Reversible Jump Markov Chain Monte Carlo for Pulse Fitting

Abstract

This paper proposes a reversible jump Markov chain Monte Carlo method that provides efficient inference for the general problem of pulse fitting. In particular, it minimises the potential of an adopted parametric model overfitting to the (noisy) data via the inclusion of a peak proximity parameter. This facilitates learning a more representative underlying model and significantly reduces the computational cost. Synthetic and real data are used to demonstrate the efficacy of the introduced Bayesian technique.