Bayesian nonparametric spectral density estimation using B-spline priors
DOI10.1007/s11222-017-9796-9zbMath1430.62072arXiv1707.04878OpenAlexW2606866400WikidataQ123417517 ScholiaQ123417517MaRDI QIDQ2329750
Renate Meyer, Matthew Edwards, Nelson Christensen
Publication date: 18 October 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.04878
gravitational wavesBayesian nonparametricsspectral density estimationWhittle likelihoodLIGOB-spline priorBernstein polynomial priorsunspot cycle
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Numerical computation using splines (65D07) Inference from stochastic processes and spectral analysis (62M15) Gravitational waves (83C35) Radiative transfer in astronomy and astrophysics (85A25)
Related Items (12)
Uses Software
Cites Work
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
- Posterior simulation across nonparametric models for functional clustering
- Bayesian non-parametric signal extraction for Gaussian time series
- Bayesian semiparametric modeling of survival data based on mixtures of \(B\)-spline distributions
- Random field priors for spectral density functions
- Time series: theory and methods.
- Periodic splines and spectral estimation
- Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
- Simultaneous confidence bands for linear regression and smoothing
- Regression-type inference in nonparametric autoregression
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
- Bayesian semiparametric inference on long-range dependence
- Bayesian parameter estimation of core collapse supernovae using gravitational wave simulations
- Modelling coloured residual noise in gravitational-wave signal processing
- Bayesian Nonparametric Modeling Using Mixtures of Triangular Distributions
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Automatic Smoothing of the Log Periodogram
- Simultaneous bootstrap confidence bands in nonparametric regression
- Bayesian density estimation using bernstein polynomials
- Bayesian Estimation of the Spectral Density of a Time Series
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
- AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series
- Random Bernstein Polynomials
- Equation of State Calculations by Fast Computing Machines
- Nonparametric Bayesian inference for the spectral density function of a random field
- Monte Carlo sampling methods using Markov chains and their applications
- PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Bayesian nonparametric spectral density estimation using B-spline priors