Numerical Bayesian Methods Applied to Signal Processing

DOI10.1007/978-1-4612-0717-7zbMath0871.62025OpenAlexW4249529907MaRDI QIDQ4877339

Joseph J. K. Ó Ruanaidh, William 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

simulated annealingmaximum likelihooddata interpolationGibbs samplerEM-algorithmMarkov chain Monte Carlo methodsexpectation-maximization algorithmgeneralized linear modelchangepoint detectionMetropolis-Hasting algorithmoptimal signal processingpolynomial data fittingdynamical hybrid Monte Carlo

Mathematics Subject Classification ID

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

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