Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a challenge. This is due in the main to the fact that current estimation procedures consist of performing linear regressions across frequency scales of the 2D dyadic wavelet transform, for which only a few such scales are computable for images. The strongly non-Gaussian nature of multifractal processes, combined with their complicated dependence structure, makes it difficult to develop suitable models for parameter estimation. Here, we propose a Bayesian procedure that addresses the difficulties in the estimation of the multifractality parameter. The originality of the procedure is threefold. The construction of a generic semiparametric statistical model for the logarithm of wavelet leaders; the formulation of Bayesian estimators that are associated with this model and the set of parameter values admitted by multifractal theory; the exploitation of a suitable Whittle approximation within the Bayesian model which enables the otherwise infeasible evaluation of the posterior distribution associated with the model. Performance is assessed numerically for several 2D multifractal processes, for several image sizes and a large range of process parameters. The procedure yields significant benefits over current benchmark estimators in terms of estimation performance and ability to discriminate between the two most commonly used classes of multifractal process models. The gains in performance are particularly pronounced for small image sizes, notably enabling for the first time the analysis of image patches as small as @math pixels.
There are a limited number of reports in the literature that attempt to overcome the limitations of multifractal analysis for images described above. The has been proposed and studied in, e.g., @cite_14 @cite_15 @cite_54 and formulates parameter inference as the solution (in the least squares sense) of an over-determined system of equations that are derived from the moments of the data. The method depends strongly on fully parametric models and yields, to the best of our knowledge, only limited benefits in practical applications. Although classical in parameter inference, maximum likelihood (ML) and Bayesian estimation methods have mostly been formulated for a few specific self-similar and multifractal processes @cite_33 @cite_51 . The main reason for this lies in the complex statistical properties of most of these processes, which exhibit marginal distributions that are strongly non-Gaussian as well as intricate algebraically decaying dependence structures that remain poorly studied to date. The same remark is true for their wavelet coefficients and wavelet leaders, see, e.g., @cite_29 @cite_28 .
@cite_14 @cite_33 @cite_28 @cite_54 @cite_29 @cite_15 @cite_51
2026078231 2055686029 2339846782 1964809923
Multifractal analysis has matured into a widely used signal and image processing tool. Due to the statistical nature of multifractal processes (strongly non-Gaussian and intricate dependence) the accurate estimation of multifractal parameters is very challenging in situations where the sample size is small (notably including a range of biomedical applications) and currently available estimators need to be improved. To overcome such limitations, the present contribution proposes a Bayesian estimation procedure for the multifractality (or intermittence) parameter. Its originality is threefold: First, the use of wavelet leaders, a recently introduced multiresolution quantity that has been shown to yield significant benefits for multifractal analysis; Second, the construction of a simple yet generic semi-parametric model for the marginals and covariance structure of wavelet leaders for the large class of multiplicative cascade based multifractal processes; Third, the construction of original Bayesian estimators associated with the model and the constraints imposed by multifractal theory. Performance are numerically assessed and illustrated for synthetic multifractal processes for a range of multifractal parameter values. The proposed procedure yields significantly improved estimation performance for small sample sizes. We propose a probabilistic formulation of joint silhouette extraction and 3D reconstruction given a series of calibrated 2D images. Instead of segmenting each image separately in order to construct a 3D surface consistent with the estimated silhouettes, we compute the most probable 3D shape that gives rise to the observed color information. The probabilistic framework, based on Bayesian inference, enables robust 3D reconstruction by optimally taking into account the contribution of all views. We solve the arising maximum a posteriori shape inference in a globally optimal manner by convex relaxation techniques in a spatially continuous representation. For an interactively provided user input in the form of scribbles specifying foreground and background regions, we build corresponding color distributions as multivariate Gaussians and find a volume occupancy that best fits to this data in a variational sense. Compared to classical methods for silhouette-based multiview reconstruction, the proposed approach does not depend on initialization and enjoys significant resilience to violations of the model assumptions due to background clutter, specular reflections, and camera sensor perturbations. In experiments on several real-world data sets, we show that exploiting a silhouette coherency criterion in a multiview setting allows for dramatic improvements of silhouette quality over independent 2D segmentations without any significant increase of computational efforts. This results in more accurate visual hull estimation, needed by a multitude of image-based modeling approaches. We made use of recent advances in parallel computing with a GPU implementation of the proposed method generating reconstructions on volume grids of more than 20 million voxels in up to 4.41 seconds. To model modern large-scale datasets, we need efficient algorithms to infer a set of @math unknown model parameters from @math noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise ratios, limited measurements, prior information, and computational tractability requirements? How can we combine prior information with measurements to achieve these limits? Classical statistics gives incisive answers to these questions as the measurement density @math . However, these classical results are not relevant to modern high-dimensional inference problems, which instead occur at finite @math . We formulate and analyze high-dimensional inference as a problem in the statistical physics of quenched disorder. Our analysis uncovers fundamental limits on the accuracy of inference in high dimensions, and reveals that widely cherished inference algorithms like maximum likelihood (ML) and maximum-a posteriori (MAP) inference cannot achieve these limits. We further find optimal, computationally tractable algorithms that can achieve these limits. Intriguingly, in high dimensions, these optimal algorithms become computationally simpler than MAP and ML, while still outperforming them. For example, such optimal algorithms can lead to as much as a 20 reduction in the amount of data to achieve the same performance relative to MAP. Moreover, our analysis reveals simple relations between optimal high dimensional inference and low dimensional scalar Bayesian inference, insights into the nature of generalization and predictive power in high dimensions, information theoretic limits on compressed sensing, phase transitions in quadratic inference, and connections to central mathematical objects in convex optimization theory and random matrix theory. This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on the risk of the method are found subject to membership of the unknown function in one of a wide range of Besov classes, covering also the case of f of bounded variation. The rates obtained are optimal for any value of the parameter p in (0, ∞], simultaneously for a wide range of loss functions, each dominating the Lq norm of the σth derivative, with σ ≥ 0 and 0 < q ≤ 2. Attention is paid to the distinction between sampling the unknown function within white noise and sampling at discrete points, and between placing constraints on the function itself and on the discrete wavelet transform of its sequence of values at the observation points. Results for all relevant combinations of these scenarios are obtained. In some cases a key feature of the theory is a particular boundary-corrected wavelet basis, details of which are discussed. Overall, the approach described seems so far unique in combining the properties of fast computation, good theoretical properties and good performance in simulations and in practice. A key feature appears to be that the estimate of sparsity adapts to three different zones of estimation, first where the signal is not sparse enough for thresholding to be of benefit, second where an appropriately chosen threshold results in substantially improved estimation, and third where the signal is so sparse that the zero estimate gives the optimum accuracy rate.