Multi-dimensional multivariate Gaussian Markov random fields with application to image processing
K. V. Mardia
Journal of Multivariate Analysis, 1988, vol. 24, issue 2, 265-284
Abstract:
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.
Keywords: Markov; random; field; image; processing; multivariate; normal; distribution; auto-normal; processes (search for similar items in EconPapers)
Date: 1988
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