Complex-valued Bayesian parameter estimation via Markov chain Monte Carlo

DOI10.1016/J.INS.2015.08.002MaRDI QIDQ1750426zbMATH OpenOpenAlexFDO

Authors Ying Liu, Chunguang Li

Publication date 22 May 2018

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2015.08.002

zbMATH Keywords

Markov chain Monte Carloparameter estimationBayesian analysisdifferential evolutioncomplex-valuedMetropolis-Hastings sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
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• Bayesian system identification
• Bayesian system identification via Markov chain Monte Carlo techniques
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• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Dissipativity analysis of memristor-based complex-valued neural networks with time-varying delays
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• Markov chains and stochastic stability
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo sampling methods using Markov chains and their applications
• On Approximate Diagonalization of Correlation Matrices in Widely Linear Signal Processing
• On convexification of system identification criteria
• Population Markov chain Monte Carlo
• Widely Linear MVDR Beamformers for the Reception of an Unknown Signal Corrupted by Noncircular Interferences

Describes a project that uses

Uses Software

• BayesDA

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