Method and system for determining an optimal or near optimal set of contexts by constructing a multi-directional context tree

摘要

In various embodiments of the present invention, optimal or near-optimal multidirectional context sets for a particular data-and/or-signal analysis or processing task are determined by selecting a maximum context size, generating a set of leaf nodes corresponding to those maximally sized contexts that occur in the data or signal to be processed or analyzed, and then building up and concurrently pruning, level by level, a multidirectional optimal context tree constructing one of potentially many optimal or near-optimal context trees in which leaf nodes represent the context of a near-optimal or optimal context set that may contain contexts of different sizes and geometries. Pruning is carried out using a problem-domain-related weighting function applicable to nodes and subtrees within the context tree. In one described embodiment, a bi-directional context tree suitable for a signal denoising application is constructed using, as the weighting function, an estimated loss function.