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231224s2015 xx |||||o 00| ||eng c |
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|a 10.1109/TIP.2014.2383321
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|a eng
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|a Zheng, Yuling
|e verfasserin
|4 aut
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| 245 |
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|a Efficient variational Bayesian approximation method based on subspace optimization
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|c 2015
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|a Text
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|a ƒaComputermedien
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|a ƒa Online-Ressource
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|a Date Completed 30.03.2015
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|a Date Revised 17.01.2015
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|a published: Print-Electronic
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|a Citation Status PubMed-not-MEDLINE
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|a Variational Bayesian approximations have been widely used in fully Bayesian inference for approximating an intractable posterior distribution by a separable one. Nevertheless, the classical variational Bayesian approximation (VBA) method suffers from slow convergence to the approximate solution when tackling large dimensional problems. To address this problem, we propose in this paper a more efficient VBA method. Actually, variational Bayesian issue can be seen as a functional optimization problem. The proposed method is based on the adaptation of subspace optimization methods in Hilbert spaces to the involved function space, in order to solve this optimization problem in an iterative way. The aim is to determine an optimal direction at each iteration in order to get a more efficient method. We highlight the efficiency of our new VBA method and demonstrate its application to image processing by considering an ill-posed linear inverse problem using a total variation prior. Comparisons with state of the art variational Bayesian methods through a numerical example show a notable improvement in computation time
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|a Journal Article
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|a Fraysse, Aurélia
|e verfasserin
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1 |
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|a Rodet, Thomas
|e verfasserin
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|i Enthalten in
|t IEEE transactions on image processing : a publication of the IEEE Signal Processing Society
|d 1992
|g 24(2015), 2 vom: 14. Feb., Seite 681-93
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