Title :
Bayesian estimation of the variance of a jitter using MCMC
Author :
Andrieu, Christophe ; Doucet, Arnaud ; Duvant, P.
Author_Institution :
Groupe Signal, ENSEA-ETIS, Cergy Pontoise, France
Abstract :
The problem treated in this paper is the Bayesian estimation of the variance of the sampling jitter occurring when a process is irregularly observed. This problem is often met in practice, and has already being examined using higher order statistics. The Bayesian solution to this problem is performed using powerful stochastic algorithms, the MCMC (Markov chain Monte Carlo) methods
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; jitter; parameter estimation; signal sampling; stochastic processes; Bayesian estimation; MCMC; Markov chain Monte Carlo methods; higher order statistics; sampling jitter variance; simulation; stochastic algorithms; Bayesian methods; Gaussian processes; Higher order statistics; Image processing; Jitter; Probability; Sampling methods; Signal processing; Signal processing algorithms; Stochastic processes;
Conference_Titel :
Statistical Signal and Array Processing, 1996. Proceedings., 8th IEEE Signal Processing Workshop on (Cat. No.96TB10004
Conference_Location :
Corfu
Print_ISBN :
0-8186-7576-4
DOI :
10.1109/SSAP.1996.534811
