On modeling change points in non-homogeneous Poisson processes

DOI10.1007/S11203-005-6100-YMaRDI QIDQ2492809zbMATH OpenOpenAlexFDO

Authors Fabrizio Ruggeri, Siva Sivaganesan

Publication date 14 June 2006

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-005-6100-y

zbMATH Keywords

change pointsMarkov-chain Monte Carlo methodspower law process

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Reliability and life testing (62N05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• On the Reliability of Repairable Systems: Methods and Applications
• A Bayesian Change-Point Analysis for Software Reliability Models
• Bayes inference for a non-homogeneous Poisson process with power intensity law (reliability)
• On the Mean Time between Failures for Repairable Systems
• Bayesian nonparametric estimation of intensity functions using Markov chain Monte Carlo method

Cites work

• Bayesian inference for the power law process
• Bayesian reliability analysis of complex repairable systems
• Confidence Interval Procedures for the Weibull Process with Applications to Reliability Growth
• Inference and Predictions from Poisson Point Processes Incorporating Expert Knowledge
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Cited in

(17)

• A log-linear model for a Poisson process change point
• On a new class of multivariate prior distributions: theory and application in reliability
• Filtering and change point estimation for hidden Markov-modulated Poisson processes
• Bayesian nonparametric estimation of intensity functions using Markov chain Monte Carlo method
• Operator-based intensity functions for the nonhomogeneous Poisson process
• Simulating nonhomogeneous poisson processes with proportional intensities
• Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
• scientific article; zbMATH DE number 2060201 (Why is no real title available?)
• Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity
• Nonhomogeneous poisson processes as overhaul models
• scientific article; zbMATH DE number 3999082 (Why is no real title available?)
• Change Point Detection in The Skew-Normal Model Parameters
• A non-parametric Bayesian change-point method for recurrent events
• Bayesian Analysis of Stochastic Processes in Reliability
• A change-point detection and clustering method in the recurrent-event context
• Bayesian change-points detection assuming a power law process in the recurrent-event context
• Quantifying the regression to the mean effect in Poisson processes

This page was built for publication: On modeling change points in non-homogeneous Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2492809)