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Friedrich, F.* ; Kempe, A. ; Liebscher, V.* ; Winkler, G.

Complexity Penalized M-Estimation: Fast Computation.

J. Comput. Graph. Stat. 17, 201-224 (2008)
DOI
Open Access Green as soon as Postprint is submitted to ZB.
We present very fast algorithms for the exact computation of estimators for time series, based on complexity penalized log-likelihood or M-functions. The algorithms apply to a wide range of functionals with morphological constraints, in particular to Potts or Blake-Zisserman functionals. The latter are the discrete versions of the celebrated Mumford-Shah functionals. All such functionals contain model parameters. Our algorithms allow for optimization not only for each separate parameter, but even for all parameters simultaneously. This allows for the examination of the models in the sense of a family approach. The algorithms are accompanied by a series of illustrative examples from molecular biology.
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Publication type Article: Journal article
Document type Scientific Article
Corresponding Author
Keywords blake-zisserman functional; complexity penalized variational problems; edge-preserving smoothing; potts model; regularization; segmentation; time series
ISSN (print) / ISBN 1061-8600
e-ISSN 1537-2715
Quellenangaben Volume: 17, Issue: 1, Pages: 201-224 Article Number: , Supplement: ,
Publisher Taylor & Francis
Non-patent literature Publications
Reviewing status Peer reviewed