Bregman Cost for Non-Gaussian Noise

Martin Burger, Yiqiu Dong, Federica Sciacchitano

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One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the con-ditional mean (CM) and maximum a posteriori (MAP) estimates, which correspond to the mean and the mode of the posterior, respectively. From a theoretical point of view it has been argued that the MAP estimate is only in an asymptotic sense a Bayes estimator for the uniform cost function, while the CM estimate is a Bayes estimator for the means squared cost function. Recently, it has been proven that the MAP estimate is a proper Bayes estimator for the Bregman cost if the image is corrupted by Gaussian noise. In this work we extend this result to other noise models with log-concave likelihood density, by introducing two related Bregman cost functions for which the CM and the MAP estimates are proper Bayes estima-tors. Moreover, we also prove that the CM estimate outperforms the MAP estimate, when the error is measured in a certain Bregman distance, a result previously unknown also in the case of additive Gaussian noise.
Original languageEnglish
Place of PublicationKgs. Lyngby
PublisherTechnical University of Denmark
Number of pages12
Publication statusPublished - 2016
SeriesDTU Compute Technical Report-2016


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