New lower bounds to the variance of signal parameter estimators using Bayesian inference.
Anthony QuinnPublished in: ICASSP (4) (1994)
Keyphrases
- bayesian inference
- lower bound
- variance estimator
- hyperparameters
- low variance
- upper bound
- variance reduction
- noise variance
- von mises
- prior information
- probabilistic model
- regularization parameter
- unbiased estimator
- objective function
- variational inference
- gibbs sampler
- variational bayes
- bayesian model
- statistical inference
- expectation propagation
- hierarchical bayesian
- prior distribution
- bayesian models
- markov chain monte carlo
- polynomial approximation
- hidden variables
- parameter settings
- non stationary