000 01683nam a22002177a 4500
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020 _a9783642066900(PB)
041 _heng
082 _bSMI
_a006.3
100 _aSmidl, Vaclav
245 _a The variational Bayes method in signal processing
260 _aBerlin
_bSpringer
_c2011
440 _a Signals and communication technology
505 _aBayesian Theory.- Off-line Distributional Approximations and the Variational Bayes Method.- Principal Component Analysis and Matrix Decompositions.- Functional Analysis of Medical Image Sequences.- On-line Inference of Time-Invariant Parameters.- On-line Inference of Time-Variant Parameters.- The Mixture-based Extension of the AR Model (MEAR).- Concluding Remarks.
520 _aSynthesizes the Variational Bayes (VB) method of distributional approximation into eight clear steps ("the VB method"). When these are followed, the reader is equipped with the means to check if their model is amenable to this approximation, and to develop the approximation in a systematic way Presents some very basic toy problems involving scalar decompositions, which give insight into the nature of the method in full applications Employs the VB method in off-line and on-line scenarios in a standard and systematic way, allowing the results in each case to be compared with ease Derives all necessary results in Bayesian methods, avoiding unnecessary elaboration and making the book self-contained
650 _aBayesian statistical decision theory
650 _aSignal processing Statistical methods
700 _aQuinn,Anthony
942 _2ddc
_cBK
999 _c2076
_d2076