---
_id: '11845'
abstract:
- lang: eng
  text: The paper proposes a modification of the standard maximum a posteriori (MAP)
    method for the estimation of the parameters of a Gaussian process for cases where
    the process is superposed by additive Gaussian observation errors of known variance.
    Simulations on artificially generated data demonstrate the superiority of the
    proposed method. While reducing to the ordinary MAP approach in the absence of
    observation noise, the improvement becomes the more pronounced the larger the
    variance of the observation noise. The method is further extended to track the
    parameters in case of non-stationary Gaussian processes.
author:
- first_name: Alexander
  full_name: Krueger, Alexander
  last_name: Krueger
- first_name: Reinhold
  full_name: Haeb-Umbach, Reinhold
  id: '242'
  last_name: Haeb-Umbach
citation:
  ama: 'Krueger A, Haeb-Umbach R. MAP-based estimation of the parameters of non-stationary
    Gaussian processes from noisy observations. In: <i>IEEE International Conference
    on Acoustics, Speech and Signal Processing (ICASSP 2011)</i>. ; 2011:3596-3599.
    doi:<a href="https://doi.org/10.1109/ICASSP.2011.5946256">10.1109/ICASSP.2011.5946256</a>'
  apa: Krueger, A., &#38; Haeb-Umbach, R. (2011). MAP-based estimation of the parameters
    of non-stationary Gaussian processes from noisy observations. In <i>IEEE International
    Conference on Acoustics, Speech and Signal Processing (ICASSP 2011)</i> (pp. 3596–3599).
    <a href="https://doi.org/10.1109/ICASSP.2011.5946256">https://doi.org/10.1109/ICASSP.2011.5946256</a>
  bibtex: '@inproceedings{Krueger_Haeb-Umbach_2011, title={MAP-based estimation of
    the parameters of non-stationary Gaussian processes from noisy observations},
    DOI={<a href="https://doi.org/10.1109/ICASSP.2011.5946256">10.1109/ICASSP.2011.5946256</a>},
    booktitle={IEEE International Conference on Acoustics, Speech and Signal Processing
    (ICASSP 2011)}, author={Krueger, Alexander and Haeb-Umbach, Reinhold}, year={2011},
    pages={3596–3599} }'
  chicago: Krueger, Alexander, and Reinhold Haeb-Umbach. “MAP-Based Estimation of
    the Parameters of Non-Stationary Gaussian Processes from Noisy Observations.”
    In <i>IEEE International Conference on Acoustics, Speech and Signal Processing
    (ICASSP 2011)</i>, 3596–99, 2011. <a href="https://doi.org/10.1109/ICASSP.2011.5946256">https://doi.org/10.1109/ICASSP.2011.5946256</a>.
  ieee: A. Krueger and R. Haeb-Umbach, “MAP-based estimation of the parameters of
    non-stationary Gaussian processes from noisy observations,” in <i>IEEE International
    Conference on Acoustics, Speech and Signal Processing (ICASSP 2011)</i>, 2011,
    pp. 3596–3599.
  mla: Krueger, Alexander, and Reinhold Haeb-Umbach. “MAP-Based Estimation of the
    Parameters of Non-Stationary Gaussian Processes from Noisy Observations.” <i>IEEE
    International Conference on Acoustics, Speech and Signal Processing (ICASSP 2011)</i>,
    2011, pp. 3596–99, doi:<a href="https://doi.org/10.1109/ICASSP.2011.5946256">10.1109/ICASSP.2011.5946256</a>.
  short: 'A. Krueger, R. Haeb-Umbach, in: IEEE International Conference on Acoustics,
    Speech and Signal Processing (ICASSP 2011), 2011, pp. 3596–3599.'
date_created: 2019-07-12T05:29:22Z
date_updated: 2022-01-06T06:51:11Z
department:
- _id: '54'
doi: 10.1109/ICASSP.2011.5946256
keyword:
- Gaussian processes
- MAP-based estimation
- maximum a posteriori method
- maximum likelihood estimation
- nonstationary Gaussian processes
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://groups.uni-paderborn.de/nt/pubs/2011/KrHa11.pdf
oa: '1'
page: 3596-3599
publication: IEEE International Conference on Acoustics, Speech and Signal Processing
  (ICASSP 2011)
status: public
title: MAP-based estimation of the parameters of non-stationary Gaussian processes
  from noisy observations
type: conference
user_id: '44006'
year: '2011'
...