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Beyond trans-dimensional RJMCMC with a case study in impulsive data modeling

Karakuş, O., Kuruoğlu, E. E. and Altınkaya, M. A. 2018. Beyond trans-dimensional RJMCMC with a case study in impulsive data modeling. Signal Processing 153 , pp. 396-410. 10.1016/j.sigpro.2018.07.028

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Reversible jump Markov chain Monte Carlo (RJMCMC) is a Bayesian model estimation method, which has been generally used for trans-dimensional sampling and model order selection studies in the literature. In this study, we draw attention to unexplored potentials of RJMCMC beyond trans-dimensional sampling. the proposed usage, which we call trans-space RJMCMC exploits the original formulation to explore spaces of different classes or structures. This provides flexibility in using different types of candidate classes in the combined model space such as spaces of linear and nonlinear models or of various distribution families. As an application, we looked into a special case of trans-space sampling, namely trans-distributional RJMCMC in impulsive data modeling. In many areas such as seismology, radar, image, using Gaussian models is a common practice due to analytical ease. However, many noise processes do not follow a Gaussian character and generally exhibit events too impulsive to be successfully described by the Gaussian model. We test the proposed usage of RJMCMC to choose between various impulsive distribution families to model both synthetically generated noise processes and real-life measurements on power line communications impulsive noises and 2-D discrete wavelet transform coefficients.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Computer Science & Informatics
Publisher: Elsevier
ISSN: 0165-1684
Date of Acceptance: 31 July 2018
Last Modified: 15 Nov 2021 16:45

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