arXiv subjects

Eirik Fossgaard

Publications and source records attributed to Eirik Fossgaard.

3 recordsLinked to original sources

arXiv2005

An invariant bayesian model selection principle for gaussian data in a sparse representation

We develop a code length principle which is invariant to the choice of parameterization on the model distributions. An invariant approximation formula for easy computation of the marginal distribution is provided for gaussian likelihood models. We provide invariant estimators of the model parameters and formulate conditions under which these estimators are essentially posteriori unbiased for gaussian models. An upper bound on the coarseness of discretization on the model parameters is deduced. We introduce a discrimination measure between probability distributions and use it to construct probability distributions on model classes. The total code length is shown to equal the NML code length of Rissanen to within an additive constant when choosing Jeffreys prior distribution on the model parameters together with a particular choice of prior distribution on the model classes. Our model selection principle is applied to a gaussian estimation problem for data in a wavelet representation and its performance is tested and compared to alternative wavelet-based estimation methods in numerical experiments

cs.IT↗

arXiv1999

Alternative Local Discriminant Bases Using Empirical Expectation and Variance Estimation

We propose alternative discriminant measures for selecting the best basis among a large collection of orthonormal bases for classification purposes. A generalization of the Local Discriminant Basis Algorithm of Saito and Coifman is constructed. The success of these new methods is evaluated and compared to earlier methods in experiments.

math.NA↗

arXiv1999

Fast Computational Algorithms for the Discrete Wavelet Transform and Applications of Localized Orthonormal Bases in Signal Classification

We construct an algorithm for implementing the discrete wavelet transform by means of matrices in SO_2(R) for orthonormal compactly supported wavelets and matrices in SL_m(R), m > = 2, for compactly supported biorthogonal wavelets. We show that in 1 dimension the total operation count using this algorithm can be reduced to about 50% of the conventional convolution and downsampling by 2-operation for both orthonormal and biorthogonal filters. In the special case of biorthogonal symmetric odd-odd filters, we show an implementation yielding a total operation count of about 38% of the conventional method. In 2 dimensions we show an implementation of this algorithm yielding a reduction in the total operation count of about 70% when the filters are orthonormal, a reduction of about 62% for general biorthogonal filters, and a reduction of about 70% if the filters are symmetric odd-odd length filters. We further extend these results to 3 dimensions. We also show how the SO_2(R)-method for implementing the discrete wavelet transform may be exploited to compute short FIR filters, and we construct edge mappings where we try to improve upon the degree of preservation of regularity in the conventional methods. We also consider a two-class waveform discrimination problem. A statistical space-frequency analysis is performed on a training data set using the LDB-algorithm of N.Saito and R.Coifman. The success of the algorithm on this particular problem is evaluated on a disjoint test data set.

cs.MS↗