Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes.
Nick JamesMax MenziesPublished in: Stat. Comput. (2022)
Keyphrases
- non stationary
- density estimation
- adaptive algorithms
- mixture model
- probability density function
- probability density
- mixture modeling
- density function
- outlier detection
- random fields
- blind source separation
- concept drift
- exponential family
- parzen window
- gaussian mixture model
- density estimates
- density estimators
- nonparametric density estimation
- em algorithm
- multivariate gaussian distribution
- maximum likelihood
- expectation maximization
- data points
- bayesian networks
- feature selection