Bayesian multiple changepoints detection for Markov jump processes
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Publication:2203433
DOI10.1007/s00180-020-00956-6zbMath1505.62262OpenAlexW3002391184MaRDI QIDQ2203433
Publication date: 6 October 2020
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-00956-6
Markov jump processesBayesian multiple changepoint modelscontinuous-time forward-filtering backward-samplingcontinuous-time Viterbi algorithmmultiple Markov jump processes
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)
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Cites Work
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