Bayesian multiscale feature detection of log-spectral densities

DOI10.1016/J.CSDA.2009.03.020zbMATH Open1453.62204OpenAlexW2091409474MaRDI QIDQ961849FDOQ961849

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

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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)

Cites Work

• Gaussian Markov Random Fields
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• SiZer for Exploration of Structures in Curves
• Time series: theory and methods.
• 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)
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Title not available (Why is that?)
• Bayesian Estimation of the Spectral Density of a Time Series
• Scale space view of curve estimation.
• Time series. Data analysis and theory.
• Automatic Smoothing of the Log Periodogram
• Bayesian multiscale analysis for time series data
• Advanced Distribution Theory for SiZer
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• Mathematical Considerations in the Estimation of Spectra
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• Random field priors for spectral density functions
• Bayesian semiparametric inference on long-range dependence

Cited In (13)

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

Uses Software

• GMRFLib
• INLA
• wmtsa
• SiZer

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