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Discrete Universal Denoiser
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Discrete Universal Denoiser : ウィキペディア英語版
Discrete Universal Denoiser

In information theory and signal processing, the Discrete Universal Denoiser
(DUDE) is a denoising scheme for recovering sequences over a finite alphabet,
which have been corrupted by a discrete
memoryless channel
. The DUDE was proposed in 2005 by Tsachy Weissman, Erik
Ordentlich, Gadiel Seroussi, Sergio Verdú and Marcelo J. Weinberger
.〔
T. Weissman, E. Ordentlich, G. Seroussi, S. Verdu ́, and M.J. Weinberger. Universal discrete denoising: Known channel. IEEE Transactions on Information Theory,, 51(1):5–28, 2005.

== Overview ==

The Discrete Universal Denoiser 〔 (DUDE) is a denoising scheme that estimates an
unknown signal x^n=\left( x_1 \ldots x_n \right) over a finite
alphabet from a noisy version z^n=\left( z_1 \ldots z_n \right).
While most denoising schemes in the signal processing
and statistics literature deal with signals over
an infinite alphabet (notably, real-valued signals), the DUDE addresses the
finite alphabet case. The noisy version z^n is assumed to be generated by transmitting
x^n through a known discrete
memoryless channel
.
For a fixed ''context length'' parameter k, the DUDE counts of the occurrences of all the strings of length 2k+1 appearing in z^n. The estimated value \hat_i is determined based the two-sided length-k ''context'' \left( z_, \ldots, z_,z_, \ldots,z_ \right) of z_i, taking into account all the other tokens in z^n with the same context, as well as the known channel matrix and the loss function being used.
The idea underlying the DUDE is best illustrated when x^n is a
realization of a random vector X^n. If the conditional distribution
X_i | Z_, \ldots, Z_, Z_, \ldots, Z_, namely
the distribution of the noiseless symbol X_i conditional on its noisy context \left( Z_, \ldots,
Z_,Z_, \ldots,Z_ \right) was available, the optimal
estimator \hat_i would be the Bayes Response to
X_i | Z_, \ldots, Z_, Z_, \ldots, Z_.
Fortunately, when
the channel matrix is known and non-degenerate, this conditional distribution
can be expressed in terms of the conditional distribution
Z_i | Z_, \ldots, Z_, Z_, \ldots, Z_, namely
the distribution of the noisy symbol Z_i conditional on its noisy
context. This conditional distribution, in turn, can be estimated from an
individual observed noisy signal Z^n by virtue of the Law of Large Numbers,
provided n is ``large enough''.
Applying the DUDE scheme with a context length k to a sequence of
length n over a finite alphabet \mathcal requires
O(n) operations and space O\left( \min( n , |\mathcal|^ )
\right).
Under certain assumptions, the DUDE is a universal scheme in the sense of asymptotically performing as well as an optimal denoiser, which has oracle access to the unknown sequence. More specifically, assume that the denoising performance is measured using a given single-character fidelity criterion, and consider the regime where the sequence length n tends to infinity and the context length k=k_n tends to infinity “not too fast”. In the stochastic setting, where a doubly infinite sequence noiseless sequence \mathbf is a realization of a stationary process \mathbf, the DUDE asymptotically performs, in expectation, as well as the best denoiser, which has oracle access to the source distribution \mathbf. In the single-sequence, or “semi-stochastic” setting with a ''fixed'' doubly infinite sequence \mathbf, the DUDE asymptotically performs as well as the best “sliding window” denoiser, namely any denoiser that determines \hat_i from the window \left( z_,\ldots,z_ \right), which has oracle access to \mathbf.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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