eprintid: 1477562
rev_number: 28
eprint_status: archive
userid: 608
dir: disk0/01/47/75/62
datestamp: 2017-05-25 14:52:00
lastmod: 2020-02-20 04:11:46
status_changed: 2017-05-25 14:52:00
type: proceedings_section
metadata_visibility: show
creators_name: Regli, JB
creators_name: Nelson, JDB
title: Piecewise parameterised Markov random fields for semi-local Hurst estimation
ispublished: pub
divisions: UCL
divisions: A01
divisions: B04
divisions: C06
divisions: F61
keywords: Science & technology, technology, engineering, electrical & electronic, engineering.
note: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
abstract: 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.
date: 2015-09-04
publisher: IEEE
official_url: http://dx.doi.org/10.1109/EUSIPCO.2015.7362659
oa_status: green
full_text_type: other
language: eng
primo: open
primo_central: open_green
verified: verified_manual
elements_id: 1122360
doi: 10.1109/EUSIPCO.2015.7362659
isbn_13: 9780992862633
lyricists_name: Nelson, James Daniel Bryan
lyricists_name: Regli, Jean-Baptiste
lyricists_id: JDBNE39
lyricists_id: JGARE67
actors_name: Nelson, James Daniel Bryan
actors_id: JDBNE39
actors_role: owner
full_text_status: public
series: European Signal Processing Conference
publication: 2015 23RD EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO)
volume: 23
place_of_pub: Nice, France
pagerange: 1626-1630
pages: 5
event_title: 23rd European Signal Processing Conference (EUSIPCO)
event_location: Nice, FRANCE
event_dates: 31 August 2015 - 04 September 2015
institution: EUSIPCO
issn: 2076-1465
book_title: Proceedings of 2015 23rd European Signal Processing Conference (EUSIPCO)
editors_name: Dugelay, JL
editors_name: Slock, D
citation:        Regli, JB;    Nelson, JDB;      (2015)    Piecewise parameterised Markov random fields for semi-local Hurst estimation.                     In: Dugelay, JL and Slock, D, (eds.) Proceedings of 2015 23rd European Signal Processing Conference (EUSIPCO).  (pp. pp. 1626-1630).  IEEE: Nice, France.       Green open access   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/1477562/1/2015a_eusipco.pdf