Application of MCMC to change point detection.

DOI10.1007/S10492-008-0026-9MaRDI QIDQ834025zbMATH OpenOpenAlexFDO

Authors Jaromír Antoch, David Legát

Publication date 17 August 2009

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/37784, http://hdl.handle.net/10338.dmlcz/140321

zbMATH Keywords

change point estimationGibbs samplerMarkov chain Monte Carlo methodMetropolis-Hastings algorithmPrague Klementinumyear average temperatures

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to environmental and related topics (62P12) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Meteorology and atmospheric physics (86A10)

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Cites work

• A Bayesian Analysis for Change Point Problems
• Hierarchical Bayesian Analysis of Changepoint Problems
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Inference about the intersection in two-phase regression
• Monte Carlo sampling methods using Markov chains and their applications

Cited in

(4)

• Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
• Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
• scientific article; zbMATH DE number 2048724 (Why is no real title available?)
• Changepoint analysis of Klementinum temperature series

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