Comments on “Joint Bayesian Model Selection and Estimation of Noisy Sinusoids Via Reversible Jump MCMC”
Comments on “Joint Bayesian Model Selection and Estimation of Noisy Sinusoids Via Reversible Jump MCMC”
复制标题
对“通过可逆跳跃 MCMC 进行噪声正弦曲线的联合贝叶斯模型选择和估计”的评论
DOI：
--
复制
发表时间：
2013
影响因子：
5.4
通讯作者：
G. Fleury
中科院分区：
文献类型：
--
作者：
A. Roodaki;Julien Bect;G. Fleury
允许在相干贝叶斯框架中联合处理模型选择和参数估计问题的可逆跳跃MCMC（RJ-MCMC）采样技术在信号处理文献中变得越来越流行，因为Andrieu和Doucet的开创性论文[“Joint Bayesian model selection and estimation of noisy sinusoides via reversible jump MCMC，”IEEE Trans. Signal Process，vol.47，no.10，pp. 2667-2676，1999]。任何RJ-MCMC采样器的实现的关键是所谓的大都会-黑斯廷斯-绿色（MHG）比率的计算，它确定了建议移动的接受概率。事实证明，在Andrieu和Doucet的论文中给出的MHG比率的表达式是错误的，并且在信号处理文献中处理RJ-MCMC采样的许多后续论文中被复制。本文纠正了这一错误表述，并简要讨论了其原因和后果。
Reversible jump MCMC (RJ-MCMC) sampling techniques, which allow to jointly tackle model selection and parameter estimation problems in a coherent Bayesian framework, have become increasingly popular in the signal processing literature since the seminal paper of Andrieu and Doucet [“Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC,” IEEE Trans. Signal Process, vol. 47, no. 10, pp. 2667-2676, 1999]. Crucial to the implementation of any RJ-MCMC sampler is the computation of the so-called Metropolis-Hastings-Green (MHG) ratio, which determines the acceptance probability for the proposed moves. It turns out that the expression of the MHG ratio that was given in the paper of Andrieu and Doucet for “Birth-or-Death” moves is erroneous and has been reproduced in many subsequent papers dealing with RJ-MCMC sampling in the signal processing literature. This note fixes the erroneous expression and briefly discusses its cause and consequences.
应用于核磁共振波谱的噪声阻尼正弦信号的时域贝叶斯检测和估计。
DOI：
10.1016/j.jmr.2007.08.008
发表时间：
2007
期刊：
1997)
影响因子：
--
作者：
Rubtsov DV
通讯作者：
Rubtsov DV