Using MCMC as a stochastic optimization procedure for monophonic and polyphonic sound

Abstract

Based on a model of Davy and Godsill (2002) we describe a general model for time series from monophonic and polyphonic musical sound to estimate the pitch. The model is a hierarchical Bayes Model which will be estimated with MCMC methods. For parameter estimation an MCMC based stochastic optimization is introduced. A comparative study illustrates usefullness of the MCMC algorithm.