Fast Bayesian inference on spectral analysis of multivariate stationary time series.
Zhixiong HuRaquel PradoPublished in: Comput. Stat. Data Anal. (2023)
Keyphrases
- bayesian inference
- spectral analysis
- non stationary
- autoregressive
- multivariate time series
- probabilistic model
- speech signal
- prior information
- spectral methods
- statistical inference
- variational inference
- bayesian model
- expectation propagation
- regression model
- spectral features
- hierarchical bayesian
- heart rate variability
- particle filter
- random fields
- dynamic programming
- gibbs sampler
- computer vision
- sar images
- language model
- reinforcement learning