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Conclusion

  • Joseph J. K. Ó Ruanaidh
  • William J. Fitzgerald
Part of the Statistics and Computing book series (SCO)

Abstract

This book was concerned with devising numerical methods for practical applications of Bayesian methods to signal processing. There were three components in this work. First, we considered optimisation for the location of the posterior mode. Second, we investigated different strategies for integrating the posterior density. Third, we attempted to simulate random samples from the posterior density.

Keywords

Simulated Annealing Asymptotic Normality Importance Sampling Posterior Density Markov Chain Monte Carlo Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • Joseph J. K. Ó Ruanaidh
    • 1
  • William J. Fitzgerald
    • 1
  1. 1.Department of EngineeringUniversity of CambridgeCambridgeUK

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