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Nonlinear regression using smooth Bayesian estimation

Halimi, Abderrahim and Mailhes, Corinne and Tourneret, Jean-Yves Nonlinear regression using smooth Bayesian estimation. (2015) In: IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2015), 19 April 2015 - 24 April 2015 (South Brisbane, QLD, Australia).

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Official URL: http://dx.doi.org/10.1109/ICASSP.2015.7178448

Abstract

This paper proposes a new Bayesian strategy for the estimation of smooth parameters from nonlinear models. The observed signal is assumed to be corrupted by an independent and non identically (colored) Gaussian distribution. A prior enforcing a smooth temporal evolution of the model parameters is considered. The joint posterior distribution of the unknown parameter vector is then derived. A Gibbs sampler coupled with a Hamiltonian Monte Carlo algorithm is proposed which allows samples distributed according to the posterior of interest to be generated and to estimate the unknown model parameters/hyperparameters. Simulations conducted with synthetic and real satellite altimetric data show the potential of the proposed Bayesian model and the corresponding estimation algorithm for nonlinear regression with smooth estimated parameters.

Item Type:Conference or Workshop Item (Paper)
Additional Information:Thanks to IEEE editor. The definitive version is available at http://ieeexplore.ieee.org This papers appears in Proceedings of ICASSP 2015. Electronic ISBN: 978-1-4673-6997-8 The original PDF of the article can be found at: http://ieeexplore.ieee.org/document/7178448/ Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
HAL Id:hal-01485021
Audience (conference):International conference proceedings
Uncontrolled Keywords:
Institution:French research institutions > Centre National d'Études Spatiales - CNES (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Ecole Nationale de l'Aviation Civile - ENAC (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Other partners > Thales (FRANCE)
Other partners > Telecom ParisTech (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
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Deposited By: IRIT IRIT
Deposited On:23 Feb 2017 17:02

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