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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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. |
first_indexed | 2024-03-06T18:20:33Z |
format | Conference item |
id | oxford-uuid:0620114d-e352-44b7-bd7e-e77d7bca7a6d |
institution | University of Oxford |
last_indexed | 2024-03-06T18:20:33Z |
publishDate | 2008 |
record_format | dspace |
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 |