Joint segmentation of wind speed and direction using a hierarchical model
Computational Statistics & Data Analysis
Hierarchical Bayesian sparse image reconstruction with application to MRFM
IEEE Transactions on Image Processing
Joint Bayesian endmember extraction and linear unmixing for hyperspectral imagery
IEEE Transactions on Signal Processing
Bayesian orthogonal component analysis for sparse representation
IEEE Transactions on Signal Processing
IEEE Transactions on Image Processing
IEEE Transactions on Signal Processing
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We propose a joint segmentation algorithm for piecewise constant autoregressive (AR) processes recorded by several independent sensors. The algorithm is based on a hierarchical Bayesian model. Appropriate priors allow us to introduce correlations between the change locations of the observed signals. Numerical problems inherent to Bayesian inference are solved by a Gibbs sampling strategy. The proposed joint segmentation methodology yields improved segmentation results when compared with parallel and independent individual signal segmentations. The initial algorithm is derived for piecewise constant AR processes whose orders are fixed on each segment. However, an extension to models with unknown model orders is also discussed. Theoretical results are illustrated by many simulations conducted with synthetic signals and real arc-tracking and speech signals