Academic Press Library in Signal Processing

Chapter 4

Bayesian Computational Methods in Signal Processing

Simon Godsill,    Signal Processing and Communications Laboratory, Department of Engineering, University of Cambridge, UK

Abstract

In this article we give an introductory survey of Bayesian statistical methods applied to signal processing models, with an emphasis on computational techniques such as expectation-maximization and Monte Carlo inference (batch and sequential). The area is now highly evolved and sophisticated, and hence it is not practical to cover all topics of current research; however we hope that this article will teach some of the basics and inspire the reader to go on and study the rich families of statistical methodology that are still evolving under the Bayesian heading. ...