Bayesian analysis of a change-point in exponential families with applications.

DOI10.1016/S0167-9473(98)00009-7zbMATH Open1042.62526MaRDI QIDQ1129250FDOQ1129250

Authors: Chung-Bow Lee 

Publication date: 13 August 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Recommendations

• Bayesian analysis for detecting a change in exponential family
• A simple Bayesian approach to multiple change-points
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zbMATH Keywords

Change-pointPosterior distributionConjugate priorML-II approach

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Hierarchical Bayesian Analysis of Changepoint Problems
• Estimating the number of change-points via Schwarz' criterion
• Conjugate priors for exponential families
• Statistical decision theory and Bayesian analysis. 2nd ed
• The problem of the Nile: Conditional solution to a changepoint problem
• Inference about the change-point in a sequence of random variables
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian Retrospective Multiple-Changepoint Identification
• Testing a Sequence of Observations for a Shift in Location
• Estimating the Number of Change Points in Exponential Families Distributions
• Asymptotic inference for a change-point Poisson process
• Consistency of an estimator of the number of changes in binomial observations
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Confidence Sets in Change-Point Problems
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
• Asymptotic distributions of maximum likelihood tests for change in the mean
• A Shift of the Mean Level in a Sequence of Independent Normal Random Variables: A Bayesian Approach
• Bayesian inferences about a changing sequence of random variables
• Bayesian inferences related to shifting sequences and two-phase regression

Cited In (14)

• Bayesian analysis for detecting a change in exponential family
• A simple Bayesian approach to multiple change-points
• Bayes Estimation of Change Point in Non Standard Mixture of Left-Truncated Exponential With Unknown Proportions
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
• A Bayesian inference to estimate change point for traffic intensity in \(M/M/1\) queueing model
• Bayesian change point problem for traffic intensity in \(M/E_r/1\) queueing model
• An Application of EM Algorithm to a Change-Point Problem
• Title not available (Why is that?)
• Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football
• Classification in segmented regression problems
• Greedy Gaussian segmentation of multivariate time series
• Bayes pre-test estimation for the change point of the changing one parameter exponential family
• Monitoring changes in exponential family models: a two-sided Bayesian decision approach
• Bayesian time series analysis of structural changes in level and trend

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