Gibbs sampling for parameters estimation and change-points detection in inverse problems. Application to electromagnetic imaging. (Q1575172): Difference between revisions
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Latest revision as of 11:25, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gibbs sampling for parameters estimation and change-points detection in inverse problems. Application to electromagnetic imaging. |
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Gibbs sampling for parameters estimation and change-points detection in inverse problems. Application to electromagnetic imaging. (English)
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21 August 2000
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In the framework of Bayesian inverse problems, we investigate the use of suitable prior probabilities for modeling the presence of abrupt changes in the distribution of the nonobserved data sequence. We adopt a Gibbs-type sampling method for estimating the posterior distribution of this sequence. In the second part, we apply recent results on stochastic versions of the well-known EM algorithm with averaging and acceleration techniques to estimate some parameters of the model. A numerical example for the magnetotelluric inverse problem is proposed.
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Inverse problem
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Change-point detection
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EM algorithm
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Stochastic approximation
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Magnetotelluric inverse problem
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