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7.3.4

Parametric Estimation under Gaussian Noise

Assuming the functional form of the noise distribution is known, then we can take the advantage of (partial) parametric modeling for the estimation. When the noise is additive white Gaussian with unknown , the estimate can be obtained in closed-form. The closed-form estimation is performed in two steps: (1) to estimate the noise variances (); then to compute the weights () using the relationship in Eq.(7.36); and (2) to compute allowable , relative to (), to satisfy the correctness in (7.7). Optimization as (7.16) derived using a non-parametric principle may not be applicable in this case.

Given d, D and , the Gaussian noise variances can be estimated by maximizing the joint likelihood function (ML estimation). The ML estimates are simply

and

where

 

is the number of non- NULL labels in f and

 

is the number of label pairs neither of which is the NULL . The optimal weights for can be obtained immediately by

So far, only the exemplary configurations , not others, are used in computing the .

Now the remaining problem is to determine to meet the correctness (7.7). Because of , this is to estimate the MRF parameters in the prior distributions implied in the given exemplar. There may be a range of under which each is correctly encoded. The range is determined by the lower and upper bounds.

In doing so, only those configurations in , which reflect transitions from a non- NULL to the NULL label and the other way around, are needed; the other configurations, which reflect transitions from one non- NULL to another non- NULL label, are not. This subset is obtained by changing each of the non- NULL labels in to the NULL label or changing each of the NULL labels to a non- NULL label.

First, consider label changes from a non- NULL label to the NULL label. Assume a configuration change from to f is due to the change from to for just one . The corresponding energy change is given by

The above change must be positive, . Suppose there are N non- NULL labeled sites under and therefore has N such neighboring configurations. Then N such inequalities of can be obtained. The two unknowns, and , can be solved for and used as the lower bounds and .

Similarly, the upper bounds can be computed by considering label changes from the NULL label to a non- NULL label. The corresponding energy change due to a change from to is given by

The above change must also be positive, . Suppose there are N NULL labeled sites under and recall that there are M possible non- NULL labels in . Then inequalities can be obtained. The two unknowns, and , can be solved and used as the upper bounds and . If the exemplary configurations are minimal for the corresponding and , then the solution must be consistent, that is , for each of the instances.

Now, the space of all correct parameters is given by

A correct makes for all . The hyperplane partitions into two parts, with all in the positive side of it. The value for may be simply set to the average .

When there are L>1 instances, () are obtained from the data set computed from all the instances. Given the common , L correct ranges can be computed. The correct range for the L instances as a whole is the intersection of the L ranges. As the result, the overall is the maximum of all the lower bounds and the minimum of all the upper bounds. Although each range can often be consistent, i.e.

for each n, there is less chance to guarantee that they as a whole are consistent for all : The intersection may be empty when L>1. This inconsistency means a correct estimate does not exist for all the instances as a whole. There are several reasons for this. First of all, the model assumptions such as Gaussian is not verified by the data set, especially when the data set is small. In this case, the noise in different instances has different variances; when the ranges are computed under the assumption that the ML estimate is common to all the instances, they may not be consistent to each other. This is the most direct reason for the inconsistency. Second, in some exemplary instances can not be embedded as the minimal energy configuration to satisfy the given constraints. Such instances are mis-leading and also causes the inconsistency.



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