ESTIMATION OF THE NUMBER OF SOURCES AND THEIR LOCATIONS IN COLORED NOISE USING REVERSIBLE JUMP MCMC

被引:0
|
作者
Asano, Futoshi [1 ,2 ]
Asoh, Hideki [1 ]
Nakandai, Kazuhiro [2 ]
机构
[1] Natl Inst Adv Ind Sci & Technol, Tokyo, Japan
[2] Honda Res Inst Japan Co Ltd HRI JP, Wako, Saitama, Japan
关键词
source localization; Bayesian estimation; hierarchical model; reversible jump MCMC;
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The authors proposed a method of estimating the source locations in colored noise using a hierarchical model in Bayesian estimation framework. In this paper, the reversible jump MCMC method is introduced into this method to jointly estimate the number of sources. By introducing this, the cases in which the number of sources is unknown or dynamically changes can be handled. The results of the experiments show an improvement over the conventional methods in terms of the source localization performance in a room reverberation.
引用
收藏
页码:609 / 613
页数:5
相关论文
共 50 条
  • [21] BAYESIAN ASSESSMENT OF THE DISTRIBUTION OF INSURANCE CLAIM COUNTS USING REVERSIBLE JUMP MCMC
    Ntzoufras, Ioannis
    Katsis, Athanassios
    Karlis, Dimitris
    NORTH AMERICAN ACTUARIAL JOURNAL, 2005, 9 (03) : 90 - 108
  • [22] Synthesizing Open Worlds with Constraints using Locally Annealed Reversible Jump MCMC
    Yeh, Yi-Ting
    Yang, Lingfeng
    Watson, Matthew
    Goodman, Noah D.
    Hanrahan, Pat
    ACM TRANSACTIONS ON GRAPHICS, 2012, 31 (04):
  • [23] Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models
    Nieto, Fabio H.
    Zhang, Hanwen
    Li, Wen
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2013, 42 (04) : 814 - 840
  • [24] R package rjmcmc: reversible jump MCMC using post-processing
    Gelling, Nicholas
    Schofield, Matthew R.
    Barker, Richard J.
    AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2019, 61 (02) : 189 - 212
  • [25] Comments on "Joint Bayesian Model Selection and Estimation of Noisy Sinusoids Via Reversible Jump MCMC"
    Roodaki, Alireza
    Bect, Julien
    Fleury, Gilles
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (14) : 3653 - 3655
  • [26] MCMC ESTIMATION OF LEVY JUMP MODELS USING STOCK AND OPTION PRICES
    Yu, Cindy L.
    Li, Haitao
    Wells, Martin T.
    MATHEMATICAL FINANCE, 2011, 21 (03) : 383 - 422
  • [27] Motor unit number estimation using reversible jump Markov chain Monte Carlo methods
    Ridall, P. G.
    Pettitt, A. N.
    Friel, N.
    McCombe, P. A.
    Henderson, R. D.
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2007, 56 : 235 - 260
  • [28] Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
    Oedekoven, C. S.
    King, R.
    Buckland, S. T.
    Mackenzie, M. L.
    Evans, K. O.
    Burger, L. W., Jr.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2016, 98 : 79 - 90
  • [29] Bayesian inference for mixtures of von Mises distributions using reversible jump MCMC sampler
    Mulder, Kees
    Jongsma, Pieter
    Klugkist, Irene
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (09) : 1539 - 1556
  • [30] AN EMPIRICAL BAYES APPROACH FOR JOINT BAYESIAN MODEL SELECTION AND ESTIMATION OF SINUSOIDS VIA REVERSIBLE JUMP MCMC
    Roodaki, Alireza
    Bect, Julien
    Fleury, Gilles
    18TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO-2010), 2010, : 1048 - 1052