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.

We describe approximate digital implementations of two new mathematical transforms, namely, the ridgelet transform [2] and the curvelet transform [6], [5]. Our implementations offer exact reconstruction, stability against perturbations, ease of implementation, and low computational complexity. A central tool is Fourier-domain computation of an approximate digital Radon transform. We introduce a very simple interpolation in Fourier space which takes Cartesian samples and yields samples on a rectopolar grid, which is a pseudo-polar sampling set based on a concentric squares geometry. Despite the crudeness of our interpolation, the visual performance is surprisingly good. Our ridgelet transform applies to the Radon transform a special overcomplete wavelet pyramid whose wavelets have compact support in the frequency domain. Our curvelet transform uses our ridgelet transform as a component step, and implements curvelet subbands using a filter bank of à trous wavelet filters. Our philosophy throughout is that transforms should be overcomplete, rather than critically sampled. We apply these digital transforms to the denoising of some standard images embedded in white noise. In the tests reported here, simple thresholding of the curvelet coefficients is very competitive with “state of the art ” techniques based on wavelets, including thresholding of decimated or undecimated wavelet transforms and also including tree-based Bayesian posterior mean methods. Moreover, the curvelet reconstructions exhibit higher perceptual quality than wavelet-based reconstructions, offering visually sharper images and, in particular, higher quality recovery of edges and of faint linear and curvilinear features. Existing theory for curvelet and ridgelet transforms suggests that these new approaches can outperform wavelet methods in certain image reconstruction problems. The empirical results reported here are in encouraging agreement.

We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in non-parametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed to capture the sparseness of wavelet expansion common to most applications. For the prior specified, the posterior median yields a thresholding procedure. Our prior model for the underlying function can be adjusted to give functions falling in any specific Besov space. We establish a relation between the hyperparameters of the prior model and the parameters of those Besov spaces within which realizations from the prior will fall. Such a relation gives insight into the meaning of the Besov space parameters. Moreover, the established relation makes it possible in principle to incorporate prior knowledge about the function's regularity properties into the prior model for its wavelet coefficients. However, prior knowledge about a function's regularity properties might b...

In this paper, we develop a new multiscale modeling framework for characterizing positive-valued data with longrange-dependent correlations (1=f noise). Using the Haar wavelet transform and a special multiplicative structure on the wavelet and scaling coefficients to ensure positive results, the model provides a rapid O(N) cascade algorithm for synthesizing N-point data sets. We study both the second-order and multifractal properties of the model, the latter after a tutorial overview of multifractal analysis. We derive a scheme for matching the model to real data observations and, to demonstrate its effectiveness, apply the model to network traffic synthesis. The flexibility and accuracy of the model and fitting procedure result in a close fit to the real data statistics (variance-time plots and moment scaling) and queuing behavior. Although for illustrative purposes we focus on applications in network traffic modeling, the multifractal wavelet model could be useful in a number of other areas involving positive data, including image processing, finance, and geophysics.

This paper introduces an expectation-maximization (EM) algorithm for image restoration (deconvolution) based on a penalized likelihood formulated in the wavelet domain. Regularization is achieved by promoting a reconstruction with low-complexity, expressed in terms of the wavelet coecients, taking advantage of the well known sparsity of wavelet representations. Previous works have investigated wavelet-based restoration but, except for certain special cases, the resulting criteria are solved approximately or require very demanding optimization methods. The EM algorithm herein proposed combines the efficient image representation oered by the discrete wavelet transform (DWT) with the diagonalization of the convolution operator obtained in the Fourier domain. The algorithm alternates between an E-step based on the fast Fourier transform (FFT) and a DWT-based M-step, resulting in an ecient iterative process requiring O(N log N) operations per iteration. Thus, it is the rst image restoration algorithm that optimizes a wavelet-based penalized likelihood criterion and has computational complexity comparable to that of standard wavelet denoising or frequency domain deconvolution methods. The convergence behavior of the algorithm is investigated, and it is shown that under mild conditions the algorithm converges to a globally optimal restoration. Moreover, our new approach outperforms several of the best existing methods in benchmark tests, and in some cases is also much less computationally demanding.

The Shannon/Nyquist sampling theorem tells us that in order to not lose information when uniformly sampling a signal we must sample at least two times faster than its bandwidth. In many applications, including digital image and video cameras, the Nyquist rate can be so high that we end up with too many samples and must compress in order to store or transmit them. In other applications, including imaging systems (medical scanners, radars) and high-speed analog-to-digital converters, increasing the sampling rate or density beyond the current state-of-the-art is very expensive. In this lecture, we will learn about a new technique that tackles these issues using compressive sensing [1, 2]. We will replace the conventional sampling and reconstruction operations with a more general linear measurement scheme coupled with an optimization in order to acquire certain kinds of signals at a rate significantly below Nyquist. 2

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

We introduce a simple spatially adaptive statistical model for wavelet image coe#cients and apply it to image denoising. Our model is inspired by a recent wavelet image compression algorithm, the Estimation Quantization coder. We model wavelet image coefficients as zero-mean Gaussian random variables with high local correlation. We assume a marginal prior distribution on wavelet coefficients variances and estimate them using an approximate Maximum A Posteriori Probability rule. Then we apply an approximate Minimum Mean Squared Error estimation procedure to restore the noisy wavelet image coefficients. Despite the simplicity of our method, both in its concept and implementation, our denoising results are among the best reported in the literature.

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.

Abstract—An overview of statistical and information-theoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain observed through a discrete-time memoryless invariant channel. In recent years, the work of Baum and Petrie on finite-state finite-alphabet HMPs was expanded to HMPs with finite as well as continuous state spaces and a general alphabet. In particular, statistical properties and ergodic theorems for relative entropy densities of HMPs were developed. Consistency and asymptotic normality of the maximum-likelihood (ML) parameter estimator were proved under some mild conditions. Similar results were established for switching autoregressive processes. These processes generalize HMPs. New algorithms were developed for estimating the state, parameter, and order of an HMP, for universal coding and classification of HMPs, and for universal decoding of hidden Markov channels. These and other related topics are reviewed in this paper. Index Terms—Baum–Petrie algorithm, entropy ergodic theorems, finite-state channels, hidden Markov models, identifiability, Kalman filter, maximum-likelihood (ML) estimation, order estimation, recursive parameter estimation, switching autoregressive processes, Ziv inequality. I.