TY  - GEN
CY  - Nice, France
T3  - European Signal Processing Conference
KW  - Science & technology
KW  -  technology
KW  -  engineering
KW  -  electrical & electronic
KW  -  engineering.
N2  - 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
inferred 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, the proposed approach is flexible in that arbitrary parametric forms can be considered
and 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.
ID  - discovery1477562
PB  - IEEE
TI  - Piecewise parameterised Markov random fields for semi-local Hurst estimation
AV  - public
Y1  - 2015/09/04/
EP  - 1630
A1  - Regli, JB
A1  - Nelson, JDB
UR  - http://dx.doi.org/10.1109/EUSIPCO.2015.7362659
SN  - 2076-1465
N1  - This version is the author accepted manuscript. For information on re-use, please refer to the publisher?s terms and conditions.
SP  - 1626
ER  -