No abstract

Multichannel imaging systems provide several observations of the same scene which are often corrupted by noise. In this paper, we are interested in multispectral image denoising in the wavelet domain. We adopt a multivariate statistical approach in order to exploit the correlations existing between the different spectral components. Our main contribution is the application of Stein's principle to build a new estimator for arbitrary multichannel images embedded in additive Gaussian noise. Simulation tests carried out on optical satellite images show that the proposed method outperforms conventional wavelet shrinkage techniques.

In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration problem as a nonlinear estimation problem leading to the minimization of a criterion derived from Stein's unbiased quadratic risk estimate. Secondly, the deconvolution procedure is performed using any analysis and synthesis frames that can be overcomplete or not. New theoretical results concerning the calculation of the variance of the Stein's risk estimate are also provided in this work. Simulations carried out on natural images show the good performance of our method w.r.t. conventional wavelet-based restoration methods

Abstract-The use of multicomponent images has become widespread with the improvement of multisensor systems having increased spatial and spectral resolutions. However, the observed images are often corrupted by an additive Gaussian noise. In this paper, we are interested in multichannel image denoising based on a multiscale representation of the images. A multivariate statistical approach is adopted to take into account both the spatial and the intercomponent correlations existing between the different wavelet subbands. More precisely, we propose a new parametric nonlinear estimator which generalizes many reported denoising methods. The derivation of the optimal parameters is achieved by applying Stein's principle in the multivariate case. Experiments performed on multispectral remote sensing images clearly indicate that our method outperforms conventional wavelet denoising techniques.

Abstract:In this paper, we are interested in Bayesian inverse problems where either the data fidelity term or the prior distribution is Gaussian or driven from a hierarchical Gaussian model. Generally, Markov chain Monte Carlo (MCMC) algorithms allow us to generate sets of samples that are employed to infer some relevant parameters of the underlying distributions. However, when the parameter space is high-dimensional, the performance of stochastic sampling algorithms is very sensitive to existing dependencies between parameters. In particular, this problem arises when one aims to sample from a high-dimensional Gaussian distribution whose covariance matrix does not present a simple structure. Another challenge is the design of Metropolis-Hastings proposals that make use of information about the local geometry of the target density in order to speed up the convergence and improve mixing properties in the parameter space, while not being too computationally expensive. These two contexts are mainly related to the presence of two heterogeneous sources of dependencies stemming either from the prior or the likelihood in the sense that the related covariance matrices cannot be diagonalized in the same basis. In this work, we address these two issues. Our contribution consists of adding auxiliary variables to the model in order to dissociate the two sources of dependencies. In the new augmented space, only one source of correlation remains directly related to the target parameters, the other sources of correlations being captured by the auxiliary variables. Experiments are conducted on two practical image restoration problems-namely the recovery of multichannel blurred images embedded in Gaussian noise and the recovery of signal corrupted by a mixed Gaussian noise. Experimental results indicate that adding the proposed auxiliary variables makes the sampling problem simpler since the new conditional distribution no longer contains highly heterogeneous correlations. Thus, the computational cost of each iteration of the Gibbs sampler is significantly reduced while ensuring good mixing properties.