Abstract | ||
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In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family (EEF) method, termed Bayesian EEF. It shows that the Bayesian EEF can use vague proper priors and improper noninformative priors to be objective in the elicitation of parameter priors. Moreover, the penalty term of the rule is shown to be the sum of half of the parameter dimension and the esti... |
Year | DOI | Venue |
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2018 | 10.1109/TSP.2017.2781642 | IEEE Transactions on Signal Processing |
Keywords | Field | DocType |
Bayes methods,Data models,Mutual information,Computational modeling,Signal to noise ratio,Covariance matrices | Data modeling,Mathematical optimization,Frequentist inference,Bayesian inference,Linear model,Algorithm,Model selection,Mutual information,Prior probability,Mathematics,Bayesian probability | Journal |
Volume | Issue | ISSN |
66 | 4 | 1053-587X |
Citations | PageRank | References |
1 | 0.37 | 3 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Zhenghan Zhu | 1 | 12 | 2.26 |
S. Kay | 2 | 309 | 40.73 |