Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC

In this paper, the problem of joint Bayesian model selection and parameter estimation for sinusoids in white Gaussian noise is addressed. An original Bayesian model is proposed that allows us to define a posterior distribution on the parameter space. All Bayesian inference is then based on this dist...

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Dades bibliogràfiques
Autors principals: Andrieu, C, Doucet, A
Format: Journal article
Idioma:English
Publicat: IEEE 1999