Exact Bayesian curve fitting and signal segmentation.
Fearnhead, Paul
(2005)
Exact Bayesian curve fitting and signal segmentation.
IEEE Transactions on Signal Processing, 53 (6).
pp. 2160-2166.
ISSN 1053-587X
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Abstract
We consider regression models where the underlying functional relationship between the response and the explanatory variable is modeled as independent linear regressions on disjoint segments. We present an algorithm for perfect simulation from the posterior distribution of such a model, even allowing for an unknown number of segments and an unknown model order for the linear regressions within each segment. The algorithm is simple, can scale well to large data sets, and avoids the problem of diagnosing convergence that is present with Monte Carlo Markov Chain (MCMC) approaches to this problem. We demonstrate our algorithm on standard denoising problems, on a piecewise constant AR model, and on a speech segmentation problem.
Item Type:
Journal Article
Journal or Publication Title:
IEEE Transactions on Signal Processing
Additional Information:
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Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1700/1711
Subjects:
?? signal processingelectrical and electronic engineeringqa mathematics ??
Deposited On:
15 Apr 2008 09:27
Last Modified:
15 Nov 2024 01:07