Exact Bayesian regression of piecewise constant functions

DOI10.1214/07-BA225MaRDI QIDQ5965236zbMATH OpenWikidataFDO

Authors Marcus Hutter

Publication date 2 March 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340370708

zbMATH Keywords

Bayesian regressionchange point problemdynamic programmingexact polynomial algorithmnonparametric inferencepiecewise constant function

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cited in

(7)

• Graph signal denoising using \(t\)-shrinkage priors
• Bayesian sieve method for piece-wise smooth regression
• A predictive approach to nonparametric inference for adaptive sequential sampling of psychophysical experiments
• Feature extraction from spike trains with Bayesian binning: `Latency is where the signal starts'
• Bayesian detection of piecewise linear trends in replicated time-series with application to growth data modelling
• Empirical priors and posterior concentration in a piecewise polynomial sequence model
• Exact Bayesian computation using H-functions

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