Numerical Bayesian Methods Applied to Signal Processing

DOI10.1007/978-1-4612-0717-7MaRDI QIDQ4877339zbMATH OpenOpenAlexFDO

Authors Joseph J. K. Ó Ruanaidh, W. J. Fitzgerald

Publication date 12 May 1996

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-0717-7

zbMATH Keywords

changepoint detectiondata interpolationdynamical hybrid Monte CarloEM-algorithmexpectation-maximization algorithmgeneralized linear modelGibbs samplerMarkov chain Monte Carlo methodsmaximum likelihoodMetropolis-Hasting algorithmoptimal signal processingpolynomial data fittingsimulated annealing

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(42)

• A state-space super-resolution approach for video reconstruction
• Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering)
• Adaptive MCMC for multiple changepoint analysis with applications to large datasets
• A pruned recursive solution to the multiple change point problem
• An exact approach to Bayesian sequential change point detection
• Without-replacement sampling for particle methods on finite state spaces
• Automated rejection sampling from product of distributions
• Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
• Robust algorithms for multiphase regression models
• Bayesian multiple change-points detection in a normal model with heterogeneous variances
• Proximal nested sampling for high-dimensional Bayesian model selection
• On robust cross-validation for nonparametric smoothing
• Exploring the latent segmentation space for the assessment of multiple change-point models
• Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
• Bayesian deconvolution of signals observed on arrays
• Gauss, Kalman and advances in recursive parameter estimation
• Identification of non-linear stochastic systems by state dependent parameter estimation
• scientific article; zbMATH DE number 1233799 (Why is no real title available?)
• Case studies in Bayesian segmentation applied to CD control
• scientific article; zbMATH DE number 1522703 (Why is no real title available?)
• Bayesian Post-Processing Methods for Jitter Mitigation in Sampling
• On-Line Inference for Hidden Markov Models via Particle Filters
• Using the Z-Order Curve for Bayesian Model Comparison
• The Bayesian Approach to Signal Modelling
• Bayesian inference and Gibbs sampling in spectral analysis and parameter estimation. I
• Graphical Influence Diagnostics for Changepoint Models
• Autoregressive processes with generalized hyperbolic innovations
• Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
• Changepoint Detection in the Presence of Outliers
• MCMC methods for restoration of nonlinearly distorted autoregressive signals.
• Hyperparameter estimation for satellite image restoration using a MCMC maximum-likelihood method
• Segmentation uncertainty in multiple change-point models
• Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
• Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function
• Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA
• Combining adaptive MCMC and nested sampling for robust Bayesian model selection with reduced prior sensitivity
• Nonparametric CUSUM change-point detection procedures based on modified empirical likelihood
• A note on the area under the likelihood and the fake evidence for model selection
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments
• Adaptive weighted total variation penalty for precise change point detection
• A statistical approach to the problem of restoring damaged and contaminated images
• Machine learning problems from optimization perspective

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