메뉴 건너뛰기




Volumn 81, Issue 1, 2001, Pages 19-37

Model selection by MCMC computation

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

EID: 0034824065     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(00)00188-2     Document Type: Article
Times cited : (75)

References (36)
  • 1
    • 0033349354 scopus 로고    scopus 로고
    • Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
    • October
    • C. Andrieu, A. Doucet, Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC, IEEE Trans. Signal Process. 47 (10) (October 1999) 2667-2676.
    • (1999) IEEE Trans. Signal Process. , vol.47 , Issue.10 , pp. 2667-2676
    • Andrieu, C.1    Doucet, A.2
  • 2
    • 34547616407 scopus 로고    scopus 로고
    • On Monte Carlo methods for Bayesian data analysis
    • A. Mees, R.L. Smith (Eds.), Birkhaöuser
    • C. Andrieu, A. Doucet, W.J. Fitzgerald, On Monte Carlo methods for Bayesian data analysis, in: A. Mees, R.L. Smith (Eds.), Nonlinear Dynamics and Statistics, Birkhaöuser, 2000.
    • (2000) Nonlinear Dynamics and Statistics
    • Andrieu, C.1    Doucet, A.2    Fitzgerald, W.J.3
  • 3
    • 0005260768 scopus 로고    scopus 로고
    • Bayesian computational approaches to model selection
    • W.J. Fitzgerald, R.L. Smith, P.C. Young, A. Walden (Eds.), Newton Institute Series, Cambridge University Press, Cambridge
    • C. Andrieu, A. Doucet, W.J. Fitzgerald, J.M. Pereóz, Bayesian computational approaches to model selection, in: W.J. Fitzgerald, R.L. Smith, P.C. Young, A. Walden (Eds.), Nonlinear and Non Gaussian Signal Processing, Newton Institute Series, Cambridge University Press, Cambridge, 2000.
    • (2000) Nonlinear and Non Gaussian Signal Processing
    • Andrieu, C.1    Doucet, A.2    Fitzgerald, W.J.3    Pereóz, J.M.4
  • 4
    • 0004069060 scopus 로고    scopus 로고
    • Robust full Bayesian learning for neural networks
    • submitted for publication, available as Technical Report CUED/F-INFENG/TR. 343, University of Cambridge, UK
    • C. Andrieu, J.F.G. de Freitas, A. Doucet, Robust full Bayesian learning for neural networks, IEEE Trans. Neural Networks, submitted for publication, available as Technical Report CUED/F-INFENG/TR. 343, University of Cambridge, UK, 1999.
    • (1999) IEEE Trans. Neural Networks
    • Andrieu, C.1    De Freitas, J.F.G.2    Doucet, A.3
  • 6
    • 0000506629 scopus 로고
    • Bayesian model choice via Markov chain Monte Carlo
    • B.P. Carlin, S. Chib, Bayesian model choice via Markov chain Monte Carlo, J. Roy. Stat. Soc. B 57 (1995) 473-484.
    • (1995) J. Roy. Stat. Soc. B , vol.57 , pp. 473-484
    • Carlin, B.P.1    Chib, S.2
  • 7
    • 0032658342 scopus 로고    scopus 로고
    • A data driven Bayesian sampling scheme for unsupervised image segmentation
    • Phoenix
    • E. Clark, A. Quinn, A data driven Bayesian sampling scheme for unsupervised image segmentation, Proceedings of ICASSP, Vol. 6, Phoenix, 1999.
    • (1999) Proceedings of ICASSP , vol.6
    • Clark, E.1    Quinn, A.2
  • 8
    • 0343198394 scopus 로고    scopus 로고
    • On Bayesian model and variable selection using MCMC
    • New Forest, September
    • P. Dellaportas, J.J. Forster, I. Ntzoufras, On Bayesian model and variable selection using MCMC, paper based upon a talk presented at the HSSS Workshop on Variable Dimension MCMC, New Forest, September 1997. Available from http://www.stat-athens.aueb.gr/~ptd/gvs.ps
    • (1997) HSSS Workshop on Variable Dimension MCMC
    • Dellaportas, P.1    Forster, J.J.2    Ntzoufras, I.3
  • 9
    • 0008745994 scopus 로고    scopus 로고
    • Bayesian methods for signal processing
    • P.M. Djuricó, Bayesian methods for signal processing, IEEE Signal Process. Mag. 15 (5) (1998) 26-28.
    • (1998) IEEE Signal Process. Mag. , vol.15 , Issue.5 , pp. 26-28
    • Djuricó, P.M.1
  • 10
    • 0005745731 scopus 로고    scopus 로고
    • Variable selection by a reversible jump MCMC approach
    • The Island of Rhodes, Greece
    • P.M. Djuricó, Variable selection by a reversible jump MCMC approach, Proceedings of EUSIPCO, Vol. 4, The Island of Rhodes, Greece, 1998, pp. 2013-2016.
    • (1998) Proceedings of EUSIPCO , vol.4 , pp. 2013-2016
    • Djuricó, P.M.1
  • 11
    • 0032258028 scopus 로고    scopus 로고
    • Parametric modeling and estimation of time-varying spectra
    • Asilomar, CA
    • P.M. Djuricó, S.J. Godsill, Parametric modeling and estimation of time-varying spectra, Proceedings of Asilomar, Asilomar, CA, 1998, pp. 292-296.
    • (1998) Proceedings of Asilomar , pp. 292-296
    • Djuricó, P.M.1    Godsill, S.J.2
  • 12
    • 0031631089 scopus 로고    scopus 로고
    • Detection and estimation of signals by reversible jump Markov chain Monte Carlo computations
    • Seattle
    • P.M. Djuricó, S.J. Godsill, W.J. Fitzgerald, P.J.W. Rayner, Detection and estimation of signals by reversible jump Markov chain Monte Carlo computations, Proceedings of ICASSP, Vol. 4, Seattle, 1998, pp. 2269-2272.
    • (1998) Proceedings of ICASSP , vol.4 , pp. 2269-2272
    • Djuricó, P.M.1    Godsill, S.J.2    Fitzgerald, W.J.3    Rayner, P.J.W.4
  • 13
    • 0032657807 scopus 로고    scopus 로고
    • Iterative algorithms for optimal state estimation of jump Markov linear systems
    • Phoenix, Arizona
    • A. Doucet, C. Andrieu, Iterative algorithms for optimal state estimation of jump Markov linear systems, Proceedings of ICASSP, Phoenix, Arizona, 1999.
    • (1999) Proceedings of ICASSP
    • Doucet, A.1    Andrieu, C.2
  • 14
    • 0342329021 scopus 로고    scopus 로고
    • Signal processing applications of Markov chain Monte Carlo methods
    • this issue
    • W.J. Fitzgerald, Signal processing applications of Markov chain Monte Carlo methods, Signal Processing, this issue.
    • Signal Processing
    • Fitzgerald, W.J.1
  • 18
    • 0342329020 scopus 로고    scopus 로고
    • Some new relationships between MCMC model uncertainty methods
    • University of Cambridge, December
    • S. Godsill, Some new relationships between MCMC model uncertainty methods, Technical Report CUED/F-INFENG/TR. 305, University of Cambridge, December 1997.
    • (1997) Technical Report CUED/F-INFENG/TR , vol.305
    • Godsill, S.1
  • 19
    • 0004206736 scopus 로고
    • Division of Applied Mathematics, Brown University, Providence, RI
    • U. Grenander, Tutorial in pattern theory, Division of Applied Mathematics, Brown University, Providence, RI, 1983.
    • (1983) Tutorial in Pattern Theory
    • Grenander, U.1
  • 20
    • 0000281374 scopus 로고
    • Representation of knowledge in complex systems
    • U. Grenander, M.I. Miller, Representation of knowledge in complex systems (with discussion), J. Roy. Stat. Soc. B 56 (1994) 549-603.
    • (1994) J. Roy. Stat. Soc. B , vol.56 , pp. 549-603
    • Grenander, U.1    Miller, M.I.2
  • 21
    • 77956889087 scopus 로고
    • Reversible jump MCMC computation and Bayesian model determination
    • P.J. Green, Reversible jump MCMC computation and Bayesian model determination, Biometrika 82 (1995) 711-732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 22
    • 0001003413 scopus 로고    scopus 로고
    • General Metropolis-Hastings jump-diffusions for automatic target recognition in infrared scenes
    • A.D. Lanterman, M.I. Miller, D.L. Snyder, General Metropolis-Hastings jump-diffusions for automatic target recognition in infrared scenes, Opt. Eng. 36 (1997) 1123-1137.
    • (1997) Opt. Eng. , vol.36 , pp. 1123-1137
    • Lanterman, A.D.1    Miller, M.I.2    Snyder, D.L.3
  • 24
    • 0029405830 scopus 로고
    • Conditional-mean estimation via jump-diffusion processes in multiple target tracking/recognition
    • M.I. Miller, A. Srivastava, U. Grenander, Conditional-mean estimation via jump-diffusion processes in multiple target tracking/recognition, IEEE Trans. Signal Process. 43 (1995) 2678-2690.
    • (1995) IEEE Trans. Signal Process. , vol.43 , pp. 2678-2690
    • Miller, M.I.1    Srivastava, A.2    Grenander, U.3
  • 26
    • 0002013327 scopus 로고    scopus 로고
    • Bayesian model comparison via jump diffusions
    • Gilks, Richardson and Spiegelhalter, eds., Chapman & Hall, London
    • D.B. Philips, A.F.M. Smith, Bayesian model comparison via jump diffusions, in: Gilks, Richardson and Spiegelhalter, eds., Markov Chain Monte Carlo in Practice, Chapman & Hall, London, 1996, pp. 214-239.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 214-239
    • Philips, D.B.1    Smith, A.F.M.2
  • 27
    • 0343198389 scopus 로고
    • Spatial birth-and-death processes
    • C.J. Preston, Spatial birth-and-death processes, Bull. Inst. Int. Stat. 39 (1976) 177-212.
    • (1976) Bull. Inst. Int. Stat. , vol.39 , pp. 177-212
    • Preston, C.J.1
  • 28
    • 18244378520 scopus 로고    scopus 로고
    • On Bayesian analysis of mixtures with unknown number of components
    • S. Richardson, P.J. Green, On Bayesian analysis of mixtures with unknown number of components, J. Roy. Stat. Soc. B 59 (4) (1997) 731-792.
    • (1997) J. Roy. Stat. Soc. B , vol.59 , Issue.4 , pp. 731-792
    • Richardson, S.1    Green, P.J.2
  • 29
    • 0000135848 scopus 로고
    • Modelling spatial patterns
    • B.D. Ripley, Modelling spatial patterns (with discussion), J. Roy. Stat. Soc. B 39 (1977) 172-212.
    • (1977) J. Roy. Stat. Soc. B , vol.39 , pp. 172-212
    • Ripley, B.D.1
  • 31
    • 85132364916 scopus 로고    scopus 로고
    • Exponential convergence of Langevin diffusions and their discrete approximations
    • G.O. Roberts, R.L. Tweedie, Exponential convergence of Langevin diffusions and their discrete approximations, Bernoulli 2 (1996) 341-364.
    • (1996) Bernoulli , vol.2 , pp. 341-364
    • Roberts, G.O.1    Tweedie, R.L.2
  • 32
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov Chain Monte Carlo methods
    • A.F.M. Smith, G.O. Roberts, Bayesian computation via the Gibbs sampler and related Markov Chain Monte Carlo methods, J. Roy. Stat. Soc. B 55 (1993) 3-23.
    • (1993) J. Roy. Stat. Soc. B , vol.55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, G.O.2
  • 34
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • L. Tierney, Markov chains for exploring posterior distributions (with discussion), Ann. Stat. 22, 1994, 1701-1762.
    • (1994) Ann. Stat. , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 35
    • 0031625519 scopus 로고    scopus 로고
    • A reversible jump sampler for autoregressive time-series
    • Seattle
    • P.J. Troughton, S.J. Godsill, A reversible jump sampler for autoregressive time-series, Proceedings of ICASSP, Vol. 4, Seattle, 1998, pp. 2257-2260.
    • (1998) Proceedings of ICASSP , vol.4 , pp. 2257-2260
    • Troughton, P.J.1    Godsill, S.J.2
  • 36
    • 0342763793 scopus 로고    scopus 로고
    • MCMC methods for restoration of nonlinear distorted autoregressive signals
    • The Island of Rhodes
    • P.J. Troughton, S.J. Godsill, MCMC methods for restoration of nonlinear distorted autoregressive signals, Proceedings of EUSIPCO, The Island of Rhodes, 1998, pp. 540-543.
    • (1998) Proceedings of EUSIPCO , pp. 540-543
    • Troughton, P.J.1    Godsill, S.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.