Bayesian high-dimensional regression for change point analysis

DOI10.4310/SII.2019.V12.N2.A6MaRDI QIDQ667492zbMATH OpenWikidataFDO

Authors Abhirup Datta, Hui Zou, Sudipto Banerjee

Publication date 13 March 2019

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.2019.V12.N2.A6

zbMATH Keywords

Bayesian inferencechange point detectionhigh-dimensional regressionMarkov chain Monte CarloMinnesota house price datavariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

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(5)

• Bayesian criteria for discriminating among regression models with one possible change point
• Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
• High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
• Bayesian multiple change-points detection in autocorrelated binary process with application to COVID-19 infection pattern
• Change point detection using Bayesian adaptive LASSO quantile regression

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