Bayesian approach to change point problems

DOI10.1080/03610929708832030zbMath0954.62526OpenAlexW2080193179MaRDI QIDQ4269946

Sumitra Purkayastha, Dey, Dipak K.

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832030

zbMATH Keywords

exponential familiesBayes factorimproper priorconditional predictive ordinateinformative priorimaginary observationsproblem of Nilepseudo Bayes factor

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (3)

ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Bayesian change-point problem using Bayes factor with hierarchical prior distribution ⋮ Bayesian isotonic changepoint analysis

Cites Work

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• Boundary crossing probabilities and statistical applications
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• A Bayesian approach to inference about a change-point in a sequence of random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• A Predictive Approach to Model Selection
• Hierarchical Bayesian Analysis of Changepoint Problems
• Bayes Factors
• Inference about the change-point in a sequence of random variables
• On Optimum Methods in Quickest Detection Problems
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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