论文信息 - Méthodes monte carlo séquentielles pour l'analyse spectrale bayésienne

Méthodes monte carlo séquentielles pour l'analyse spectrale bayésienne

We present the application of a new simulation algorithm – recently introduced by two of the authors – to joint detection/ estimation of sinusoids in noise. This Sequential Monte Carlo algorithm generates particles that are marginaly distributed according to a target probability distribution via sampling/resampling steps.

Manuel Davy | Pierre Del Moral | Arnaud Doucet

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