Numerical Bayesian Methods Applied to Signal Processing Hardcover - 1996
by Joseph J. O. Ruanaidh; William J. Fitzgerald
From the rear cover
This book is concerned with the processing of signals that have been sampled and digitized. The authors present algorithms for the optimization, random simulation, and numerical integration of probability densities for applications of Bayesian inference to signal processing. In particular, methods are developed for the computation of marginal densities and evidence, and are applied to previously intractable problems either involving large numbers of parameters or where the signal model is of a complex form. The emphasis is on the applications of these methods notably to the restoration of digital audio recordings and biomedical data. After a chapter which sets out the main principles of Bayesian inference applied to signal processing, subsequent chapters cover numerical approaches to these techniques, the use of Markov Chain Monte Carlo methods, the identification of abrupt changes in data using the Bayesian piecewise linear model, and identifying missing samples in digital audio signals.
Details
- Title Numerical Bayesian Methods Applied to Signal Processing
- Author Joseph J. O. Ruanaidh; William J. Fitzgerald
- Binding Hardcover
- Edition First Edition
- Pages 244
- Volumes 1
- Language ENG
- Publisher Springer, New York
- Date 1996-02-23
- Illustrated Yes
- ISBN 9780387946290 / 0387946292
- Weight 1.24 lbs (0.56 kg)
- Dimensions 9.53 x 6.37 x 0.77 in (24.21 x 16.18 x 1.96 cm)
- Library of Congress subjects Bayesian statistical decision theory, Signal processing - Statistical methods
- Library of Congress Catalog Number 95044635
- Dewey Decimal Code 519.5
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Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)
by O Ruanaidh, Joseph J.K.
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