Exact Bayesian curve fitting and signal segmentation

DOI10.1109/TSP.2005.847844MaRDI QIDQ5355761zbMATH OpenOpenAlexFDO

Authors Paul Fearnhead

Publication date 20 September 2017

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2005.847844

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Monte Carlo methods (65C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(11)

• Joint segmentation of wind speed and direction using a hierarchical model
• Inference for single and multiple change-points in time series
• Break detection for a class of nonlinear time series models
• Product partition latent variable model for multiple change-point detection in multivariate data
• Structural changes estimation for strongly dependent processes
• Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies
• A consistent on‐line Bayesian procedure for detecting change points
• Recursive approach for change point detection in piecewise linear signals
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments
• Simultaneous detection of structural breaks and outliers in time series
• On-line changepoint detection and parameter estimation with application to genomic data

This page was built for publication: Exact Bayesian curve fitting and signal segmentation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5355761)