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...
Huvudupphovsmän: | Andrieu, C, Doucet, A |
---|---|
Materialtyp: | Journal article |
Språk: | English |
Publicerad: |
IEEE
1999
|
Liknande verk
Liknande verk
-
Reversible Jump MCMC Simulated Annealing for Neural Networks
av: Andrieu, C, et al.
Publicerad: (2000) -
Sequential MCMC for Bayesian model selection
av: Andrieu, C, et al.
Publicerad: (1999) -
Sequential MCMC for Bayesian model selection
av: Andrieu, C, et al.
Publicerad: (1999) -
Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm
av: Suparman, S., et al.
Publicerad: (2018) -
Model selection by MCMC computation
av: Andrieu, C, et al.
Publicerad: (2001)