Monte Carlo methods for signal processing a review in the statistical signal processing context.

Monte Carlo methods for signal processing a review in the statistical signal processing context.

In this article, MCMC (Markov chain Monte Carlo methods) and SMC (sequential Monte Carlo methods) are introduced to sample and/or maximize high-dimensional probability distributions. These methods enable to perform likelihood or Bayesian inference for complex non-Gaussian signal processing problems.

書目詳細資料
發表在:IEEE Signal processing magazine 22, 6 (2005).
主要作者: Doucet, A.
格式: Article
語言:English
主題:
Bayesian inference.
Markov chain Monte Carlo methods.
Complex nonGaussian signal processing problems.
Sequential Monte Carlo methods.