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

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...

書目詳細資料
Main Authors:	Andrieu, C, Doucet, A
格式:	Journal article
語言:	English
出版:	IEEE 1999

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