Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.

A Bayesian wavelet-based multidimensional deconvolution with sub-band emphasis

This paper proposes a new algorithm for waveletbased multidimensional image deconvolution which employs subband-dependent minimization and the dual-tree complex wavelet transform in an iterative Bayesian framework. In addition, this algorithm employs a new prior instead of the popular ℓ1 norm, and is thus able to embed a learning scheme during the iteration which helps it to achieve better deconvolution results and faster convergence. © 2008 IEEE.