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Bayesian Spectrum Analysis and Parameter Estimation

2013-03-09 Mathematics
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Release : 2013-03-09
Genre : Mathematics
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Book Rating : 99X/5 ( reviews)

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Book Synopsis Bayesian Spectrum Analysis and Parameter Estimation by : G. Larry Bretthorst

Download or read book Bayesian Spectrum Analysis and Parameter Estimation written by G. Larry Bretthorst. This book was released on 2013-03-09. Available in PDF, EPUB and Kindle. Book excerpt: This work is essentially an extensive revision of my Ph.D. dissertation, [1J. It 1S primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate level study of physics should be able to follow the material contained in this book, though not without eIfort. From the time the dissertation was written until now (approximately one year) our understanding of the parameter estimation problem has changed extensively. We have tried to incorporate what we have learned into this book. I am indebted to a number of people who have aided me in preparing this docu ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. In addition, I must extend my deepest thanks to Dr. Joseph Ackerman for his support during the time this manuscript was being prepared.

Bayesian Spectrum Analysis and Parameter Estimation

1988-11-28 Mathematics
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Release : 1988-11-28
Genre : Mathematics
Kind : eBook
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Book Synopsis Bayesian Spectrum Analysis and Parameter Estimation by : G. Larry Bretthorst

Download or read book Bayesian Spectrum Analysis and Parameter Estimation written by G. Larry Bretthorst. This book was released on 1988-11-28. Available in PDF, EPUB and Kindle. Book excerpt: This book is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, chemists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material. Any person with the equivalent of the mathematics background required for the graduate-level study of physics should be able to follow the material contained in this book, though not without effort. In this work we apply probability theory to the problem of estimating parameters in rather general models. In particular when the model consists of a single stationary sinusoid we show that the direct application of probability theory will yield frequency estimates an order of magnitude better than a discrete Fourier transform in signal-to-noise of one. Latter, we generalize the problem and show that probability theory can separate two close frequencies long after the peaks in a discrete Fourier transform have merged.

Maximum-Entropy and Bayesian Methods in Science and Engineering

1988-08-31 Mathematics
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Release : 1988-08-31
Genre : Mathematics
Kind : eBook
Book Rating : 930/5 ( reviews)

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Book Synopsis Maximum-Entropy and Bayesian Methods in Science and Engineering by : G. Erickson

Download or read book Maximum-Entropy and Bayesian Methods in Science and Engineering written by G. Erickson. This book was released on 1988-08-31. Available in PDF, EPUB and Kindle. Book excerpt: This volume has its origin in the Fifth, Sixth and Seventh Workshops on and Bayesian Methods in Applied Statistics", held at "Maximum-Entropy the University of Wyoming, August 5-8, 1985, and at Seattle University, August 5-8, 1986, and August 4-7, 1987. It was anticipated that the proceedings of these workshops would be combined, so most of the papers were not collected until after the seventh workshop. Because all of the papers in this volume are on foundations, it is believed that the con tents of this volume will be of lasting interest to the Bayesian community. The workshop was organized to bring together researchers from different fields to critically examine maximum-entropy and Bayesian methods in science and engineering as well as other disciplines. Some of the papers were chosen specifically to kindle interest in new areas that may offer new tools or insight to the reader or to stimulate work on pressing problems that appear to be ideally suited to the maximum-entropy or Bayesian method. A few papers presented at the workshops are not included in these proceedings, but a number of additional papers not presented at the workshop are included. In particular, we are delighted to make available Professor E. T. Jaynes' unpublished Stanford University Microwave Laboratory Report No. 421 "How Does the Brain Do Plausible Reasoning?" (dated August 1957). This is a beautiful, detailed tutorial on the Cox-Polya-Jaynes approach to Bayesian probability theory and the maximum-entropy principle.

Maximum-Entropy and Bayesian Spectral Analysis and Estimation Problems

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
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Book Rating : 612/5 ( reviews)

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Book Synopsis Maximum-Entropy and Bayesian Spectral Analysis and Estimation Problems by : C.R. Smith

Download or read book Maximum-Entropy and Bayesian Spectral Analysis and Estimation Problems written by C.R. Smith. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This volume has its origin in the third ·Workshop on Maximum-Entropy and Bayesian Methods in Applied Statistics,· held at the University of Wyoming, August 1 to 4, 1983. It was anticipated that the proceedings of this workshop could not be prepared in a timely fashion, so most of the papers were not collected until a year or so ago. Because most of the papers are in the nature of advancing theory or solving specific problems, as opposed to status reports, it is believed that the contents of this volume will be of lasting interest to the Bayesian community. The workshop was organized to bring together researchers from differ ent fields to examine critically maximum-entropy and Bayesian methods in science, engineering, medicine, economics, and other disciplines. Some of the papers were chosen specifically to kindle interest in new areas that may offer new tools or insight to the reader or to stimulate work on pressing problems that appear to be ideally suited to the maximum-entropy or Bayes ian method.

Bayesian Inference

2013-03-14 Mathematics
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Release : 2013-03-14
Genre : Mathematics
Kind : eBook
Book Rating : 06X/5 ( reviews)

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Book Synopsis Bayesian Inference by : Hanns L. Harney

Download or read book Bayesian Inference written by Hanns L. Harney. This book was released on 2013-03-14. Available in PDF, EPUB and Kindle. Book excerpt: Solving a longstanding problem in the physical sciences, this text and reference generalizes Gaussian error intervals to situations in which the data follow distributions other than Gaussian. The text is written at introductory level, with many examples and exercises.

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