Numerical Bayesian Methods Applied to Signal Processing
simulated annealingexpectation-maximization algorithmgeneralized linear modelmaximum likelihoodGibbs samplerMarkov chain Monte Carlo methodschangepoint detectionEM-algorithmMetropolis-Hasting algorithmdata interpolationoptimal signal processingpolynomial data fittingdynamical hybrid Monte Carlo
Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
- Case studies in Bayesian segmentation applied to CD control
- A statistical approach to the problem of restoring damaged and contaminated images
- Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models
- Robust algorithms for multiphase regression models
- Gauss, Kalman and advances in recursive parameter estimation
- Segmentation uncertainty in multiple change-point models
- Adaptive MCMC for multiple changepoint analysis with applications to large datasets
- Efficient Bayesian analysis of multiple changepoint models with dependence across segments
- Without-replacement sampling for particle methods on finite state spaces
- Identification of non-linear stochastic systems by state dependent parameter estimation
- Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions
- Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering)
- Bayesian inference and Gibbs sampling in spectral analysis and parameter estimation. I
- Machine learning problems from optimization perspective
- On robust cross-validation for nonparametric smoothing
- Autoregressive processes with generalized hyperbolic innovations
- A pruned recursive solution to the multiple change point problem
- An exact approach to Bayesian sequential change point detection
- Hyperparameter estimation for satellite image restoration using a MCMC maximum-likelihood method
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Using the Z-Order Curve for Bayesian Model Comparison
- Combining adaptive MCMC and nested sampling for robust Bayesian model selection with reduced prior sensitivity
- scientific article; zbMATH DE number 1522703 (Why is no real title available?)
- A state-space super-resolution approach for video reconstruction
- The Bayesian Approach to Signal Modelling
- Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
- Bayesian Post-Processing Methods for Jitter Mitigation in Sampling
- Nonparametric CUSUM change-point detection procedures based on modified empirical likelihood
- Changepoint Detection in the Presence of Outliers
- A note on the area under the likelihood and the fake evidence for model selection
- 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
- Graphical Influence Diagnostics for Changepoint Models
- Automated rejection sampling from product of distributions
- Bayesian deconvolution of signals observed on arrays
- Proximal nested sampling for high-dimensional Bayesian model selection
- On-Line Inference for Hidden Markov Models via Particle Filters
- MCMC methods for restoration of nonlinearly distorted autoregressive signals.
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
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