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Using MCMC as a Stochastic Optimization Procedure for Musical Time Series

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Abstract

Based on a model of Davy and Godsill (2002) we describe a general model for time series from monophonic musical sound to estimate the pitch. The model is a hierarchical Bayes Model which will be estimated with MCMC methods. All the parameters and their prior distributions are motivated individually. For parameter estimation an MCMC based stochastic optimization is introduced. In a simulation study it will be looked for the best implementation of the optimization procedure.

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References

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© 2006 Springer-Verlag Berlin · Heidelberg

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Sommer, K., Weihs, C. (2006). Using MCMC as a Stochastic Optimization Procedure for Musical Time Series. In: Batagelj, V., Bock, HH., Ferligoj, A., Žiberna, A. (eds) Data Science and Classification. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg . https://doi.org/10.1007/3-540-34416-0_33

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