Multi-dimensional multivariate Gaussian Markov random fields with application to image processing

Recently, numerous practical applications of multivariate Gaussian Markov random fields (GMRF) on a lattice have emerged. However, the theory is not satisfactorily developed. We give various properties of multivariate GMRF for multi-dimensional lattice. In particular, some multivariate MRF are given. We discuss estimation procedures and give a numerical example from the area of image processing.

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Year of publication:	1988
Authors:	Mardia, K. V.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 24.1988, 2, p. 265-284
Publisher:	Elsevier
Keywords:	Markov random field image processing multivariate normal distribution auto-normal processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160550