Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation

DOI10.1111/j.1467-9868.2004.02052.xzbMath1046.62028OpenAlexW2143600836MaRDI QIDQ4819015

Patrick J. Wolfe, Wee-Jing Ng, Simon J. Godsill

Publication date: 24 September 2004

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2004.02052.x

zbMATH Keywords

regularizationmodel selectionGabor framesregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• spatial

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