Monte Carlo methids for signal processing

被引：142

作者：

Doucet, A ^{[1
]}

Wang, XD

机构：

[1] Univ British Columbia, Dept Comp Sci, Vancouver, BC V6T 1W5, Canada

[2] Univ British Columbia, Dept Stat, Vancouver, BC V6T 1W5, Canada

[3] Columbia Univ, Dept Elect Engn, New York, NY 10027 USA

来源：

IEEE SIGNAL PROCESSING MAGAZINE | 2005年 / 22卷 / 06期

关键词：

D O I：

10.1109/MSP.2005.1550195

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

引用

收藏

页码：152 / 170

页数：19

相关论文

共 53 条

[1] Particle methods for change detection, system identification, and control
Andrieu, C
Doucet, A
Singh, SS
Tadic, VB
[J]. PROCEEDINGS OF THE IEEE, 2004, 92 (03) : 423 - 438
[2] Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions
Andrieu, C
Davy, M
Doucet, A
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2003, 51 (07) : 1762 - 1770
[3] Particle filtering for partially observed Gaussian state space models
Andrieu, C
Doucet, A
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2002, 64 : 827 - 836
[4] Convergence of simulated annealing using Foster-Lyapunov criteria
Andrieu, C
Breyer, LA
Doucet, A
[J]. JOURNAL OF APPLIED PROBABILITY, 2001, 38 (04) : 975 - 994
[5] Robust full Bayesian learning for radial basis networks
Andrieu, C
de Freitas, N
Doucet, A
[J]. NEURAL COMPUTATION, 2001, 13 (10) : 2359 - 2407
[6] Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
Andrieu, C
Doucet, A
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (10) : 2667 - 2676
[7] [Anonymous], 1987, SIMULATED ANNEALING
[8] Bernardo J. M., 1995, BAYESIAN THEORY
[9] BAYESIAN COMPUTATION AND STOCHASTIC-SYSTEMS
BESAG, J
GREEN, P
HIGDON, D
MENGERSEN, K
[J]. STATISTICAL SCIENCE, 1995, 10 (01) : 3 - 41
[10] CARTER CK, 1994, BIOMETRIKA, V81, P541

← 1 2 3 4 5 6 →