The Variational Bayes Method in Signal Processing

• Main Authors: Šmídl, Václav (Author), Quinn, Anthony (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Series: Signals and Communication Technology
• Subjects: Engineering.; Application software.; Probabilities.; Statistics.; Electrical engineering.; Signal, Image and Speech Processing.; Communications Engineering, Networks.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Probability Theory and Stochastic Processes.; Computer Applications.

This is the first book-length treatment of the Variational Bayes (VB) approximation in signal processing. It has been written as a self-contained, self-learning guide for academic and industrial research groups in signal processing, data analysis, machine learning, identification and control. It rev...

Table of Contents:

• Bayesian Theory
• Off-line Distributional Approximations and the Variational Bayes Method
• Principal Component Analysis and Matrix Decompositions
• Functional Analysis of Medical Image Sequences
• On-line Inference of Time-Invariant Parameters
• On-line Inference of Time-Variant Parameters
• The Mixture-based Extension of the AR Model (MEAR)
• Concluding Remarks.