Monte carlo deconvolution of digital signals guided by the inverse filter

Journal of the American Statistical Association

Volumn 96, Issue 455, 2001, Pages 1014-1021

  Li, Ker Chau ^a   Shedden, Kerby ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Deconvolution; Importance sampling; Sequential Monte Carlo

Indexed keywords

EID: 0442296609     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214501753208672     Document Type: Article

References (14)

1. Baum, L., Petrie, T., Soules, G., and Weiss, N. (1970), “A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains,” Annals of Mathematical Statistics, 41, 164–171.
2. Chen, R., and Li, T. H. (1995), “Blind Restoration of Linearly Degraded Discrete Signals by Gibbs Sampling,” IEEE Transactions on Signal Processing, 43, 2410–2413.
3. Durbin, R., Eddy, S., Krogh, A., and Mitchison, G. (1998), Biological Sequence Analysis: Probabilistic Models of Proteins and Nucleic Acids, New York: Cambridge University Press.
4. Fredkin, D. R., and Rice, J. A. (1992), “Bayesian Restoration of Single Channel Patch Clamp Recordings,” Biometrics, 48, 427.
5. Fredkin, D. R., and Rice, J. A. (1997), “Fast Evaluation of the Likelihood of an HMM: Ion Channel Currents With Filtering and Colored Noise,” Manuscript, Department of Stastistics, University of California, Berkeley.
6. Gamboa, E., and Gassiat, E. (1996), “Blind Deconvolution of Discrete Linear Systems,” Annals of Statistics, 24, 1964–1981.
7. Kong, A., Liu, J. S., and Wong, W. H. (1994), “Sequential Imputations and Bayesian Missing Data Problems,” Journal of the American Statistical Association, 89, 278–288.
8. Li, T. H. (1995) “Blind Deconvolution of Linear Systems with Multilevel Non-stationary Inputs,” Annals of Statistics, 23, 690–704.
9. Liu, J. S., and Chen, R. (1995), “Blind Deconvolution via Sequential Imputations,” Journal of the American Statistical Association, 90, 567–576.
10. Liu, J. S, Chen, R., and Wong, W. H. (1999), “Rejection Control and Importance Sampling,” Journal of the American Statistical Association, 93, 1022–1301.
11. Proakis, J. G. (1989), Digital Telecommunications, New York: McGraw-Hill.
12. Ralston, A., and Rabinowitz, P. (1978), A First Course in Numerical Analysis, New York: McGraw-Hill.
13. Wei, C. G., and Tanner, M. (1990), “A Monte Carlo Implementation of the EM Algorithm and the Poor Man’s Data Augmentation Algorithms,” Journal of the American Statistical Association, 85, 699–704.
14. West, M., and Harrison, P. J. (1997), Bayesian Forecasting and Dynamic Models, New York: Springer Verlag.