Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323): Difference between revisions

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+Q4769776
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+Gaussian model selection with an unknown variance
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+Skew Dyck paths
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+Minimal penalties for Gaussian model selection
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+Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
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+Q4845386
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+Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
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+Model weights for model choice and averaging
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+The log likelihood ratio in segmented regression
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+Bootstrapping confidence intervals for the change-point of time series
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+Bayes Factors
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+Using penalized contrasts for the change-point problem
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+Detecting multiple change-points in the mean of Gaussian process by model selection
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+Estimating the number of change points in a sequence of independent normal random variables
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+Estimating the dimension of a model
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+Bayesian Methods for Hidden Markov Models
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+Bayesian Measures of Model Complexity and Fit
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+Estimating the number of change-points via Schwarz' criterion
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+A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
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