Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments

DOI10.1214/11-BA620zbMath1330.62160arXiv1011.5038OpenAlexW2104614444MaRDI QIDQ2634105

Nial Friel, Jason Wyse, Håvard Rue

Publication date: 8 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5038

zbMATH Keywords

changepointsmodel selectionapproximate inferenceintegrated nested Laplace approximation (INLA)Gaussian Markov random field

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Bayesian inference (62F15) Sequential estimation (62L12)

Related Items (12)

Bayesian computing with INLA: new features ⋮ Adaptive MCMC for multiple changepoint analysis with applications to large datasets ⋮ Anatomical curve identification ⋮ Multipartition model for multiple change point identification ⋮ Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation ⋮ A Bayesian approach for the segmentation of series with a functional effect ⋮ Statistical stage transition detection method for small sample gene expression time series data ⋮ Quasi-hidden Markov model and its applications in change-point problems ⋮ Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes ⋮ Changepoint Detection in the Presence of Outliers ⋮ Bayesian robustness in change point analysis ⋮ Changepoint detection in non-exchangeable data

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