DocumentCode
356731
Title
Default prior for robust Bayesian model selection of sinusoids in Gaussian noise
Author
Andrieu, Cindie ; Pérez, J.M.
Author_Institution
Dept. of Eng., Cambridge Univ., UK
fYear
2000
fDate
2000
Firstpage
405
Lastpage
409
Abstract
We address the problem of detection and estimation of sinusoids embedded in white Gaussian noise. We follow a Bayesian approach and adopt robust default priors, expected posterior priors. In order to compute the associated Bayes factor required for model selection we resort to Monte Carlo Markov chain algorithms, and illustrate performance on an example
Keywords
AWGN; Bayes methods; Markov processes; Monte Carlo methods; parameter estimation; signal detection; Bayes factor; Bayesian model selection; Markov chain algorithms; Monte Carlo algorithms; expected posterior priors; performance; robust default priors; sinusoid detection; sinusoid estimation; white Gaussian noise; Acoustic noise; Bayesian methods; Data analysis; Gaussian noise; Integrated circuit modeling; Integrated circuit noise; Monte Carlo methods; Noise level; Noise robustness; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location
Pocono Manor, PA
Print_ISBN
0-7803-5988-7
Type
conf
DOI
10.1109/SSAP.2000.870155
Filename
870155
Link To Document