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Poster: Reversible Jump Markov chain Monte Carlo for Pulse Fitting

Citation Author(s):
Bashar I. Ahmad, Simon Godsill
Submitted by:
Alexander Goodyer
Last updated:
2 April 2024 - 5:06am
Document Type:
Poster
Document Year:
2024
Event:
Presenters:
Fred Goodyer
Paper Code:
SPTM-P4.9
 

This paper proposes a reversible jump Markov chain Monte Carlo method that provides efficient inference for the general problem of pulse fitting. In particular, it minimises the potential of an adopted parametric model overfitting to the (noisy) data via the inclusion of a peak proximity parameter. This facilitates learning a more representative underlying model and significantly reduces the computational cost. Synthetic and real data are used to demonstrate the efficacy of the introduced Bayesian technique.

Contact: afg30@cam.ac.uk

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