A simple Bayesian approach to multiple change-points
DOI10.5705/SS.2011.025AzbMATH Open1214.62006OpenAlexW2312449754MaRDI QIDQ2999740FDOQ2999740
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
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Cited In (32)
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- Efficient Bayesian analysis of multiple changepoint models with dependence across segments
- Bayesian Retrospective Multiple-Changepoint Identification
- Bayes and Empirical Bayes Inference in Changepoint Problems
- Dynamic changepoint detection in count time series: a particle filter approach
- A Bayesian approach to the statistical analysis of a smooth-abrupt change point model
- Bayesian multiple changepoint detection for stochastic models in continuous time
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- 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
- A Bayesian model for multiple change point to extremes, with application to environmental and financial data
- Detecting abrupt changes in the spectra of high-energy astrophysical sources
- Inference for single and multiple change-points in time series
- Bayesian multiple changepoints detection for Markov jump processes
- Uncertainty Quantification in Dynamic Image Reconstruction with Applications to Cryo-EM
- Reconstructing the history of forest fire frequency: Identifying hazard rate change points using the bayes information criterion
- Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection
- 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
- Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation
- Bayes pre-test estimation for the change point of the changing one parameter exponential family
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Detection of multiple change-points in multivariate data
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
- Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
- An application of MCMC methods for the multiple change-points problem.
- Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
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