A gradient-like variational Bayesian algorithm - Archive ouverte HAL
Communication Dans Un Congrès Année : 2011

A gradient-like variational Bayesian algorithm

Aurélia Fraysse
Thomas Rodet

Résumé

In this paper we provide a new algorithm allowing to solve a variational Bayesian issue which can be seen as a functional optimization problem. The main contribution of this paper is to transpose a classical iterative algorithm of optimization in the metric space of probability densities involved in the Bayesian methodology. Another important part is the application of our algorithm to a class of linear inverse problems where estimated quantities are assumed to be sparse. Finally, we compare performances of our method with classical ones on a tomographic problem. Preliminary results on a small dimensional example show that our new algorithm is faster than the classical approaches for the same quality of reconstruction.
Fichier principal
Vignette du fichier
ssp_fray_rod.pdf (140.71 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00611193 , version 1 (20-04-2012)

Identifiants

  • HAL Id : hal-00611193 , version 1

Citer

Aurélia Fraysse, Thomas Rodet. A gradient-like variational Bayesian algorithm. Stastistical Signal Processing Workshop, Jun 2011, Nice, France. pp.605. ⟨hal-00611193⟩
114 Consultations
259 Téléchargements

Partager

More