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

Kazuyuki Tanaka1, Hayaru Shouno2, Masato Okada3,4 and D M Titterington5

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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.


PACS

02.50.Cw Probability theory

42.30.Va Image forming and processing

02.70.Rr General statistical methods

02.50.Tt Inference methods

05.20.-y Classical statistical mechanics

MSC

65Cxx Probabilistic methods, simulation and stochastic differential equations (For theoretical aspects, see 68U20 and 60H35)

68U10 Image processing

94A08 Image processing (compression, reconstruction, etc.) (See also 68U10)

Subjects

Computational physics

Optics, quantum optics and lasers

Statistical physics and nonlinear systems

Dates

Issue 36 (10 September 2004)

Received 16 February 2004, in final form 13 May 2004

Published 24 August 2004



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