters. We develop maximum-likelihood (ML) and method of fractional moments (MoFM) estimates to find the parameters of this distribution. We compute the Cramer-Rao bounds (CRBs) on the estimate variances and present numerical examples. We also show examples demonstrating the applicability of our methods to real lake-clutter data. Our results illustrate that, as expected, the ML estimates are asymptotically efficient, and also that the real lake-clutter data can be very well modeled by the inverse gamma distributed texture compound-Gaussian model.

Extracting Secrecy from Jointly Gaussian Random Variables

Abstract: We present a method for secrecy extraction from jointly Gaussian random sources. The approach is motivated by and has applications in enhancing security for wireless communications. The problem is also found to be closely related to some well known lossy source coding problems.

Bayesian wavelet-based image deconvolution: a GEM algorithm exploiting a class of heavy-tailed priors

Abstract: Image deconvolution is formulated in the wavelet domain under the Bayesian framework. The well-known sparsity of the wavelet coefficients of real-world images is modeled by heavy-tailed priors belonging to the Gaussian scale mixture (GSM) class; i.e., priors given by a linear (finite of infinite) combination of Gaussian densities. This class includes, among others, the generalized Gaussian, the Jeffreys , and the Gaussian mixture priors. Necessary and sufficient conditions are stated under which the prior induced by a thresholding/shrinking denoising rule is a GSM. This result is then used to show that the prior induced by the "nonnegative garrote" thresholding/shrinking rule, herein termed the garrote prior, is a GSM. To compute the maximum a posteriori estimate, we propose a new generalized expectation maximization (GEM) algorithm, where the missing variables are the scale factors of the GSM densities. The maximization step of the underlying expectation maximization algorithm is replaced with a linear stationary second-order iterative method. The result is a GEM algorithm of O(NlogN) computational complexity. In a series of benchmark tests, the proposed approach outperforms or performs similarly to state-of-the art methods, demanding comparable (in some cases, much less) computational complexity.

Brownian Dynamics Simulations Without Gaussian Random Numbers

Abstract: We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.