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Dynamics of the maximum marginal likelihood hyper-parameter estimation in image restoration : gradient descent vs. EM algorithm

Jun-ichi Inoue·Kazuyuki Tanaka
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Abstract

Dynamical properties of image restoration and hyper-parameter estimation are investigated by means of statistical mechanics. We introduce an exactly solvable model for image restoration and derive differential equations with respect to macroscopic quantities. From these equations, we evaluate relaxation processes of the system to the equilibrium state. Our statistical mechanical approach also enable us to investigate the hyper-parameter estimation by means of maximization of marginal likelihood by using gradient decent and EM algorithm from dynamical point of view.

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Jun-ichi Inoue, Kazuyuki Tanaka. 2001-09-06. Dynamics of the maximum marginal likelihood hyper-parameter estimation in image restoration : gradient descent vs. EM algorithm. https://doi.org/10.1103/physreve.65.016125

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