Title :
Default prior for robust Bayesian model selection of sinusoids in Gaussian noise
Author :
Andrieu, Cindie ; Pérez, J.M.
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
We address the problem of detection and estimation of sinusoids embedded in white Gaussian noise. We follow a Bayesian approach and adopt robust default priors, expected posterior priors. In order to compute the associated Bayes factor required for model selection we resort to Monte Carlo Markov chain algorithms, and illustrate performance on an example
Keywords :
AWGN; Bayes methods; Markov processes; Monte Carlo methods; parameter estimation; signal detection; Bayes factor; Bayesian model selection; Markov chain algorithms; Monte Carlo algorithms; expected posterior priors; performance; robust default priors; sinusoid detection; sinusoid estimation; white Gaussian noise; Acoustic noise; Bayesian methods; Data analysis; Gaussian noise; Integrated circuit modeling; Integrated circuit noise; Monte Carlo methods; Noise level; Noise robustness; Statistics;
Conference_Titel :
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location :
Pocono Manor, PA
Print_ISBN :
0-7803-5988-7
DOI :
10.1109/SSAP.2000.870155