2013
DOI: 10.1109/tip.2013.2255305
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Sparse Stochastic Processes and Discretization of Linear Inverse Problems

Abstract: Abstract-We present a novel statistically-based discretization paradigm and derive a class of maximum a posteriori (MAP) estimators for solving ill-conditioned linear inverse problems. We are guided by the theory of sparse stochastic processes, which specifies continuous-domain signals as solutions of linear stochastic differential equations. Accordingly, we show that the class of admissible priors for the discretized version of the signal is confined to the family of infinitely divisible distributions. Our es… Show more

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Cited by 38 publications
(36 citation statements)
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“…It therefore implies that a small fraction of all coefficients of a sparse signal carries most of its energy. This definition highlights the limitations of Gaussian priors and suggests using more refined statistical models to tackle practical image-processing tasks [3].…”
Section: Introductionmentioning
confidence: 99%
“…It therefore implies that a small fraction of all coefficients of a sparse signal carries most of its energy. This definition highlights the limitations of Gaussian priors and suggests using more refined statistical models to tackle practical image-processing tasks [3].…”
Section: Introductionmentioning
confidence: 99%
“…Finally, the desired signal is reconstructed from the sub-signals by K-means clustering algorithm. Bostan and Kamilov et al [25] proposed a novel statistically-based discretization paradigm and derive a class of maximum a posterior (MAP) estimators for solving ill-conditioned linear inverse problems. It proposes the theory of sparse stochastic processes, which specifies the continuous -domain signals as solutions of linear stochastic differential equations.…”
Section: Work Related To Sparse Signal Processing-based Multipath MImentioning
confidence: 99%
“…Assuming periodic boundary conditions, this is directly solved by using the fast Fourier transform [10]. The final step of the ADMM is a trivial update.…”
Section: Phase Reconstructionmentioning
confidence: 99%