Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323)

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scientific article; zbMATH DE number 6114116
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    Exact posterior distributions and model selection criteria for multiple change-point detection problems
    scientific article; zbMATH DE number 6114116

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      Exact posterior distributions and model selection criteria for multiple change-point detection problems (English)
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      7 December 2012
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      Bayesian model selection
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      BIC
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      DIC
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      ICL
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      posterior distribution of change-points
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      posterior distribution of segments
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