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stat.CO2011
Summarizing posterior distributions in signal decomposition problems when the number of components is unknown
Alireza Roodaki, Julien Bect, Gilles Fleury
This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unkn…
stat.CO2011★ 3 cited
Note on the computation of the Metropolis-Hastings ratio for Birth-or-Death moves in trans-dimensional MCMC algorithms for signal decomposition problems
Alireza Roodaki, Julien Bect, Gilles Fleury
Reversible jump MCMC (RJ-MCMC) sampling techniques, which allow to jointly tackle model selection and parameter estimation problems in a coherent Bayesian framework, have become in…