| EPSRC Reference: |
GR/L42971/01 |
| Title: |
BAYESIAN SEQUENTIAL MCMC METHODS |
| Principal Investigator: |
FitzGerald, Professor W |
| Other Investigators: |
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| Project Partners: |
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| Department: |
Engineering |
| Organisation: |
University of Cambridge |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
14 July 1997 |
Ends: |
13 September 1997 |
Value (£): |
9,310
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| EPSRC Research Topic Classifications: |
| Digital Signal Processing |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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We propose to initiate a collaborative project in sequential statistical analysis of dynamic models arising in various signal processing applications. The primary focus is on the development of concepts and methods for sequential updating/revision of posterior inference based on iterative simulation methods, i.e. Markov Chain Monte Carlo or MCMC. The project comes about following recent discussions about the needs for fast and accurate methods of sequential analysis in specific application areas. Two key examples are the real-time analysis of degraded audio signals, for example, old 78rpm records with scratches etc. and the analysis of EEG signals concerning both the depth of awareness during anaesthesia and the prediction of epileptic attacks. Other applications concern the ability to detect signals in a mobile communications environment where the communications channel suffers from fading and time variation, the real-time detection of change-points applied to ion-channel dynamics in pharmacology as well as applications in speech processing.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.cam.ac.uk |