Astro/Particle Seminar

A Bayesian Revolution in Spectral Analysis

Phil Gregory
UBC

Time
Tue. October 29, 2002     11:30 AM     Room 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.

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