DocumentCode :
699921
Title :
A new MCMC algorithm for blind Bernoulli-Gaussian deconvolution
Author :
Di Ge ; Idier, Jerome ; Le Carpentier, Eric
Author_Institution :
IRCCyN, Nantes, France
fYear :
2008
fDate :
25-29 Aug. 2008
Firstpage :
1
Lastpage :
5
Abstract :
This paper proposes a new algorithm for Bernoulli-Gaussian (BG) blind deconvolution in the Markov chain Monte Carlo (MCMC) framework. To tackle such a problem, the classical Gibbs sampler is usually adopted, as proposed by Cheng et al. [1]. However, as already pointed out by Bourguignon and Carfantan [2], it fails to explore the state space efficiently. In principle, a more efficient exploration technique could be obtained by integrating the Gaussian amplitudes out of the target distribution. Unfortunately, some of the sampling steps then become intractable. Therefore, our solution mixes steps in which the amplitudes are integrated out with others where they are not. The invariant condition is shown to hold, and simulations indicate that it behaves much more satisfactorily than the reference Gibbs sampler.
Keywords :
Markov processes; Monte Carlo methods; deconvolution; Gaussian amplitudes; Gibbs sampler; MCMC algorithm; Markov chain Monte Carlo; blind Bernoulli-Gaussian deconvolution; invariant condition; Abstracts; Deconvolution; Heart rate variability; Manganese; Springs; Bernoulli-Gaussian model; Blind deconvolution; Markov chain Monte Carlo methods;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Signal Processing Conference, 2008 16th European
Conference_Location :
Lausanne
ISSN :
2219-5491
Type :
conf
Filename :
7080453
Link To Document :
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