Title
Empirical Bayes and Full Bayes for Signal Estimation.
Abstract
We consider signals that follow a parametric distribution where the parameter values are unknown. To estimate such signals from noisy measurements in scalar channels, we study the empirical performance of an empirical Bayes (EB) approach and a full Bayes (FB) approach. We then apply EB and FB to solve compressed sensing (CS) signal estimation problems by successively denoising a scalar Gaussian channel within an approximate message passing (AMP) framework. Our numerical results show that FB achieves better performance than EB in scalar channel denoising problems when the signal dimension is small. In the CS setting, the signal dimension must be large enough for AMP to work well; for large signal dimensions, AMP has similar performance with FB and EB.
Year
Venue
Field
2014
CoRR
Noise reduction,Scalar (physics),Artificial intelligence,Message passing,Compressed sensing,Bayes' theorem,Mathematical optimization,Gaussian channels,Communication channel,Algorithm,Parametric statistics,Mathematics,Machine learning
DocType
Volume
Citations 
Journal
abs/1405.2113
3
PageRank 
References 
Authors
0.40
13
4
Name
Order
Citations
PageRank
Yanting Ma1598.10
Jin Tan2253.53
Nikhil Krishnan361.46
Dror Baron476877.65