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Maximum Likelihood Estimation of a Class of Non-Gaussian Densities with Application to Deconvolution

Maximum Likelihood Estimation of a Class of Non-Gaussian Densities with Application to Deconvolution PDF Author: Trung T. Pham
Publisher:
ISBN:
Category :
Languages : en
Pages : 6

Book Description
This paper investigates in detail the properties of the maximum likelihood estimator of the generalized p-Gaussian (gpG) probability density function (pdf) from N independent identically distributed (iid) samples, especially in the context of the deconvolution problem under gpG white noise. The first part describes the properties of the estimator independently on the application. The second part obtains the solution of the above mentioned deconvolution problem as the solution of a minimum norm problem in an l sub p normed space. In the present paper, we show that such a minimum norm solution is the maximum likelihood estimate is unbiased, with the lower bound of the variance of the error equal to the Cramer Rao lower bound, and the upper bound derived from the concept of a generalized inverse.

Maximum Likelihood Estimation of a Class of Non-Gaussian Densities with Application to Deconvolution

Maximum Likelihood Estimation of a Class of Non-Gaussian Densities with Application to Deconvolution PDF Author: Trung T. Pham
Publisher:
ISBN:
Category :
Languages : en
Pages : 6

Book Description
This paper investigates in detail the properties of the maximum likelihood estimator of the generalized p-Gaussian (gpG) probability density function (pdf) from N independent identically distributed (iid) samples, especially in the context of the deconvolution problem under gpG white noise. The first part describes the properties of the estimator independently on the application. The second part obtains the solution of the above mentioned deconvolution problem as the solution of a minimum norm problem in an l sub p normed space. In the present paper, we show that such a minimum norm solution is the maximum likelihood estimate is unbiased, with the lower bound of the variance of the error equal to the Cramer Rao lower bound, and the upper bound derived from the concept of a generalized inverse.

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This book constitutes the refereed proceedings of the Second International Workshop on Energy Minimization Methods in Computer Vision and Pattern Recognition, EMMCVPR'99, held in York, UK in July 1999. The book presents 11 revised full papers together with 11 papers presented at the meeting as posters. Those papers were selected from a total of 33 submissions. The book is divided in sections on shape, minimum description length, Markov random fields, contours, search and consistent labeling, tracking and video, and biomedical applications.

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Category : Technology & Engineering
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