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.
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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.
| Type: | Proceedings paper |
|---|---|
| Title: | Piecewise parameterised Markov random fields for semi-local Hurst estimation |
| Event: | 23rd European Signal Processing Conference (EUSIPCO) |
| Location: | Nice, FRANCE |
| Dates: | 31 August 2015 - 04 September 2015 |
| ISBN-13: | 9780992862633 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1109/EUSIPCO.2015.7362659 |
| Publisher version: | http://dx.doi.org/10.1109/EUSIPCO.2015.7362659 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Science & technology, technology, engineering, electrical & electronic, engineering. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1477562 |
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