Kazuyuki Tanaka and D M Titterington 2007 J. Phys. A: Math. Theor. 40 11285 doi:10.1088/1751-8113/40/37/007
Kazuyuki Tanaka1 and D M Titterington2
Show affiliationsWe calculate analytically a statistical average of trajectories of an approximate expectation-maximization (EM) algorithm with generalized belief propagation (GBP) and a Gaussian graphical model for the estimation of hyperparameters from observable data in probabilistic image processing. A statistical average with respect to observed data corresponds to a configuration average for the random-field Ising model in spin glass theory. In the present paper, hyperparameters which correspond to interactions and external fields of spin systems are estimated by an approximate EM algorithm. A practical algorithm is described for gray-level image restoration based on a Gaussian graphical model and GBP. The GBP approach corresponds to the cluster variation method in statistical mechanics. Our main result in the present paper is to obtain the statistical average of the trajectory in the approximate EM algorithm by using loopy belief propagation and GBP with respect to degraded images generated from a probability density function with true values of hyperparameters. The statistical average of the trajectory can be expressed in terms of recursion formulas derived from some analytical calculations.
42.30.Va Image forming and processing
05.50.+q Lattice theory and statistics (Ising, Potts, etc.)
02.10.Ox Combinatorics; graph theory
75.10.Nr Spin-glass and other random models
82D30 Random media, disordered materials (including liquid crystals and spin glasses)
82B20 Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs
62C10 Bayesian problems; characterization of Bayes procedures
Condensed matter: electrical, magnetic and optical
Issue 37 (14 September 2007)
Received 4 June 2007, in final form 30 July 2007
Published 29 August 2007
Kazuyuki Tanaka and D M Titterington 2007 J. Phys. A: Math. Theor. 40 11285
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