Asymptotic MAP criteria for model selection

IEEE Transactions on Signal Processing

Volumn 46, Issue 10, 1998, Pages 2726-2735

  Djuric, Petar M ^a  

^a Stony Brook University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

AKAIKE CRITERION; BAYESIAN METHOD; MAXIMUM A POSTERIORI (MAP); MINIMUM DESCRIPTION LENGTH (MDL); MODEL SELECTION;

SIGNAL PROCESSING;

EID: 0032187905     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.720374     Document Type: Article

References (23)

1. H. Akaike, "A new look at the statistical model identification," IEE Trans. Automat. Contr., vol. AC-19, pp. 716-723, 1974.
2. O. E. Barndorff-Nielsen and D. R. Cox, Asymptotic Techniques for Us in Statistics. New York: Chapman and Hall, 1989.
3. P. M. Djuric and S. Kay, "Parameter estimation of chirp signals," IEE Trans. Signal Processing, vol. 38, pp. 2118-2126, 1990.
4. P. M. Djuric, "Model selection based on asymptotic Bayes theory," i Proc. Seventh SP Workshop Statistical Signal Array Processing, Quebe City, P.Q., Canada, 1994, pp. 7-10.
5. "A Model selection rule for sinusoids in white Gaussian noise, IEEE Trans. Signal Processing, vol. 44, pp. 1794-1751, 1996.
6. N. Flournoy and R. K. Tsutakawa, Eds. Providence, RI: Statistica Multiple Integration, Amer. Math. Soc., 1989.
7. A. E. Gelfand and D. K. Dey, "Bayesian model choice: Asymptotic and exact calculations," J. R. Stat. Soc., vol. B, pp. 501-514, 1994.
8. E. J. Hannan, "Determining the number of jumps in a spectrum," i Developments in Time Series Analysis, T. Subba Rao, Ed. London U.K.: Chapman and Hall, 1993, pp. 127-138.
9. J. Hwang, "A combined detection-estimation algorithm for the harmoni retrieval problem," Signal Process., vol. 30, pp. 177-197, 1993.
10. R. L. Kashyap, "Optimal choice of AR and MA parts in autoregressiv moving average models," IEEE Trans. Pattern Anal. Machine Intel!. vol. PAMM, pp. 99-104, 1982.
11. R. E. Kass and A. E. Raftery, "Bayes Factors," J. Amer. Stat. Assoc. vol. 90, pp. 773-795, 1995.
12. T. Leonard, "Comment on a paper by M. Lejeune and G. D. Faulken berry," J. Amer. Stat. Assoc., vol. 77, pp. 657-658, 1982.
13. Z. Liang, R. J. Jaszczak, and R. E. Coleman, "Parameter estimation o finite mixtures using the EM algorithm and information criteria wit application to medical image processing," IEEE Trans. Nucl. Sei., vol 39, pp. 1126-1133, 1992
14. A. O'Hagan, KendaWs Advanced Theory of Statistics: Bayesian Inference. New York: Wiley, 1994
15. D. S. Poskitt, "Precision, complexity and Bayesian model determination," J. R. Stat. Soc. B, vol. 49, pp. 199-208, 1987.
16. V. U. Reddy and L. S. Biradar, "SVD based information theoreti criteria for detection of the number of damped/undamped sinusoids and their performance analysis," IEEE Trans. Signal Processing, vol. 41 pp. 2872-2881, 1993.
17. J. Rissanen, "Modeling by shortest data description," Automatica, vol 14, pp. 46578, 1978.
18. "Fisher information and stochastic complexity," IEEE Trans Inform. Theory, vol. 42, pp. 40-47, 1996.
19. G. Schwarz, "Estimation the dimension of the model," Ann. Stat., vol 6, pp. 46164, 1978.
20. D. B. Williams, "Counting the degrees of freedom when using AIC an MDL to detect signals," IEEE Trans. Signal Processing, vol. 42, pp 3282-3284, 1994.
21. G. Xu, R. H. Roy, and T. Kailath, "Detection of number of source via exploitation of centro-symmetry property," IEEE Trans. Signa Processing, vol. 42, pp. 102-112, 1994.
22. S. F. Yau and Y. Bresler, "Maximum likelihood parameter estimatio of superimposed signals by dynamic programming," IEEE Trans. Signa Processing, vol. 41, pp. 804-820, 1993.
23. C. J. Ying, L. C. Potter, and R. L. Moses, "On model order determinatio for complex exponential signals: Performance of an FFT-initialized M algorithm," Proc. Seventh SP Workshop Stat. Signal Array Process. 1994, pp. 436.