Title :
Extension of the general linear model to include prior parameter information
Author :
Hsieh, Mark C M ; Rayner, Peter J W
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
A set of approximations has been applied to allow the inclusion of Gaussian distributed priors for the linear parameters of the general linear model in order that the parameters may be integrated out alongside the Gaussian error noise variance, to give the model evidence and posterior distributions in analytic form. The extended model achieves greater accuracy in parameter estimation and evidence approximation when applied in a Bayesian inference framework, with no increase in computational load
Keywords :
Bayes methods; Gaussian distribution; Gaussian noise; approximation theory; filtering theory; parameter estimation; Bayesian inference framework; Gaussian distributed priors; Gaussian error noise variance; evidence approximation; extended model; filtered signal; general linear model; linear parameters; parameter estimation; posterior distribution; prior parameter information; Analysis of variance; Bayesian methods; Equations; Gaussian distribution; Gaussian noise; Laboratories; Least squares approximation; Parameter estimation; Samarium; Signal processing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on
Conference_Location :
Munich
Print_ISBN :
0-8186-7919-0
DOI :
10.1109/ICASSP.1997.604637