Inference in symmetric alpha-stable noise using MCMC and the slice sampler

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

Volumn 6, Issue , 2000, Pages 3806-3809

  Godsill, Simon ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; STABILITY CRITERIA; ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SAMPLING; SPURIOUS SIGNAL NOISE;

ALPHA-STABLE NOISE; CONVERGENCE PROPERTIES; DIRECT EVALUATIONS; MARKOV CHAIN MONTE CARLO; SIMULATION-BASED METHOD; STABLE DENSITY FUNCTIONS; SYMMETRIC STABLE PROCESS; UNIFORM DISTRIBUTION;

SIGNAL PROCESSING; SIGNAL FILTERING AND PREDICTION;

ALPHA STABLE NOISE; SLICE SAMPLER; STABLE DENSITY FUNCTION;

EID: 0033724629     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2000.860232     Document Type: Conference Paper

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