Nonparametric product partition models for multiple change-points analysis

DOI10.1080/03610918.2018.1429616MaRDI QIDQ5087466zbMATH OpenOpenAlexFDO

Authors Eunice Campirán García, E. Gutiérrez-Peña

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1429616

zbMATH Keywords

Bayesian nonparametric inferenceloss functionsmissing values

Mathematics Subject Classification ID

Statistical decision theory (62C99) Bayesian inference (62F15) Nonparametric inference (62G99)

Cites work

• A Bayesian Analysis for Change Point Problems
• A decision-theoretic approach for segmental classification
• A Gibbs sampling scheme to the product partition model: an application to change-point problems
• A nonparametric approach for multiple change point analysis of multivariate data
• A note on Bayesian identification of change points in data sequences
• A probability for classification based on the Dirichlet process mixture model
• An analysis of the influence of some prior specifications in the identification of change points via product partition model.
• Bayesian cluster analysis
• Bayesian Clustering and Product Partition Models
• BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
• Bayesian Non-Parametric Hidden Markov Models with Applications in Genomics
• Bayesian value-at-risk with product partition models
• Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
• Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
• Extension to the product partition model: computing the probability of a change
• scientific article; zbMATH DE number 1688529 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Multiple change-point analysis for linear regression models
• On a nonparametric change point detection model in Markovian regimes
• Optimal detection of changepoints with a linear computational cost
• Parametric statistical change point analysis. With applications to genetics, medicine, and finance
• Product partition models for change point problems
• Product partition models with correlated parameters
• Text segmentation by product partition models and dynamic programming

Cited in

(4)

• Product partition models for change point problems
• Multipartition model for multiple change point identification
• Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring
• Joint random partition models for multivariate change point analysis

Describes a project that uses

Uses Software

• R
• strucchange
• impute
• bcp

This page was built for publication: Nonparametric product partition models for multiple change-points analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087466)