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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| English | Exact posterior distributions and model selection criteria for multiple change-point detection problems |
scientific article; zbMATH DE number 6114116 |
Statements
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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0.9817031621932985
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0.7989648580551147
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0.7891298532485962
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0.7839338183403015
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