Bayesian mixture modeling for spectral density estimation

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Computational aspects of Bayesian spectral density estimation

Gaussian time-series models are often specified through their spectral density. Such models pose several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of the likelihood for such models. We use importance sampling to correct for the approximation error. We show that the variance of the importance sampling weights...

متن کامل

Bayesian Methods for Mixture Modeling

This Master’s thesis is mostly focused on Bayesian methods for the selection and testing of discrete mixture models. The main problem that is studied in the project is the analysis of data sets of several categorical variables (e.g. test items, symptoms, genes) collected on a set of subjects. We fit a discrete mixture model to the data which means that the dependencies among the different varia...

متن کامل

Mixture Density Estimation

Andrew R. Barron Department of Statistics Yale University P.O. Box 208290 New Haven, CT 06520 Andrew. Barron@yale. edu Gaussian mixtures (or so-called radial basis function networks) for density estimation provide a natural counterpart to sigmoidal neural networks for function fitting and approximation. In both cases, it is possible to give simple expressions for the iterative improvement of pe...

متن کامل

Adaptive mixture density estimation

A~trac t -A recursive, nonparametric method is developed for performing density estimation derived from mixture models, kernel estimation and stochastic approximation. The asymptotic performance of the method, dubbed "adaptive mixtures" (Priebe and Marchette, Pattern Recognition 24, 1197-1209 (1991)) for its data-driven development of a mixture model approximation to the true density, is invest...

متن کامل

Bayesian Estimation of the Spectral Density of a Time Series

This article describes a Bayesian approach to estimating the spectral density of a stationary time series. A nonparametric prior on the spectral density is described through Bernstein polynomials. Because the actual likelihood is very complicated, a pseudoposterior distribution is obtained by updating the prior using the Whittle likelihood. A Markov chain Monte Carlo algorithm for sampling from...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 2017

ISSN: 0167-7152

DOI: 10.1016/j.spl.2017.02.008