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Periodic Splines and Gaussian Processes for the Resolution of Linear Inverse Problems

A. Badoual, J. Fageot, M. Unser

IEEE Transactions on Signal Processing, vol. 66, no. 22, pp. 6047-6061, November 15, 2018.

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational and statistical. In the variational approach, the reconstructed signal is solution to an optimization problem that establishes a tradeoff between fidelity to the data and smoothness conditions via a quadratic regularization associated with a linear operator. In the statistical approach, the signal is modeled as a stationary random process defined from a Gaussian white noise and a whitening operator; one then looks for the optimal estimator in the mean-square sense. We give a generic form of the reconstructed signals for both approaches, allowing for a rigorous comparison of the two. We fully characterize the conditions under which the two formulations yield the same solution, which is a periodic spline in the case of sampling measurements. We also show that this equivalence between the two approaches remains valid on simulations for a broad class of problems. This extends the practical range of applicability of the variational method.

AUTHOR="Badoual, A. and Fageot, J. and Unser, M.",
TITLE="Periodic Splines and {G}aussian Processes for the Resolution of
        Linear Inverse Problems",
JOURNAL="{IEEE} Transactions on Signal Processing",
month="November 15,",

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