APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS (Q4472831): Difference between revisions

@@ Property / cites work @@
+On some characterizations of the \(t\)-distribution
+Normal rank
@@ Property / cites work @@
+Product partition models for change point problems
+Normal rank
@@ Property / cites work @@
+A Bayesian Analysis for Change Point Problems
@@ Property / cites work: A Bayesian Analysis for Change Point Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian computation and stochastic systems. With comments and reply.
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS
+Normal rank
@@ Property / cites work @@
+Product Partition Models for Normal Means
@@ Property / cites work: Product Partition Models for Normal Means / rank @@
+Normal rank
@@ Property / cites work @@
+Sampling-Based Approaches to Calculating Marginal Densities
+Normal rank
@@ Property / cites work @@
+Fitting multiple change-point models to data
@@ Property / cites work: Fitting multiple change-point models to data / rank @@
+Normal rank
@@ Property / cites work @@
+Detection and estimation of abrupt changes in the variability of a process
+Normal rank
@@ Property / cites work @@
+An analysis of the influence of some prior specifications in the identification of change points via product partition model.
+Normal rank
@@ Property / cites work @@
+A Gibbs sampling scheme to the product partition model: an application to change-point problems
+Normal rank
@@ Property / cites work @@
+Subsampling the Gibbs sampler: variance reduction
@@ Property / cites work: Subsampling the Gibbs sampler: variance reduction / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
+Normal rank
@@ Property / cites work @@
+Convergence control methods for Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+A Bayesian approach to inference about a change-point in a sequence of random variables
+Normal rank
@@ Property / cites work @@
+PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS
@@ Property / cites work: PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219525902000651
+Normal rank
@@ Property / OpenAlex ID @@
+W2118111913
@@ Property / OpenAlex ID: W2118111913 / rank @@
+Normal rank