Title
On Bayesian Exponentially Embedded Family for Model Order Selection.
Abstract
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
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 Zhu1122.26
S. Kay230940.73