Sequential MCMC for Bayesian model selection

Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics, SPW-HOS 1999

Volumn , Issue , 1999, Pages 130-134

  Andrieu, Christophe ^a   De Freitas, Nando ^a   Doucet, Arnaud ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; BAYESIAN NETWORKS; COMPUTER PROGRAMMING; IMPORTANCE SAMPLING; MARKOV PROCESSES; MONTE CARLO METHODS; SIGNAL PROCESSING;

AUTOREGRESSIVE TIME SERIES; BAYESIAN MODEL SELECTION; CLOSED-FORM ANALYTICAL SOLUTIONS; COMPUTATIONAL PROBLEM; MARKOV CHAIN MONTE-CARLO; REVERSIBLE JUMP MCMC; SEQUENTIAL IMPORTANCE SAMPLING; SEQUENTIAL SIMULATION;

HIGHER ORDER STATISTICS;

EID: 85017310179     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HOST.1999.778709     Document Type: Conference Paper

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