Gaussian Multiscale Models on Trees
Many multiscale approaches have appeared in the engineering literature, with a focus on the development of coarser representations of the phenomenon of interest in order to obtain fast computational algorithms. With this objective in mind, a particularly effective multiscale framework was developed by Allan S. Willsky and his coauthors in the 1990s (Basseville et al., 1992a,b; Luettgen et al., 1993; Chou et al., 1994a,b; Luettgen et al., 1994; Luettgen and Willsky, 1995a,b; Irving et al., 1997; Frakt and Willsky, 1998; Daoudi et al., 1999).
KeywordsMarkov Chain Monte Carlo Latent Process Multiscale Model Resolution Level Markov Chain Monte Carlo Algorithm
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