Bayesian multiscale feature detection of log-spectral densities

DOI10.1016/J.CSDA.2009.03.020MaRDI QIDQ961849zbMATH OpenOpenAlexFDO

Authors Sigrunn H. Sørbye, Kristian Hindberg, Håvard Rue, Lena Ringstad Olsen

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.03.020

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Advanced Distribution Theory for SiZer
• Approximate Bayesian inference for hierarchical Gaussian Markov random field models
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Automatic Smoothing of the Log Periodogram
• Bayesian Estimation of the Spectral Density of a Time Series
• Bayesian multiscale analysis for time series data
• Bayesian semiparametric inference on long-range dependence
• Gaussian Markov Random Fields
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 40987 (Why is no real title available?)
• scientific article; zbMATH DE number 1086083 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 3188884 (Why is no real title available?)
• Mathematical Considerations in the Estimation of Spectra
• Random field priors for spectral density functions
• Scale space view of curve estimation.
• SiZer for Exploration of Structures in Curves
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Time series. Data analysis and theory.
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Cited in

(13)

• Bayesian multiscale analysis for time series data
• Bayesian random projection-based signal detection for Gaussian scale space random fields
• Statistical inference and visualization in scale-space using local likelihood
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Nonparametric estimation of a log-variance function in scale-space
• An exploratory data analysis in scale-space for interval-valued data
• Bayesian analysis of features in a scatter plot with dependent observations and errors in predictors
• Bayesian decision theoretic scale-adaptive estimation of a log-spectral density
• A bayesian signal detection procedure for scale‐space random fields
• Statistical Scale Space Methods
• Scale space methods for analysis of type 2 diabetes patients' blood glucose values
• Theoretical investigation of an exploratory approach for log-density in scale-space
• A visual display device for significant features in complicated signals

Describes a project that uses

Uses Software

• INLA
• wmtsa
• SiZer
• GMRFLib

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