Bayesian model order selection using the Gibbs sampler

被引：0

作者：

Rajan, JJ

Kawana, A

机构：

[1] NTT Basic Research Laboratories, Wakamiya, Atsugi-shi, Kanagawa 243

来源：

ELECTRONICS LETTERS | 1996年 / 32卷 / 13期

关键词：

signal processing; transforms; Bayes methods;

D O I：

10.1049/el:19960813

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：

A method is described for applying the Gibbs sampler to the problem of evaluating the evidence, or a posteriori probability, of candidate models in a Bayesian model order selection formulation for generalised linear models. The specific example of the discrete Karhunen-Loeve transform is considered.

引用

页码：1156 / 1157

页数：2

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