A simple Bayesian approach to multiple change-points

DOI10.5705/SS.2011.025AMaRDI QIDQ2999740zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Haipeng Xing

Publication date 16 May 2011

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/j21n2/J21N24/J21N24.html

zbMATH Keywords

empirical Bayessegmentationexponential familiesgeneralized linear autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited in

(32)

• A semiparametric change-point regression model for longitudinal observations
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments
• Bayes and Empirical Bayes Inference in Changepoint Problems
• Bayesian Retrospective Multiple-Changepoint Identification
• Dynamic changepoint detection in count time series: a particle filter approach
• Bayesian multiple changepoint detection for stochastic models in continuous time
• A Bayesian approach to the statistical analysis of a smooth-abrupt change point model
• A Markov switching model with stochastic regimes with application to business cycle analysis
• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• Sequential change-point detection when the pre- and post-change parameters are unknown
• An exact approach to Bayesian sequential change point detection
• Bayesian multiple change-points detection in a normal model with heterogeneous variances
• Detecting abrupt changes in the spectra of high-energy astrophysical sources
• Bayesian multiple changepoints detection for Markov jump processes
• A Bayesian model for multiple change point to extremes, with application to environmental and financial data
• Inference for single and multiple change-points in time series
• Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM
• Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection
• Reconstructing the history of forest fire frequency: Identifying hazard rate change points using the bayes information criterion
• A Bayesian Approach to Sequential Surveillance in Exponential Families
• BAYESIAN SMOOTHING WITH OCCASIONAL JUMPS
• A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
• Bayesian loss-based approach to change point analysis
• Bayes pre-test estimation for the change point of the changing one parameter exponential family
• Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation
• Simultaneous Credible Regions for Multiple Changepoint Locations
• Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
• Detection of multiple change-points in multivariate data
• Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
• An application of MCMC methods for the multiple change-points problem.
• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models

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