Publication: Bayesian Estimation of Sinusoidal Signals via Parallel Tempering
| dc.contributor.authors | Cevri, M.; Ustundag, D. | |
| dc.contributor.editor | Demiralp, M | |
| dc.contributor.editor | Baykara, NA | |
| dc.contributor.editor | Mastorakis, NE | |
| dc.date.accessioned | 2022-03-12T16:00:42Z | |
| dc.date.accessioned | 2026-01-10T21:27:28Z | |
| dc.date.available | 2022-03-12T16:00:42Z | |
| dc.date.issued | 2009 | |
| dc.description.abstract | This paper deals with a parameter estimation problem within a Bayesian framework. Performing Bayesian inference about the parameters is a challenging computational problem and requires an evaluation of complicated high-dimensional integrals. In this context, we make an attempt to improve an efficient stochastic procedure, proposed by Gregory, which is based on a parallel tempering Markov Chain Monte Carlo method (MCMC). We code its algorithm in Mathematica and then test it for estimating parameters of sinusoids corrupted by a random noise. Computer simulations support its effectiveness. | |
| dc.identifier.doi | doiWOS:000271369300011 | |
| dc.identifier.isbn | 978-960-474-086-4 | |
| dc.identifier.uri | https://hdl.handle.net/11424/224731 | |
| dc.identifier.wos | WOS:000271369300011 | |
| dc.language.iso | eng | |
| dc.publisher | WORLD SCIENTIFIC AND ENGINEERING ACAD AND SOC | |
| dc.relation.ispartof | SIGNAL PROCESSING SYSTEMS | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.subject | Bayeslan Estimation | |
| dc.subject | Harmonic Sinusoldal Signals | |
| dc.subject | Parallel Tempering | |
| dc.subject | Markov Chain Monte Carlo | |
| dc.subject | PARAMETER-ESTIMATION | |
| dc.title | Bayesian Estimation of Sinusoidal Signals via Parallel Tempering | |
| dc.type | conferenceObject | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 72 | |
| oaire.citation.startPage | 67 | |
| oaire.citation.title | SIGNAL PROCESSING SYSTEMS |