DocumentCode :
1838038
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
Volume :
5
fYear :
1997
fDate :
21-24 Apr 1997
Firstpage :
3569
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;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on
Conference_Location :
Munich
ISSN :
1520-6149
Print_ISBN :
0-8186-7919-0
Type :
conf
DOI :
10.1109/ICASSP.1997.604637
Filename :
604637
Link To Document :
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