• 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