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...
Үндсэн зохиолчид: | Andrieu, C, Doucet, A |
---|---|
Формат: | Journal article |
Хэл сонгох: | English |
Хэвлэсэн: |
IEEE
1999
|
Ижил төстэй зүйлс
Ижил төстэй зүйлс
-
Reversible Jump MCMC Simulated Annealing for Neural Networks
-н: Andrieu, C, зэрэг
Хэвлэсэн: (2000) -
Sequential MCMC for Bayesian model selection
-н: Andrieu, C, зэрэг
Хэвлэсэн: (1999) -
Sequential MCMC for Bayesian model selection
-н: Andrieu, C, зэрэг
Хэвлэсэн: (1999) -
Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm
-н: Suparman, S., зэрэг
Хэвлэсэн: (2018) -
Model selection by MCMC computation
-н: Andrieu, C, зэрэг
Хэвлэсэн: (2001)