Frequency Selection in Bayesian Spectral Modeling of Time Series Data with Applications to Wearable Device Measurements
时间序列贝叶斯谱建模中的频率选择及可穿戴设备应用
This paper introduces a Bayesian spike-and-slab framework for spectral analysis of time series data. The proposed method combines frequency selection and dimensionality reduction with a refined grid of candidate frequencies, enabling high-resolution recovery of oscillatory components while promoting sparsity through a structured spike-and-slab prior. A stochastic search algorithm efficiently explores the posterior space, yielding posterior inclusion probabilities that…