?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=Piecewise+parameterised+Markov+random+fields+for+semi-local+Hurst+estimation&rft.creator=Regli%2C+JB&rft.creator=Nelson%2C+JDB&rft.description=Semi-local+Hurst+estimation+is+considered+by+incorporating+a+Markov+random+field+model+to+constrain+a+wavelet-based+pointwise+Hurst+estimator.+This+results+in+an+estimator+which+is+able+to+exploit+the+spatial+regularities+of+a+piecewise+parametric+varying+Hurst+parameter.+The+pointwise+estimates+are+jointly%0D%0Ainferred+along+with+the+parametric+form+of+the+underlying+Hurst+function+which+characterises+how+the+Hurst+parameter+varies+deterministically+over+the+spatial+support+of+the+data.+Unlike+recent+Hurst+regularistion+methods%2C+the+proposed+approach+is+flexible+in+that+arbitrary+parametric+forms+can+be+considered%0D%0Aand+is+extensible+in+as+much+as+the+associated+gradient+descent+algorithm+can+accommodate+a+broad+class+of+distributional+assumptions+without+any+significant+modifications.+The+potential+benefits+of+the+approach+are+illustrated+with+simulations+of+various+first-order+polynomial+forms.&rft.subject=Science+%26+technology%2C+technology%2C+engineering%2C+electrical+%26+electronic%2C+engineering.&rft.publisher=IEEE&rft.contributor=Dugelay%2C+JL&rft.contributor=Slock%2C+D&rft.date=2015-09-04&rft.type=Proceedings+paper&rft.publisher=EUSIPCO&rft.language=eng&rft.source=+++++In%3A+Dugelay%2C+JL+and+Slock%2C+D%2C+(eds.)+Proceedings+of+2015+23rd+European+Signal+Processing+Conference+(EUSIPCO).++(pp.+pp.+1626-1630).++IEEE%3A+Nice%2C+France.+(2015)+++++&rft.format=text&rft.identifier=https%3A%2F%2Fdiscovery.ucl.ac.uk%2Fid%2Feprint%2F1477562%2F1%2F2015a_eusipco.pdf&rft.identifier=https%3A%2F%2Fdiscovery.ucl.ac.uk%2Fid%2Feprint%2F1477562%2F&rft.rights=open