Wavelet-based statistical signal processing techniques such as denoising and detection typically model the wavelet coefficients as independent or jointly Gaussian. These models are unrealistic for many real-world signals. In this paper, we develop a new framework based on wavelet-domain hidden Markov models (HMMs). The framework enables us to concisely model the statistical dependencies and nonGaussian statistics often encountered in practice. Wavelet-domain HMMs are designed with the intrinsic properties of the wavelet transform in mind and provide powerful yet tractable probabilistic signal models. Efficient Expectation Maximization algorithms are developed for fitting the HMMs to observational signal data. The new framework is suitable for a wide range of applications, including signal estimation, detection, classification, prediction, and even synthesis. To demonstrate the utility of wavelet-domain HMMs, we develop novel algorithms for signal denoising, classification, and detectio...

Abstract—We describe a method for removing noise from digital images, based on a statistical model of the coefficients of an overcomplete multiscale oriented basis. Neighborhoods of coefficients at adjacent positions and scales are modeled as the product of two independent random variables: a Gaussian vector and a hidden positive scalar multiplier. The latter modulates the local variance of the coefficients in the neighborhood, and is thus able to account for the empirically observed correlation between the coefficient amplitudes. Under this model, the Bayesian least squares estimate of each coefficient reduces to a weighted average of the local linear estimates over all possible values of the hidden multiplier variable. We demonstrate through simulations with images contaminated by additive white Gaussian noise that the performance of this method substantially surpasses that of previously published methods, both visually and in terms of mean squared error.

The first part of this paper proposes an adaptive, data-driven threshold for image denoising via wavelet soft-thresholding. The threshold is derived in a Bayesian framework, and the prior used on the wavelet coefficients is the generalized Gaussian distribution (GGD) widely used in image processing applications. The proposed threshold is simple and closed-form, and it is adaptive to each subband because it depends on data-driven estimates of the parameters. Experimental results show that the proposed method, called BayesShrink, is typically within 5% of the MSE of the best soft-thresholding benchmark with the image assumed known. It also outperforms Donoho and Johnstone's SureShrink most of the time. The second part

Wavelet-domain hidden Markov models have proven to be useful tools for statistical signal and image processing. The hidden Markov tree (HMT) model captures the key features of the joint probability density of the wavelet coefficients of real-world data. One potential drawback to the HMT framework is the need for computationally expensive iterative training to fit an HMT model to a given data set (using the Expectation-Maximization algorithm, for example). In this paper, we greatly simplify the HMT model by exploiting the inherent self-similarity of real-world images. This simplified model specifies the HMT parameters with just nine metaparameters (independent of the size of the image and the number of wavelet scales). We also introduce a Bayesian universal HMT (uHMT) that fixes these nine parameters. The uHMT requires no training of any kind. While extremely simple, we show using a series of image estimation /denoising experiments that these two new models retain nearly all of the key structure modeled by the full HMT. Finally, we propose a fast shift-invariant HMT estimation algorithm that outperforms other wavelet-based estimators in the current literature, both in mean-square error and visual metrics.

Most simple nonlinear thresholding rules for wavelet-based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. In this paper, we will only consider the dependencies between the coefficients and their parents in detail. For this purpose, new non-Gaussian bivariate distributions are proposed, and corresponding nonlinear threshold functions (shrinkage functions) are derived from the models using Bayesian estimation theory. The new shrinkage functions do not assume the independence of wavelet coefficients. We will show three image denoising examples in order to show the performance of these new bivariate shrinkage rules. In the second example, a simple subband-dependent data-driven image denoising system is described and compared with effective data-driven techniques in the literature, namely VisuShrink, SureShrink, BayesShrink, and hidden Markov models. In the third example, the same idea is applied to the dual-tree complex wavelet coefficients.

This paper reviews a significant component of the rich field of statistical multiresolution (MR) modeling and processing. These MR methods have found application and permeated the literature of a widely scattered set of disciplines, and one of our principal objectives is to present a single, coherent picture of this framework. A second goal is to describe how this topic fits into the even larger field of MR methods and concepts–in particular making ties to topics such as wavelets and multigrid methods. A third is to provide several alternate viewpoints for this body of work, as the methods and concepts we describe intersect with a number of other fields. The principle focus of our presentation is the class of MR Markov processes defined on pyramidally organized trees. The attractiveness of these models stems from both the very efficient algorithms they admit and their expressive power and broad applicability. We show how a variety of methods and models relate to this framework including models for self-similar and 1/f processes. We also illustrate how these methods have been used in practice. We discuss the construction of MR models on trees and show how questions that arise in this context make contact with wavelets, state space modeling of time series, system and parameter identification, and hidden

this paper, is that with F =2logp. This choice was proposed by Foster &G eorge (1994) where it was called the Risk Inflation Criterion (RIC) because it asymptotically minimises the maximum predictive risk inflation due to selection when X is orthogonal. This choice and its minimax property were also discovered independently by Donoho & Johnstone (1994) in the wavelet regression context, where they refer to it as the universal hard thresholding rule

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We introduce a new image texture segmentation algorithm, HMTseg, based on wavelets and the hidden Markov tree (HMT) model. The HMT is a tree-structured probabilistic graph that captures the statistical properties of the coefficients of the wavelet transform. Since the HMT is particularly well suited to images containing singularities (edges and ridges), it provides a good classifier for distinguishing between textures. Utilizing the inherent tree structure of the wavelet HMT and its fast training and likelihood computation algorithms, we perform multiscale texture classification at a range of different scales. We then fuse these multiscale classifications using a Bayesian probabilistic graph to obtain reliable final segmentations. Since HMTseg works on the wavelet transform of the image, it can directly segment wavelet-compressed images without the need for decompression into the space domain. We demonstrate the performance of HMTseg with synthetic, aerial photo, and document image seg...

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation