The Variational Bayes Method in Signal Processing - 9783642066900

The Variational Bayes Method in Signal ProcessingAuthor(s): Vclav mdl, Anthony Quinn\nFormat: Paperback\nPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Germany\nImprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K\nISBN-13: 9783642066900, 978-3642066900\nSynopsis\nGaussian linear modelling cannot address current signal processing demands. In moderncontexts,suchasIndependentComponentAnalysis(ICA),progresshasbeen made speci?cally by imposing non-Gaussian and/or non-linear assumptions. Hence, standard Wiener and Kalman theories no longer enjoy their traditional hegemony in the ?eld, revealing the standard computational engines for these problems. In their place, diverse principles have been explored, leading to a consequent diversity in the implied computational algorithms. The traditional on-line and data-intensive pre- cupations of signal processing continue to demand that these algorithms be tractable. Increasingly, full probability modelling (the so-c.