An EM algorithm to learn sequences in the wavelet domain
MICAI'07 Proceedings of the artificial intelligence 6th Mexican international conference on Advances in artificial intelligence
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In this paper, we consider the problem of blind source separation in the wavelet domain. We propose a Bayesian estimation framework for the problem where different models of the wavelet coefficients are considered: the independent Gaussian mixture model, the hidden Markov tree model, and the contextual hidden Markov field model. For each of the three models, we give expressions of the posterior laws and propose appropriate Markov chain Monte Carlo algorithms in order to perform unsupervised joint blind separation of the sources and estimation of the mixing matrix and hyper parameters of the problem. Indeed, in order to achieve an efficient joint separation and denoising procedures in the case of high noise level in the data, a slight modification of the exposed models is presented: the Bernoulli-Gaussian mixture model, which is equivalent to a hard thresholding rule in denoising problems. A number of simulations are presented in order to highlight the performances of the aforementioned approach: 1) in both high and low signal-to-noise ratios and 2) comparing the results with respect to the choice of the wavelet basis decomposition.