Bayesian model selection for time series using Markov chain Monte Carlo

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 5, Issue , 1997, Pages 3733-3736

  Troughton, Paul T ^a   Godsill, Simon J ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; SET THEORY; TIME SERIES ANALYSIS;

GIBBS SAMPLER; HIERARCHICAL BAYESIAN FRAMEWORK;

SIGNAL PROCESSING;

EID: 0030715485     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (17)