Student’s-t Mixture Model Based Excepted Patch Log Likelihood Method for Image Denoising

Author(s):  
J. W. Zhang ◽  
J. Liu ◽  
Y. H. Zheng ◽  
J. Wang
Acoustics ◽  
2019 ◽  
Vol 1 (1) ◽  
pp. 117-136 ◽  
Author(s):  
Waqas Rafique ◽  
Jonathon Chambers ◽  
Ali Sunny

The performance of the independent vector analysis (IVA) algorithm depends on the choice of the source prior to better model the speech signals as it employs a multivariate source prior to retain the dependency between frequency bins of each source. Identical source priors are frequently used for the IVA methods; however, different speech sources will generally have different statistical properties. In this work, instead of identical source priors, a novel Student’s t mixture model based source prior is introduced for the IVA algorithm that can adapt to the statistical properties of different speech sources and thereby enhance the separation performance of the IVA algorithm. The unknown parameters of the source prior and unmixing matrices are estimated together by deriving an efficient expectation maximization (EM) algorithm. Useful improvement in the separation performance in different realistic scenarios is confirmed by experimental studies on real datasets.


2018 ◽  
Vol 2018 ◽  
pp. 1-12 ◽  
Author(s):  
Yan Jin ◽  
Wenyu Jiang ◽  
Jianlong Shao ◽  
Jin Lu

The nonlocal means filter plays an important role in image denoising. We propose in this paper an image denoising model which is a suitable improvement of the nonlocal means filter. We compare this model with the nonlocal means filter, both theoretically and experimentally. Experiment results show that this new model provides good results for image denoising. Particularly, it is better than the nonlocal means filter when we consider the denoising for natural images with high textures.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Savi Virolainen

Abstract We introduce a new mixture autoregressive model which combines Gaussian and Student’s t mixture components. The model has very attractive properties analogous to the Gaussian and Student’s t mixture autoregressive models, but it is more flexible as it enables to model series which consist of both conditionally homoscedastic Gaussian regimes and conditionally heteroscedastic Student’s t regimes. The usefulness of our model is demonstrated in an empirical application to the monthly U.S. interest rate spread between the 3-month Treasury bill rate and the effective federal funds rate.


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