Online Bayesian Inference in Some Time-Frequency Representations of Non-Stationary Processes.
Richard Geoffrey EverittChristophe AndrieuManuel DavyPublished in: IEEE Trans. Signal Process. (2013)
Keyphrases
- non stationary
- bayesian inference
- probabilistic model
- prior information
- bayesian model
- variational bayes
- hyperparameters
- statistical inference
- autoregressive
- variational inference
- random fields
- temporal evolution
- particle filter
- hierarchical bayesian
- bayesian models
- adaptive algorithms
- gibbs sampler
- white noise
- change point detection
- expectation propagation