Variable selection by perfect sampling

Eurasip Journal on Applied Signal Processing

Volumn 2002, Issue 1, 2002, Pages 38-45

  Huang, Yufei ^a   Djurić, Petar M ^a  

^a STONY BROOK UNIVERSITY   (United States)

Author keywords

Coupling from the past; Markov chain Monte Carlo; Perfect sampling; The Gibbs coupler; The Gibbs sampler; Variable selection

Indexed keywords

ALGORITHMS; IDENTIFICATION (CONTROL SYSTEMS); MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; SAMPLED DATA CONTROL SYSTEMS;

PERFECT SAMPLING;

SIGNAL PROCESSING;

EID: 0036067328     PISSN: 11108657     EISSN: None     Source Type: Journal    
DOI: 10.1155/S1110865702000409     Document Type: Conference Paper

References (23)

1. Time-varying system identification and model validation using wavelets
2. Detection of signals by information theoretic criteria
3. An experimental comparison of range image segmentation algorithms
4. Monte Carlo sampling methods using Markov chains and their applications
5. Markov chain Monte Carlo method and its application
6. Sampling-based approaches to calculating marginal densities
7. Variable selection by a reversible jump MCMC approach
8. Variable selection via Gibbs sampling
9. Exact sampling with coupled Markov chains and applications to statistical mechanics
10. Perfect simulation of conditionally specified models
11. Exact sampling from a continuous state space
12. Multiuser detection of synchronous code-division-multiple-access signals by the Gibbs coupler
13. Exact sampling for Bayesian inference: Towards general purpose algorithms
14. On exact simulation of Markov random fields using coupling from the past
15. Exact sampling and approximate counting techniques