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Transactions: WSEAS TRANSACTIONS ON SIGNAL PROCESSING
Transactions ID Number: 32-594
Full Name: Dursun Ustundag
Position: Assistant Professor
Age: ON
Sex: Male
Address: The Department of Mathematics, Marmara University, Istanbul
Country: TURKEY
Tel: 0216 346 45 53
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E-mail address: dustundag@marmara.edu.tr
Other E-mails: dustundag@marmara.edu.tr
Title of the Paper: Simultaneous Detection and Estimation of Noisy Sinusoids using Bayesian Inference with Reversible Jump MCMC Algorithm
Authors as they appear in the Paper: Dursun Üstündag
Email addresses of all the authors: dustundag@marmara.edu.tr
Number of paper pages: 10
Abstract: We consider here a problem of simultaneous detecting and estimating of sinusoids corrupted by random noise within a Bayesian framework. Unfortunately, all Bayesian inference drawn from posterior probability distributions of parameters requires evaluation of some complicated high-dimensional integrals. Therefore, an attempt for performing the Bayesian computation is made to improve an efficient stochastic algorithm based on Reversible Jump Markov chain Monte Carlo (RJMCMC) methods, which allows to obtain all the features of the a-posteriori distribution. Its algorithm is coded by using Mathematica programming language and evaluated in a number of simulation studies on synthetic data sets. All the simulations results support the effectiveness of the method for detecting and estimating sinusoids embedded in noise.
Keywords: Bayesian Inference, Model Selection, Parameter Estimation, Reversible Jump MCMC
EXTENSION of the file: .doc
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