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Time-Frequency Analysis as Probabilistic Inference



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Turner, Richard E 
Sahani, Maneesh 


This paper proposes a new view of time-frequency analysis framed in terms of probabilistic inference. Natural signals are assumed to be formed by the superposition of distinct time-frequency components, with the analytic goal being to infer these components by application of Bayes' rule. The framework serves to unify various existing models for natural time-series; it relates to both the Wiener and Kalman filters, and with suitable assumptions yields inferential interpretations of the short-time Fourier transform, spectrogram, filter bank, and wavelet representations. Value is gained by placing time-frequency analysis on the same probabilistic basis as is often employed in applications such as denoising, source separation, or recognition. Uncertainty in the time-frequency representation can be propagated correctly to application-specific stages, improving the handing of noise and missing data. Probabilistic learning allows modules to be co-adapted; thus, the time-frequency representation can be adapted to both the demands of the application and the time-varying statistics of the signal at hand. Similarly, the application module can be adapted to fine properties of the signal propagated by the initial time-frequency processing. We demonstrate these benefits by combining probabilistic time-frequency representations with non-negative matrix factorization, finding benefits in audio denoising and inpainting tasks, albeit with higher computational cost than incurred by the standard approach.


This is the final published version. It was originally published by IEEE at


Audio signal processing, inference, machine-learning, time-frequency analysis

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IEEE Transactions on Signal Processing

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Institute of Electrical and Electronics Engineers (IEEE)
Funding was provided by EPSRC (grant numbers EP/G050821/1 and EP/L000776/1) and Google (R.E.T.) and by the Gatsby Charitable Foundation (M.S.).