Conjugate Gamma Markov Random Fields for Modelling Nonstationary Sources

DOI10.1007/978-3-540-74494-8_87MaRDI QIDQ3608623zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• scientific article; zbMATH DE number 2230347 (Why is no real title available?)
• A Bayesian approach to blind source separation
• Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
• Graphical models, exponential families, and variational inference
• Independent component analysis: principles and practice
• Poisson/gamma random field models for spatial statistics

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

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