Authors:
- Synthesizes the Variational Bayes (VB) method of distributional approximation into eight clear steps ("the VB method"). When these are followed, the reader is equipped with the means to check if their model is amenable to this approximation, and to develop the approximation in a systematic way
- Presents some very basic toy problems involving scalar decompositions, which give insight into the nature of the method in full applications
- Employs the VB method in off-line and on-line scenarios in a standard and systematic way, allowing the results in each case to be compared with ease
- Derives all necessary results in Bayesian methods, avoiding unnecessary elaboration and making the book self-contained
Part of the book series: Signals and Communication Technology (SCT)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
About this book
This is the first book-length treatment of the Variational Bayes (VB) approximation in signal processing. It has been written as a self-contained, self-learning guide for academic and industrial research groups in signal processing, data analysis, machine learning, identification and control. It reviews the VB distributional approximation, showing that tractable algorithms for parametric model identification can be generated in off-line and on-line contexts. Many of the principles are first illustrated via easy-to-follow scalar decomposition problems. In later chapters, successful applications are found in factor analysis for medical image sequences, mixture model identification and speech reconstruction. Results with simulated and real data are presented in detail. The unique development of an eight-step "VB method", which can be followed in all cases, enables the reader to develop a VB inference algorithm from the ground up, for their own particular signal or image model.
Authors and Affiliations
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Department of Adaptive Systems, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic
Václav Šmídl
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Department of Electronic and Electrical Engineering, University of Dublin, Trinity College, Dublin 2, Ireland
Anthony Quinn
Bibliographic Information
Book Title: The Variational Bayes Method in Signal Processing
Authors: Václav Šmídl, Anthony Quinn
Series Title: Signals and Communication Technology
DOI: https://doi.org/10.1007/3-540-28820-1
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2006
Hardcover ISBN: 978-3-540-28819-0Published: 29 November 2005
Softcover ISBN: 978-3-642-06690-0Published: 12 February 2010
eBook ISBN: 978-3-540-28820-6Published: 30 March 2006
Series ISSN: 1860-4862
Series E-ISSN: 1860-4870
Edition Number: 1
Number of Pages: XX, 228
Number of Illustrations: 65 b/w illustrations
Topics: Signal, Image and Speech Processing, Communications Engineering, Networks, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Probability Theory and Stochastic Processes, Computer Applications