Using Importance Sampling for Bayesian Feature Space Filtering

We present a one-pass framework for filtering vector-valued images and unordered sets of data points in an N-dimensional feature space. It is based on a local Bayesian framework, previously developed for scalar images, where estimates are computed using expectation values and histograms. In this paper we extended this framework to handle N-dimensional data. To avoid the curse of dimensionality, it uses importance sampling instead of histograms to represent probability density functions. In this novel computational framework we are able to efficiently filter both vector-valued images and data, similar to e.g. the wellknown bilateral, median and mean shift filters.