Numerical Bayesian Methods Applied to Signal Processing
DOI10.1007/978-1-4612-0717-7zbMATH Open0871.62025OpenAlexW4249529907MaRDI QIDQ4877339FDOQ4877339
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
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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)
Cited In (37)
- A statistical approach to the problem of restoring damaged and contaminated images
- Segmentation uncertainty in multiple change-point models
- 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
- 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
- Bayesian inference and Gibbs sampling in spectral analysis and parameter estimation. I
- Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering)
- Machine learning problems from optimization perspective
- On robust cross-validation for nonparametric smoothing
- Autoregressive processes with generalized hyperbolic innovations
- Hyperparameter estimation for satellite image restoration using a MCMC maximum-likelihood method
- A pruned recursive solution to the multiple change point problem
- An exact approach to Bayesian sequential change point detection
- 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
- Title not available (Why is that?)
- 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
- Changepoint Detection in the Presence of Outliers
- 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
- MCMC methods for restoration of nonlinearly distorted autoregressive signals.
- Proximal nested sampling for high-dimensional Bayesian model selection
- On-Line Inference for Hidden Markov Models via Particle Filters
- Asymptotic Bayesian structure learning using graph supports for Gaussian graphical models
- Case studies in Bayesian segmentation applied to CD control
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