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.
KeywordsSimulated Annealing Asymptotic Normality Importance Sampling Posterior Density Markov Chain Monte Carlo Method
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