how to estimate Hyper parameters

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Bharathi Surisetti
Bharathi Surisetti on 19 Oct 2016
I have equation: θ = arg max θ p(θ|x) = arg max θ p(x|θ)p(θ) eq(8)
where θ = {σ, l, λ, τ} x is input signal The parameters can be estimated by maximizing eq (8) or using Metropolis-Hastings Algorithm I'm not getting idea how to start?

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