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Joint segmentation of multivariate astronomical time series : bayesian sampling with a hierarchical model

Dobigeon, Nicolas and Tourneret, Jean-Yves and Scargle, Jeffrey Joint segmentation of multivariate astronomical time series : bayesian sampling with a hierarchical model. (2007) IEEE Transactions on Signal Processing, vol. 5 (n° 2). pp. 414-423. ISSN 1053-587X

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Official URL: http://dx.doi.org/10.1109/TSP.2006.885768

Abstract

Astronomy and other sciences often face the problem of detecting and characterizing structure in two or more related time series. This paper approaches such problems using Bayesian priors to represent relationships between signals with various degrees of certainty, and not just rigid constraints. The segmentation is conducted by using a hierarchical Bayesian approach to a piecewise constant Poisson rate model. A Gibbs sampling strategy allows joint estimation of the unknown parameters and hyperparameters. Results obtained with synthetic and real photon counting data illustrate the performance of the proposed algorithm.

Item Type:Article
Additional Information:This publication is available on http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution: Université de Toulouse > Institut National Polytechnique de Toulouse - INPT
Other partners > National Aeronautics and Space Administration - NASA (USA)
Université de Toulouse > Université Paul Sabatier-Toulouse III - UPS
French research institutions > Centre National de la Recherche Scientifique - CNRS
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Deposited By: Jean-yves TOURNERET
Deposited On:09 Sep 2008 09:18

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