Estimation of the Nonlinearity Degree for Polynomial Autoregressive Processes With Rjmcmc
dc.contributor.author | Karakuş, Oktay | |
dc.contributor.author | Kuruoğlu, Ercan E. | |
dc.contributor.author | Altınkaya, Mustafa Aziz | |
dc.contributor.other | 03.05. Department of Electrical and Electronics Engineering | |
dc.contributor.other | 03. Faculty of Engineering | |
dc.contributor.other | 01. Izmir Institute of Technology | |
dc.date.accessioned | 2021-01-24T18:31:44Z | |
dc.date.available | 2021-01-24T18:31:44Z | |
dc.date.issued | 2015 | |
dc.description | 23rd European Signal Processing Conference (EUSIPCO) | en_US |
dc.description.abstract | Despite the popularity of linear process models in signal and image processing, various real life phenomena exhibit nonlinear characteristics. Compromising between the realistic and computationally heavy nonlinear models and the simplicity of linear estimation methods, linear in the parameters nonlinear models such as polynomial autoregressive (PAR) models have been accessible analytical tools for modelling such phenomena. In this work, we aim to demonstrate the potentials of Reversible Jump Markov Chain Monte Carlo (RSMCMC) which is a successful statistical tool in model dimension estimation in nonlinear process identification. We explore the capability of RJMCMC in jumping not only between spaces with different dimensions, but also between different classes of models. In particular, we demonstrate the success of RJMCMC in sampling in linear and nonlinear spaces of varying dimensions for the estimation of PAR processes. | en_US |
dc.description.sponsorship | EURECOM | en_US |
dc.identifier.isbn | 978-0-9928-6263-3 | |
dc.identifier.issn | 2076-1465 | |
dc.identifier.uri | https://hdl.handle.net/11147/9942 | |
dc.language.iso | en | en_US |
dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en_US |
dc.relation.ispartof | 2015 23rd European Signal Processing Conference, EUSIPCO 2015 | en_US |
dc.relation.ispartofseries | European Signal Processing Conference | |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Polynomial AR | en_US |
dc.subject | Reversible Jump MCMC | en_US |
dc.subject | Nonlinearity degree estimation | en_US |
dc.title | Estimation of the Nonlinearity Degree for Polynomial Autoregressive Processes With Rjmcmc | en_US |
dc.type | Conference Object | en_US |
dspace.entity.type | Publication | |
gdc.author.institutional | Karakuş, Oktay | |
gdc.author.institutional | Altınkaya, Mustafa Aziz | |
gdc.coar.access | metadata only access | |
gdc.coar.type | text::conference output | |
gdc.description.department | İzmir Institute of Technology. Electrical and Electronics Engineering | en_US |
gdc.description.departmenttemp | [Karakus, Oktay; Altinkaya, Mustafa A.] Izmir Inst Technol, Elect Elect Engn, Izmir, Turkey; [Kuruoglu, Ercan E.] ISTI CNR, I-56124 Pisa, Italy | en_US |
gdc.description.endpage | 957 | en_US |
gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
gdc.description.scopusquality | N/A | |
gdc.description.startpage | 953 | en_US |
gdc.description.wosquality | N/A | |
gdc.identifier.wos | WOS:000377943800192 | |
gdc.wos.citedcount | 5 | |
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