A reversible jump MCMC algorithm for Bayesian curve fitting by using smooth transition regression models

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

Volumn , Issue , 2011, Pages 3960-3963

  Sanquer, Matthieu ^a   Chatelain, Florent ^a   El Guedri, Mabrouka ^b   Martin, Nadine ^a  

^a UNIV GRENOBLE ALPES   (France)

^b EDF R AND D   (France)

Author keywords

Bayesian segmentation; Non Intrusive Load Monitoring; Reversible Jump MCMC; Smooth transition regression

Indexed keywords

BAYESIAN ALGORITHMS; BAYESIAN ESTIMATORS; BAYESIAN MODEL; BAYESIAN SEGMENTATION; DATA-DRIVEN; ELECTRICAL TRANSIENTS; NONINTRUSIVE LOAD MONITORING; PIECEWISE REGRESSION; POSTERIOR DISTRIBUTIONS; PRIOR DISTRIBUTION; REGRESSION MODEL; REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO ALGORITHM; REVERSIBLE JUMP MCMC; SMOOTH TRANSITIONS; SPARSE REPRESENTATION; SUBMODELS;

ALGORITHMS; BAYESIAN NETWORKS; CURVE FITTING; IMAGE SEGMENTATION; MARKOV PROCESSES; PARAMETER ESTIMATION; POWER QUALITY; SIGNAL PROCESSING; SPEECH COMMUNICATION; TIME SERIES; TIME SERIES ANALYSIS;

REGRESSION ANALYSIS;

EID: 80051652578     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2011.5947219     Document Type: Conference Paper

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