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Convergence bound in total variation for an image restoration model

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  • Jovanovski, Oliver

Abstract

We consider a stochastic image restoration model proposed by A. Gibbs (2004), and give an upper bound on the time it takes for a Markov chain defined by this model to be ϵ-close in total variation to equilibrium. We use Gibbs’ result for convergence in the Wasserstein metric to arrive at our result. Our bound for the time to equilibrium of similar order to that of Gibbs.

Suggested Citation

  • Jovanovski, Oliver, 2014. "Convergence bound in total variation for an image restoration model," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 11-16.
  • Handle: RePEc:eee:stapro:v:90:y:2014:i:c:p:11-16
    DOI: 10.1016/j.spl.2014.03.007
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    References listed on IDEAS

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    1. Roberts, Gareth O. & Rosenthal, Jeffrey S., 2002. "One-shot coupling for certain stochastic recursive sequences," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 195-208, June.
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