Bayesian computational approaches to model selection

MaRDI QIDQ2712134zbMATH OpenFDO

Authors Christophe Andrieu, Arnaud Doucet, W. J. Fitzgerald, J.-M. Pérez

Publication date 7 November 2001

zbMATH Keywords

Bayes factorsBayesian analysisdetection of sinusoidsGaussian mixture modelsMarkov chain Monte Carlo methodsmodel selectionparameter estimationposterior model probabilitiesprior distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Identification in stochastic control theory (93E12)

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• Bayesian estimation of parameters of a damped sinusoidal model by a Markov chain Monte Carlo method
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• Numerical Bayesian Methods Applied to Signal Processing
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