Exact posterior distributions and model selection criteria for multiple change-point detection problems

DOI10.1007/S11222-011-9258-8zbMath1252.62027OpenAlexW1969742112MaRDI QIDQ693323

M. C. Fu

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9258-8

zbMATH Keywords

Bayesian model selectionBICDICICLposterior distribution of change-pointsposterior distribution of segments

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Related Items (16)

Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model ⋮ Exact Bayesian inference for off-line change-point detection in tree-structured graphical models ⋮ Comparing change-point location in independent series ⋮ A heuristic, iterative algorithm for change-point detection in abrupt change models ⋮ Exact posterior distribution for nonconjugate Pareto models ⋮ Bayesian Change Point Detection with Spike-and-Slab Priors ⋮ Bayesian multiple changepoints detection for Markov jump processes ⋮ Comparing segmentation methods for genome annotation based on RNA-seq data ⋮ Exploring the latent segmentation space for the assessment of multiple change-point models ⋮ Segmentation uncertainty in multiple change-point models ⋮ Retrospective Bayesian outlier detection in INGARCH series ⋮ New efficient algorithms for multiple change-point detection with reproducing kernels ⋮ Simultaneous Credible Regions for Multiple Changepoint Locations ⋮ Parallelization of a Common Changepoint Detection Method ⋮ Multiscale Change Point Inference ⋮ Estimation and model selection for model-based clustering with the conditional classification likelihood

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