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Monday, November 6, 2017 - 11:35 to 12:30
SMS seminar hall
Satyaki Mazumder
IISER Kolkata
Bayesian analysis of one dimensional chirp signal

Chirp signals are frequently used in different areas of science and engineering. MCMCbased Bayesian inference is done here for purpose of one step and multiple step prediction incase of one dimensional single chirp signal with i.i.d. error structure as well as dependenterror structure with exponentially decaying covariances. We use Gibbs sampling techniqueand random walk MCMC to update the parameters. We perform five simulationstudies for illustration purpose. We also do some real data analysis to show how the methodis working in practice.

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