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Bayesian nonparametric spectral density estimation using B-spline priors
v1v2 (latest)

Bayesian nonparametric spectral density estimation using B-spline priors

16 July 2017
M. Edwards
R. Meyer
N. Christensen
ArXiv (abs)PDFHTML

Papers citing "Bayesian nonparametric spectral density estimation using B-spline priors"

7 / 7 papers shown
Dynamic Causal Structure Discovery and Causal Effect Estimation
Dynamic Causal Structure Discovery and Causal Effect EstimationKnowledge Discovery and Data Mining (KDD), 2025
Jianian Wang
Rui Song
CML
310
5
0
11 Jan 2025
Asymptotic considerations in a Bayesian linear model with
  nonparametrically modelled time series innovations
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
Claudia Kirch
Alexander Meier
R. Meyer
Yifu Tang
194
3
0
24 Sep 2024
Efficient nonparametric estimation of Toeplitz covariance matrices
Efficient nonparametric estimation of Toeplitz covariance matricesBiometrika (Biometrika), 2023
Karolina Klockmann
Tatyana Krivobokova
242
6
0
17 Mar 2023
Posterior consistency for the spectral density of non-Gaussian
  stationary time series
Posterior consistency for the spectral density of non-Gaussian stationary time seriesScandinavian Journal of Statistics (Scand. J. Stat.), 2021
Yifu Tang
Claudia Kirch
J. Lee
R. Meyer
400
2
0
01 Mar 2021
Computational Techniques for Parameter Estimation of Gravitational Wave
  Signals
Computational Techniques for Parameter Estimation of Gravitational Wave Signals
R. Meyer
M. Edwards
P. Maturana-Russel
N. Christensen
281
9
0
22 Sep 2020
Optimally adaptive Bayesian spectral density estimation for stationary
  and nonstationary processes
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processesStatistics and computing (Stat. Comput.), 2020
Nick James
Max Menzies
140
17
0
04 Mar 2020
Spectral Subsampling MCMC for Stationary Time Series
Spectral Subsampling MCMC for Stationary Time SeriesInternational Conference on Machine Learning (ICML), 2019
R. Salomone
M. Quiroz
Robert Kohn
M. Villani
Minh-Ngoc Tran
AI4TS
331
14
0
30 Oct 2019
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