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
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
收藏
页码:1156 / 1157
页数:2
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