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Bayesian Computational Methods In Statistical Signal Processing
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Book Synopsis Bayesian Computational Methods in Statistical Signal Processing by : Peter Bunch
Download or read book Bayesian Computational Methods in Statistical Signal Processing written by Peter Bunch and published by . This book was released on 2015-01-21 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Joseph J.K. O Ruanaidh Publisher :Springer Science & Business Media ISBN 13 :1461207177 Total Pages :256 pages Book Rating :4.4/5 (612 download)
Book Synopsis Numerical Bayesian Methods Applied to Signal Processing by : Joseph J.K. O Ruanaidh
Download or read book Numerical Bayesian Methods Applied to Signal Processing written by Joseph J.K. O Ruanaidh and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with the processing of signals that have been sam pled and digitized. The fundamental theory behind Digital Signal Process ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.
Book Synopsis Bayesian Signal Processing by : James V. Candy
Download or read book Bayesian Signal Processing written by James V. Candy and published by John Wiley & Sons. This book was released on 2016-06-20 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Book Synopsis Computational Bayesian Statistics by : M. Antónia Amaral Turkman
Download or read book Computational Bayesian Statistics written by M. Antónia Amaral Turkman and published by Cambridge University Press. This book was released on 2019-02-28 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This integrated introduction to fundamentals, computation, and software is your key to understanding and using advanced Bayesian methods.
Book Synopsis Numerical Bayesian Methods Applied to Signal Processing by : J. J. Oruanaidh
Download or read book Numerical Bayesian Methods Applied to Signal Processing written by J. J. Oruanaidh and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bayesian Signal Processing by : James V. Candy
Download or read book Bayesian Signal Processing written by James V. Candy and published by John Wiley & Sons. This book was released on 2016-07-12 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the Bayesian approach to statistical signal processing for a variety of useful model sets This book aims to give readers a unified Bayesian treatment starting from the basics (Baye’s rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on “Sequential Bayesian Detection,” a new section on “Ensemble Kalman Filters” as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to “fill-in-the gaps” of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical “sanity testing” lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed and applied. These expansions of the book have been updated to provide a more cohesive discussion of Bayesian processing with examples and applications enabling the comprehension of alternative approaches to solving estimation/detection problems. The second edition of Bayesian Signal Processing features: “Classical” Kalman filtering for linear, linearized, and nonlinear systems; “modern” unscented and ensemble Kalman filters: and the “next-generation” Bayesian particle filters Sequential Bayesian detection techniques incorporating model-based schemes for a variety of real-world problems Practical Bayesian processor designs including comprehensive methods of performance analysis ranging from simple sanity testing and ensemble techniques to sophisticated information metrics New case studies on adaptive particle filtering and sequential Bayesian detection are covered detailing more Bayesian approaches to applied problem solving MATLAB® notes at the end of each chapter help readers solve complex problems using readily available software commands and point out other software packages available Problem sets included to test readers’ knowledge and help them put their new skills into practice Bayesian Signal Processing, Second Edition is written for all students, scientists, and engineers who investigate and apply signal processing to their everyday problems.
Book Synopsis Bayesian Statistical Methods by : Brian J. Reich
Download or read book Bayesian Statistical Methods written by Brian J. Reich and published by CRC Press. This book was released on 2019-04-12 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian Statistical Methods provides data scientists with the foundational and computational tools needed to carry out a Bayesian analysis. This book focuses on Bayesian methods applied routinely in practice including multiple linear regression, mixed effects models and generalized linear models (GLM). The authors include many examples with complete R code and comparisons with analogous frequentist procedures. In addition to the basic concepts of Bayesian inferential methods, the book covers many general topics: Advice on selecting prior distributions Computational methods including Markov chain Monte Carlo (MCMC) Model-comparison and goodness-of-fit measures, including sensitivity to priors Frequentist properties of Bayesian methods Case studies covering advanced topics illustrate the flexibility of the Bayesian approach: Semiparametric regression Handling of missing data using predictive distributions Priors for high-dimensional regression models Computational techniques for large datasets Spatial data analysis The advanced topics are presented with sufficient conceptual depth that the reader will be able to carry out such analysis and argue the relative merits of Bayesian and classical methods. A repository of R code, motivating data sets, and complete data analyses are available on the book’s website. Brian J. Reich, Associate Professor of Statistics at North Carolina State University, is currently the editor-in-chief of the Journal of Agricultural, Biological, and Environmental Statistics and was awarded the LeRoy & Elva Martin Teaching Award. Sujit K. Ghosh, Professor of Statistics at North Carolina State University, has over 22 years of research and teaching experience in conducting Bayesian analyses, received the Cavell Brownie mentoring award, and served as the Deputy Director at the Statistical and Applied Mathematical Sciences Institute.
Book Synopsis Bayesian Inference on Complicated Data by : Niansheng Tang
Download or read book Bayesian Inference on Complicated Data written by Niansheng Tang and published by BoD – Books on Demand. This book was released on 2020-07-15 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to great applications in various fields, such as social science, biomedicine, genomics, and signal processing, and the improvement of computing ability, Bayesian inference has made substantial developments for analyzing complicated data. This book introduces key ideas of Bayesian sampling methods, Bayesian estimation, and selection of the prior. It is structured around topics on the impact of the choice of the prior on Bayesian statistics, some advances on Bayesian sampling methods, and Bayesian inference for complicated data including breast cancer data, cloud-based healthcare data, gene network data, and longitudinal data. This volume is designed for statisticians, engineers, doctors, and machine learning researchers.
Book Synopsis Academic Press Library in Signal Processing by : Mats Viberg
Download or read book Academic Press Library in Signal Processing written by Mats Viberg and published by Academic Press. This book was released on 2013-08-31 with total page 1013 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume, edited and authored by world leading experts, gives a review of the principles, methods and techniques of important and emerging research topics and technologies in array and statistical signal processing. With this reference source you will: Quickly grasp a new area of research Understand the underlying principles of a topic and its application Ascertain how a topic relates to other areas and learn of the research issues yet to be resolved Quick tutorial reviews of important and emerging topics of research in array and statistical signal processing Presents core principles and shows their application Reference content on core principles, technologies, algorithms and applications Comprehensive references to journal articles and other literature on which to build further, more specific and detailed knowledge Edited by leading people in the field who, through their reputation, have been able to commission experts to write on a particular topic
Book Synopsis Probabilistic Networks and Expert Systems by : Robert G. Cowell
Download or read book Probabilistic Networks and Expert Systems written by Robert G. Cowell and published by Springer Science & Business Media. This book was released on 2007-07-16 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic expert systems are graphical networks which support the modeling of uncertainty and decisions in large complex domains, while retaining ease of calculation. Building on original research by the authors, this book gives a thorough and rigorous mathematical treatment of the underlying ideas, structures, and algorithms. The book will be of interest to researchers in both artificial intelligence and statistics, who desire an introduction to this fascinating and rapidly developing field. The book, winner of the DeGroot Prize 2002, the only book prize in the field of statistics, is new in paperback.
Book Synopsis The Variational Bayes Method in Signal Processing by : Václav Šmídl
Download or read book The Variational Bayes Method in Signal Processing written by Václav Šmídl and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Treating VB approximation in signal processing, this monograph is for academic and industrial research groups in signal processing, data analysis, machine learning and identification. It reviews distributional approximation, showing that tractable algorithms for parametric model identification can be generated in off-line and on-line contexts.
Book Synopsis Bayesian Computation with R by : Jim Albert
Download or read book Bayesian Computation with R written by Jim Albert and published by Springer Science & Business Media. This book was released on 2009-04-20 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been dramatic growth in the development and application of Bayesian inference in statistics. Berger (2000) documents the increase in Bayesian activity by the number of published research articles, the number of books,andtheextensivenumberofapplicationsofBayesianarticlesinapplied disciplines such as science and engineering. One reason for the dramatic growth in Bayesian modeling is the availab- ity of computational algorithms to compute the range of integrals that are necessary in a Bayesian posterior analysis. Due to the speed of modern c- puters, it is now possible to use the Bayesian paradigm to ?t very complex models that cannot be ?t by alternative frequentist methods. To ?t Bayesian models, one needs a statistical computing environment. This environment should be such that one can: write short scripts to de?ne a Bayesian model use or write functions to summarize a posterior distribution use functions to simulate from the posterior distribution construct graphs to illustrate the posterior inference An environment that meets these requirements is the R system. R provides a wide range of functions for data manipulation, calculation, and graphical d- plays. Moreover, it includes a well-developed, simple programming language that users can extend by adding new functions. Many such extensions of the language in the form of packages are easily downloadable from the Comp- hensive R Archive Network (CRAN).
Book Synopsis Probabilistic Networks and Expert Systems by : Robert G. Cowell
Download or read book Probabilistic Networks and Expert Systems written by Robert G. Cowell and published by Springer. This book was released on 2007-07-25 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic expert systems are graphical networks which support the modeling of uncertainty and decisions in large complex domains, while retaining ease of calculation. Building on original research by the authors, this book gives a thorough and rigorous mathematical treatment of the underlying ideas, structures, and algorithms. The book will be of interest to researchers in both artificial intelligence and statistics, who desire an introduction to this fascinating and rapidly developing field. The book, winner of the DeGroot Prize 2002, the only book prize in the field of statistics, is new in paperback.
Book Synopsis Computer Intensive Methods in Control and Signal Processing by : Kevin Warwick
Download or read book Computer Intensive Methods in Control and Signal Processing written by Kevin Warwick and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to the rapid increase in readily available computing power, a corre sponding increase in the complexity of problems being tackled has occurred in the field of systems as a whole. A plethora of new methods which can be used on the problems has also arisen with a constant desire to deal with more and more difficult applications. Unfortunately by increasing the ac curacy in models employed along with the use of appropriate algorithms with related features, the resultant necessary computations can often be of very high dimension. This brings with it a whole new breed of problem which has come to be known as "The Curse of Dimensionality" . The expression "Curse of Dimensionality" can be in fact traced back to Richard Bellman in the 1960's. However, it is only in the last few years that it has taken on a widespread practical significance although the term di mensionality does not have a unique precise meaning and is being used in a slightly different way in the context of algorithmic and stochastic complex ity theory or in every day engineering. In principle the dimensionality of a problem depends on three factors: on the engineering system (subject), on the concrete task to be solved and on the available resources. A system is of high dimension if it contains a lot of elements/variables and/or the rela tionship/connection between the elements/variables is complicated.
Book Synopsis Academic Press Library in Signal Processing by : Paulo S.R. Diniz
Download or read book Academic Press Library in Signal Processing written by Paulo S.R. Diniz and published by Academic Press. This book was released on 2013-09-21 with total page 1559 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first volume, edited and authored by world leading experts, gives a review of the principles, methods and techniques of important and emerging research topics and technologies in machine learning and advanced signal processing theory. With this reference source you will: Quickly grasp a new area of research Understand the underlying principles of a topic and its application Ascertain how a topic relates to other areas and learn of the research issues yet to be resolved Quick tutorial reviews of important and emerging topics of research in machine learning Presents core principles in signal processing theory and shows their applications Reference content on core principles, technologies, algorithms and applications Comprehensive references to journal articles and other literature on which to build further, more specific and detailed knowledge Edited by leading people in the field who, through their reputation, have been able to commission experts to write on a particular topic
Book Synopsis Accelerating Monte Carlo methods for Bayesian inference in dynamical models by : Johan Dahlin
Download or read book Accelerating Monte Carlo methods for Bayesian inference in dynamical models written by Johan Dahlin and published by Linköping University Electronic Press. This book was released on 2016-03-22 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. In this thesis, we make use of Bayesian statistics to construct probabilistic models given prior information and historical data, which can be used for decision support and predictions. The main obstacle with this approach is that it often results in mathematical problems lacking analytical solutions. To cope with this, we make use of statistical simulation algorithms known as Monte Carlo methods to approximate the intractable solution. These methods enjoy well-understood statistical properties but are often computational prohibitive to employ. The main contribution of this thesis is the exploration of different strategies for accelerating inference methods based on sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). That is, strategies for reducing the computational effort while keeping or improving the accuracy. A major part of the thesis is devoted to proposing such strategies for the MCMC method known as the particle Metropolis-Hastings (PMH) algorithm. We investigate two strategies: (i) introducing estimates of the gradient and Hessian of the target to better tailor the algorithm to the problem and (ii) introducing a positive correlation between the point-wise estimates of the target. Furthermore, we propose an algorithm based on the combination of SMC and Gaussian process optimisation, which can provide reasonable estimates of the posterior but with a significant decrease in computational effort compared with PMH. Moreover, we explore the use of sparseness priors for approximate inference in over-parametrised mixed effects models and autoregressive processes. This can potentially be a practical strategy for inference in the big data era. Finally, we propose a general method for increasing the accuracy of the parameter estimates in non-linear state space models by applying a designed input signal. Borde Riksbanken höja eller sänka reporäntan vid sitt nästa möte för att nå inflationsmålet? Vilka gener är förknippade med en viss sjukdom? Hur kan Netflix och Spotify veta vilka filmer och vilken musik som jag vill lyssna på härnäst? Dessa tre problem är exempel på frågor där statistiska modeller kan vara användbara för att ge hjälp och underlag för beslut. Statistiska modeller kombinerar teoretisk kunskap om exempelvis det svenska ekonomiska systemet med historisk data för att ge prognoser av framtida skeenden. Dessa prognoser kan sedan användas för att utvärdera exempelvis vad som skulle hända med inflationen i Sverige om arbetslösheten sjunker eller hur värdet på mitt pensionssparande förändras när Stockholmsbörsen rasar. Tillämpningar som dessa och många andra gör statistiska modeller viktiga för många delar av samhället. Ett sätt att ta fram statistiska modeller bygger på att kontinuerligt uppdatera en modell allteftersom mer information samlas in. Detta angreppssätt kallas för Bayesiansk statistik och är särskilt användbart när man sedan tidigare har bra insikter i modellen eller tillgång till endast lite historisk data för att bygga modellen. En nackdel med Bayesiansk statistik är att de beräkningar som krävs för att uppdatera modellen med den nya informationen ofta är mycket komplicerade. I sådana situationer kan man istället simulera utfallet från miljontals varianter av modellen och sedan jämföra dessa mot de historiska observationerna som finns till hands. Man kan sedan medelvärdesbilda över de varianter som gav bäst resultat för att på så sätt ta fram en slutlig modell. Det kan därför ibland ta dagar eller veckor för att ta fram en modell. Problemet blir särskilt stort när man använder mer avancerade modeller som skulle kunna ge bättre prognoser men som tar för lång tid för att bygga. I denna avhandling använder vi ett antal olika strategier för att underlätta eller förbättra dessa simuleringar. Vi föreslår exempelvis att ta hänsyn till fler insikter om systemet och därmed minska antalet varianter av modellen som behöver undersökas. Vi kan således redan utesluta vissa modeller eftersom vi har en bra uppfattning om ungefär hur en bra modell ska se ut. Vi kan också förändra simuleringen så att den enklare rör sig mellan olika typer av modeller. På detta sätt utforskas rymden av alla möjliga modeller på ett mer effektivt sätt. Vi föreslår ett antal olika kombinationer och förändringar av befintliga metoder för att snabba upp anpassningen av modellen till observationerna. Vi visar att beräkningstiden i vissa fall kan minska ifrån några dagar till någon timme. Förhoppningsvis kommer detta i framtiden leda till att man i praktiken kan använda mer avancerade modeller som i sin tur resulterar i bättre prognoser och beslut.
Book Synopsis An Introduction to Bayesian Scientific Computing by : Daniela Calvetti
Download or read book An Introduction to Bayesian Scientific Computing written by Daniela Calvetti and published by Springer Science & Business Media. This book was released on 2007-11-20 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been written for undergraduate and graduate students in various disciplines of mathematics. The authors, internationally recognized experts in their field, have developed a superior teaching and learning tool that makes it easy to grasp new concepts and apply them in practice. The book’s highly accessible approach makes it particularly ideal if you want to become acquainted with the Bayesian approach to computational science, but do not need to be fully immersed in detailed statistical analysis.