Sequential Bayesian Estimation for Adaptive Classification

This paper proposes a robust algorithm to adapt a model for EEG signal classification using a modified Extended Kalman Filter (EKF). By applying Bayesian conjugate priors and marginalising the parameters, we can avoid the needs to estimate the covariances of the observation and hidden state noises....

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Main Authors: Yoon, J, Roberts, S, Dyson, M, Can, J, IEEE
Format: Conference item
Published: 2008
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author Yoon, J
Roberts, S
Dyson, M
Can, J
IEEE
author_facet Yoon, J
Roberts, S
Dyson, M
Can, J
IEEE
author_sort Yoon, J
collection OXFORD
description This paper proposes a robust algorithm to adapt a model for EEG signal classification using a modified Extended Kalman Filter (EKF). By applying Bayesian conjugate priors and marginalising the parameters, we can avoid the needs to estimate the covariances of the observation and hidden state noises. In addition, Laplace approximation is employed in our model to approximate non-Gaussian distributions as Gaussians. ©2008 IEEE.
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institution University of Oxford
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spelling oxford-uuid:0620114d-e352-44b7-bd7e-e77d7bca7a6d2022-03-26T09:00:58ZSequential Bayesian Estimation for Adaptive ClassificationConference itemhttp://purl.org/coar/resource_type/c_5794uuid:0620114d-e352-44b7-bd7e-e77d7bca7a6dSymplectic Elements at Oxford2008Yoon, JRoberts, SDyson, MCan, JIEEEThis paper proposes a robust algorithm to adapt a model for EEG signal classification using a modified Extended Kalman Filter (EKF). By applying Bayesian conjugate priors and marginalising the parameters, we can avoid the needs to estimate the covariances of the observation and hidden state noises. In addition, Laplace approximation is employed in our model to approximate non-Gaussian distributions as Gaussians. ©2008 IEEE.
spellingShingle Yoon, J
Roberts, S
Dyson, M
Can, J
IEEE
Sequential Bayesian Estimation for Adaptive Classification
title Sequential Bayesian Estimation for Adaptive Classification
title_full Sequential Bayesian Estimation for Adaptive Classification
title_fullStr Sequential Bayesian Estimation for Adaptive Classification
title_full_unstemmed Sequential Bayesian Estimation for Adaptive Classification
title_short Sequential Bayesian Estimation for Adaptive Classification
title_sort sequential bayesian estimation for adaptive classification
work_keys_str_mv AT yoonj sequentialbayesianestimationforadaptiveclassification
AT robertss sequentialbayesianestimationforadaptiveclassification
AT dysonm sequentialbayesianestimationforadaptiveclassification
AT canj sequentialbayesianestimationforadaptiveclassification
AT ieee sequentialbayesianestimationforadaptiveclassification