It is a well known fact that the time-frequency domain is very well adapted for representing audio signals. The main two features of time-frequency representations of many classes of audio signals are sparsity (signals are generally well approximated using a small number of coefficients) and persistence (significant coefficients are not isolated, and tend to form clusters). This contribution presents signal approximation algorithms that exploit these properties, in the framework of hierarchical probabilistic models. Given a time-frequency frame (i.e. a Gabor frame, or a union of several Gabor frames or time-frequency bases), coefficients are first gathered into groups. A group of coefficients is then modeled as a random vector, whose distribution is governed by a hidden state associated with the group. Algorithms for parameter inference and hidden state estimation from analysis coefficients are described. The role of the chosen dictionary, and more particularly its structure, is also investigated. The proposed approach bears some resemblance with variational approaches previously proposed by the authors (in particular the variational approach exploiting mixed norms based regularization terms). In the framework of audio signal applications, the time-frequency frame under consideration is a union of two MDCT bases or two Gabor frames, in order to generate estimates for tonal and transient layers. Groups corresponding to tonal (resp. transient) coefficients are constant frequency (resp. constant time) time-frequency coefficients of a frequency-selective (resp. time-selective) MDCT basis or Gabor frame.