Department of Physics, Engineering Physics & Astronomy

Department of Physics, Engineering Physics & Astronomy
Department of Physics, Engineering Physics & Astronomy

A Bayesian Revolution in Spectral Analysis

Phil Gregory
University of British Columbia

Tuesday, October 29, 2002
11:30 AM @ Stirling 201

Abstract:

The discrete Fourier transforms (DFT) is ubiquitous in spectral analysis as a result of the introduction of the Fast Fourier transform by Cooley and Tukey in 1965. In 1987, E. T. Jaynes derived the DFT using Bayesian Probability Theory and provided surprising new insights into its role in spectral analysis. This was the starting point for an ongoing Bayesian revolution in spectral analysis which I will review in this talk, with examples taken from physics and astronomy. The revolution is based on a viewpoint of Bayesian Inference as extended logic.