Conjugate Gamma Markov Random Fields for Modelling Nonstationary Sources

DOI10.1007/978-3-540-74494-8_87zbMATH Open1173.94354OpenAlexW1544503773MaRDI QIDQ3608623FDOQ3608623

Authors: A. Taylan Cemgil, Onur Dikmen 

Publication date: 5 March 2009

Published in: Independent Component Analysis and Signal Separation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74494-8_87

Recommendations

• A nonparametric model for stationary time series
• Jointly Distributed Mean and Mixing Coefficients for Bayesian Source Separation using MCMC and ICM
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Blind Separation of Non-stationary Images Using Markov Models
• Blind source separation for non-stationary mixing

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Graphical models, exponential families, and variational inference
• Title not available (Why is that?)
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Poisson/gamma random field models for spatial statistics
• Title not available (Why is that?)
• Independent component analysis: principles and practice
• A Bayesian approach to blind source separation

Cited In (3)

• Bayesian wavelet de-noising with the caravan prior
• Nonparametric Bayesian volatility learning under microstructure noise
• Nonparametric Bayesian inference for stochastic processes with piecewise constant priors

This page was built for publication: Conjugate Gamma Markov Random Fields for Modelling Nonstationary Sources

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608623)