Likelihood Calculation for a Class of Multiscale Stochastic Models, with Application to Texture Discrimination

Abstract

A class of multiscale stochastic models based on scale-recursive dynamics on trees has recently been introduced. Theoretical and experimental results have shown that these models provide an extremely rich framework for representing both processes which are intrinsically multiscale, e.g., 1/f processes, as well as 1-D Markov processes and 2-D Markov random fields. Moreover, efficient optimal estimation algorithms have been developed for these models by exploiting their scale-recursive structure. In this paper, we exploit this structure in order to develop a computationally efficient and parallelizable algorithm for likelihood calculation. We illustrate one possible application to texture discrimination and demonstrate that likelihood-based methods using our algorithm have substantially better probability of error characteristics than well-known least-squares methods, and achieve performance comparable to that of Gaussian Markov random field based techniques, which in general are prohibitively complex computationally.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1993
Accession Number
ADA459352

Entities

People

  • Alan S. Willsky
  • Mark R. Luettgen

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Brownian Motion
  • Change Detection
  • Computational Complexity
  • Computational Science
  • Detection
  • Discrimination
  • Floating Point Operations
  • Image Processing
  • Information Science
  • Kalman Filters
  • Markov Processes
  • Multiscale Models
  • Probability
  • Stochastic Processes
  • Synthetic Aperture Radar
  • Two Dimensional

Fields of Study

  • Computer science

Readers

  • Computational Fluid Dynamics (CFD)
  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.