On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
From MaRDI portal
Publication:5474417
DOI10.1198/016214504000000188zbMath1089.62518OpenAlexW2007472330MaRDI QIDQ5474417
Publication date: 26 June 2006
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000000188
Random fields; image analysis (62M40) Density estimation (62G07) Bayesian inference (62F15) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items
Extracting volatility signal using maximum a posteriori estimation ⋮ Total variation-penalized Poisson likelihood estimation for ill-posed problems ⋮ Approximation accuracy, gradient methods, and error bound for structured convex optimization ⋮ BART-based inference for Poisson processes ⋮ Extreme-quantile tracking for financial time series ⋮ A coordinate gradient descent method for nonsmooth separable minimization ⋮ Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient ⋮ Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion ⋮ Efficient Threshold Selection for Multivariate Total Variation Denoising
Uses Software