Bayesian Online Learning of the Hazard Rate in Change-Point Problems

DOI10.1162/NECO_A_00007zbMath1205.68328OpenAlexW2097382951WikidataQ42141596 ScholiaQ42141596MaRDI QIDQ3164233

Robert C. Wilson, Matthew R. Nassar, Joshua I. Gold

Publication date: 27 October 2010

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/neco_a_00007

zbMATH Keywords

change-point models

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Related Items (11)

Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions ⋮ A pruned recursive solution to the multiple change point problem ⋮ An exact approach to Bayesian sequential change point detection ⋮ Some new results on likelihood ratio ordering and aging properties of generalized order statistics ⋮ A sequential Bayesian changepoint detection procedure for aberrant behaviours in computerized testing ⋮ A Model for the Study of the Increase in Stimulus and Change Point Detection with Small and Variable Spiking Delays ⋮ Evidence Accumulation and Change Rate Inference in Dynamic Environments ⋮ Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function ⋮ Analyzing dynamic decision-making models using Chapman-Kolmogorov equations ⋮ Stochastic Models of Evidence Accumulation in Changing Environments ⋮ Learning in Volatile Environments With the Bayes Factor Surprise

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Estimation and comparison of multiple change-point models
• Bayesian Partitioning for Estimating Disease Risk
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Testing and Locating Variance Changepoints with Application to Stock Prices
• A Bayesian Analysis for Change Point Problems
• Bayesian Retrospective Multiple-Changepoint Identification
• The Effectiveness of Quality Control Charts

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