Bayesian curve fitting using MCMC with applications to signal segmentation
We propose some Bayesian methods to address the problem of fitting a signal modeled by a sequence of piecewise constant linear (in the parameters) regression models, for example, autoregressive or Volterra models. A joint prior distribution is set up over the number of the changepoints/knots, their...
| Main Authors: | , , , |
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| פורמט: | Journal article |
| שפה: | English |
| יצא לאור: |
2002
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