Numerical Bayesian Methods Applied to Signal Processing / Edition 1

Hardcover (Print)
Buy New
Buy New from BN.com
$174.61
Used and New from Other Sellers
Used and New from Other Sellers
from $67.78
Usually ships in 1-2 business days
(Save 73%)
Other sellers (Hardcover)
  • All (4) from $67.78   
  • New (1) from $241.25   
  • Used (3) from $67.78   

Overview

This book is concerned with the processing of signals that have been sampled and digitized. The authors present algorithms for the optimization, random simulation, and numerical integration of probability densities for applications of Bayesian inference to signal processing. In particular, methods are developed for the computation of marginal densities and evidence, and are applied to previously intractable problems either involving large numbers of parameters or where the signal model is of a complex form. The emphasis is on the applications of these methods notably to the restoration of digital audio recordings and biomedical data. After a chapter which sets out the main principles of Bayesian inference applied to signal processing, subsequent chapters cover numerical approaches to these techniques, the use of Markov chain Monte Carlo methods, the identification of abrupt changes in data using the Bayesian piecewise linear model, and identifying missing samples in digital audio signals.

Read More Show Less

Product Details

  • ISBN-13: 9780387946290
  • Publisher: Springer New York
  • Publication date: 2/23/1996
  • Series: Statistics and Computing Series
  • Edition description: 1996
  • Edition number: 1
  • Pages: 244
  • Product dimensions: 0.69 (w) x 6.14 (h) x 9.21 (d)

Table of Contents

Dedication
Acknowledgments
Glossary
Notation
1 Introduction 1
2 Probabilistic Inference in Signal Processing 6
3 Numerical Bayesian Inference 26
4 Markov Chain Monte Carlo Methods 69
5 Retrospective Changepoint Detection 96
6 Restoration of Missing Samples in Digital Audio Signals 122
7 Integration in Bayesian Data Analysis 161
8 Conclusion 194
A The General Linear Model 201
B Sampling from a Multivariate Gaussian Density 207
C Hybrid Monte Carlo Derivations 209
D EM Algorithm Derivations 212
E Issues in Sampling Based Approaches to Integration 217
F Detailed Balance 223
References 227
Index 237
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)