Bayesian signal estimation

Mathematics and Statistics

Keywords

Signal estimation

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Bayesian signal estimation. / Mukherjee, Kanchan; Majumdar, Suman.
In: Statistics and Decisions, Vol. 14, 1996, p. 275-293.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Mukherjee, K & Majumdar, S 1996, 'Bayesian signal estimation', Statistics and Decisions, vol. 14, pp. 275-293.

APA

Mukherjee, K., & Majumdar, S. (1996). Bayesian signal estimation. Statistics and Decisions, 14, 275-293.

Vancouver

Mukherjee K, Majumdar S. Bayesian signal estimation. Statistics and Decisions. 1996;14:275-293.

Author

Mukherjee, Kanchan ; Majumdar, Suman. / Bayesian signal estimation. In: Statistics and Decisions. 1996 ; Vol. 14. pp. 275-293.

Bibtex

@article{6205736dae8b4dc18adb759454666607,

title = "Bayesian signal estimation",

abstract = "The problem of Bayesian estimation of a signal contaminated by white noise is investigated. Restricting the unknown signal to a compact subset of L2([0, 1]), the existence of a unique Bayes estimator for the squared-error loss and its robustness with respect to the prior used are established; for sufficiently diffuse priors, the Bayes estimator is shown to be uniformly L1-consistent.",

keywords = "Signal estimation",

author = "Kanchan Mukherjee and Suman Majumdar",

year = "1996",

language = "English",

volume = "14",

pages = "275--293",

journal = "Statistics and Decisions",

publisher = "De Gruyter",

}

RIS

TY - JOUR

T1 - Bayesian signal estimation

AU - Mukherjee, Kanchan

AU - Majumdar, Suman

PY - 1996

Y1 - 1996

N2 - The problem of Bayesian estimation of a signal contaminated by white noise is investigated. Restricting the unknown signal to a compact subset of L2([0, 1]), the existence of a unique Bayes estimator for the squared-error loss and its robustness with respect to the prior used are established; for sufficiently diffuse priors, the Bayes estimator is shown to be uniformly L1-consistent.

AB - The problem of Bayesian estimation of a signal contaminated by white noise is investigated. Restricting the unknown signal to a compact subset of L2([0, 1]), the existence of a unique Bayes estimator for the squared-error loss and its robustness with respect to the prior used are established; for sufficiently diffuse priors, the Bayes estimator is shown to be uniformly L1-consistent.

KW - Signal estimation

M3 - Journal article

VL - 14

SP - 275

EP - 293

JO - Statistics and Decisions

JF - Statistics and Decisions

ER -

Research

Keywords