43 citations · 139 across the 20 of their papers we have counts for
3 papers · 1 filter
Greedy online change point detection
Jou-Hui Ho, Felipe Tobar
Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose G…
Bayesian autoregressive spectral estimation
Alejandro Cuevas, Sebastián López, Danilo Mandic +1
Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of…
Bayesian Reconstruction of Fourier Pairs
Felipe Tobar, Lerko Araya-Hernández, Pablo Huijse +1
In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domain…