111,176 research outputs found
A Noise-Robust Method with Smoothed \ell_1/\ell_2 Regularization for Sparse Moving-Source Mapping
The method described here performs blind deconvolution of the beamforming
output in the frequency domain. To provide accurate blind deconvolution,
sparsity priors are introduced with a smooth \ell_1/\ell_2 regularization term.
As the mean of the noise in the power spectrum domain is dependent on its
variance in the time domain, the proposed method includes a variance estimation
step, which allows more robust blind deconvolution. Validation of the method on
both simulated and real data, and of its performance, are compared with two
well-known methods from the literature: the deconvolution approach for the
mapping of acoustic sources, and sound density modeling
Nonparametric methods for volatility density estimation
Stochastic volatility modelling of financial processes has become
increasingly popular. The proposed models usually contain a stationary
volatility process. We will motivate and review several nonparametric methods
for estimation of the density of the volatility process. Both models based on
discretely sampled continuous time processes and discrete time models will be
discussed.
The key insight for the analysis is a transformation of the volatility
density estimation problem to a deconvolution model for which standard methods
exist. Three type of nonparametric density estimators are reviewed: the
Fourier-type deconvolution kernel density estimator, a wavelet deconvolution
density estimator and a penalized projection estimator. The performance of
these estimators will be compared. Key words: stochastic volatility models,
deconvolution, density estimation, kernel estimator, wavelets, minimum contrast
estimation, mixin
A Framework for Fast Image Deconvolution with Incomplete Observations
In image deconvolution problems, the diagonalization of the underlying
operators by means of the FFT usually yields very large speedups. When there
are incomplete observations (e.g., in the case of unknown boundaries), standard
deconvolution techniques normally involve non-diagonalizable operators,
resulting in rather slow methods, or, otherwise, use inexact convolution
models, resulting in the occurrence of artifacts in the enhanced images. In
this paper, we propose a new deconvolution framework for images with incomplete
observations that allows us to work with diagonalized convolution operators,
and therefore is very fast. We iteratively alternate the estimation of the
unknown pixels and of the deconvolved image, using, e.g., an FFT-based
deconvolution method. This framework is an efficient, high-quality alternative
to existing methods of dealing with the image boundaries, such as edge
tapering. It can be used with any fast deconvolution method. We give an example
in which a state-of-the-art method that assumes periodic boundary conditions is
extended, through the use of this framework, to unknown boundary conditions.
Furthermore, we propose a specific implementation of this framework, based on
the alternating direction method of multipliers (ADMM). We provide a proof of
convergence for the resulting algorithm, which can be seen as a "partial" ADMM,
in which not all variables are dualized. We report experimental comparisons
with other primal-dual methods, where the proposed one performed at the level
of the state of the art. Four different kinds of applications were tested in
the experiments: deconvolution, deconvolution with inpainting, superresolution,
and demosaicing, all with unknown boundaries.Comment: IEEE Trans. Image Process., to be published. 15 pages, 11 figures.
MATLAB code available at
https://github.com/alfaiate/DeconvolutionIncompleteOb
- …