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On the Linearity of Bayesian Interpolators for Non-Gaussian Continuous-Time AR(1) Processes

Arash Amini, Philippe Thévenaz, Michaël Unser, John Paul Ward

Bayesian estimation problems involving Gaussian distributions often result in linear estimation techniques. Nevertheless, there are no general statements as to whether the linearity of the Bayesian estimator is restricted to the Gaussian case. The two common strategies for non-Gaussian models are either finding the best linear estimator or numerically evaluating the Bayesian estimator by Monte Carlo methods. In this paper, we focus on Bayesian interpolation of non-Gaussian first-order autoregressive (AR) processes where the driving innovation can admit any symmetric infinitely divisible distribution characterized by the Levy-Khintchine representation theorem. We redefine the Bayesian estimation problem in the Fourier domain with the help of characteristic forms. By providing analytic expressions, we show that the optimal interpolator is linear for all symmetric alpha-stable distributions. The Bayesian interpolator can be expressed in a convolutive form where the kernel is described in terms of exponential splines. We also show that the limiting case of Levy-type AR(1) processes, the system of which has a pole at the origin, always corresponds to a linear Bayesian interpolator made of a piecewise linear spline, irrespective of the innovation distribution. Finally, we show the two mentioned cases to be the only ones within the family for which the Bayesian interpolator is linear.

Ieee-Inst Electrical Electronics Engineers Inc2013

Bi-Exponential Edge-Preserving Smoother

Daniel Sage, Philippe Thévenaz, Michaël Unser

Edge-preserving smoothers need not be taxed by a severe computational cost. We present, in this paper, a lean algorithm that is inspired by the bi-exponential filter and preserves its structure-a pair of one-tap recursions. By a careful but simple local adaptation of the filter weights to the data, we are able to design an edge-preserving smoother that has a very low memory and computational footprint while requiring a trivial coding effort. We demonstrate that our filter (a bi-exponential edge-preserving smoother, or BEEPS) has formal links with the traditional bilateral filter. On a practical side, we observe that the BEEPS also produces images that are similar to those that would result from the bilateral filter, but at a much-reduced computational cost. The cost per pixel is constant and depends neither on the data nor on the filter parameters, not even on the degree of smoothing.

Institute of Electrical and Electronics Engineers2012

Exponential splines and minimal-support bases for curve representation

Ricard Delgado Gonzalo, Philippe Thévenaz, Michaël Unser

Our interest is to characterize the spline-like integer-shift-invariant bases capable of reproducing exponential polynomial curves. We prove that any compact-support function that reproduces a subspace of the exponential polynomials can be expressed as the convolution of an exponential B-spline with a compact-support distribution. As a direct consequence of this factorization theorem, we show that the minimal-support basis functions of that subspace are linear combinations of derivatives of exponential B-splines. These minimal-support basis functions form a natural multiscale hierarchy, which we utilize to design fast multiresolution algorithms and subdivision schemes for the representation of closed geometric curves. This makes them attractive from a computational point of view. Finally, we illustrate our scheme by constructing minimal-support bases that reproduce ellipses and higher-order harmonic curves. (C) 2011 Elsevier B.V. All rights reserved.

Elsevier2012