Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences

DOI10.1080/00401706.2021.1927848MaRDI QIDQ6631058zbMATH OpenFDO

Authors Huaqing Jin, Guosheng Yin, Fei Jiang

Publication date 31 October 2024

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00401706.2021.1927848

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cited in

(3)

• A sparse dimension-reduced subspace-based approach for detecting multiple change points in high-dimensional data
• Bayesian Changepoint Detection via Logistic Regression and the Topological Analysis of Image Series
• Joint random partition models for multivariate change point analysis

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