Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method

DOI10.1111/anzs.12265zbMath1462.62703OpenAlexW2955005707MaRDI QIDQ5229966

Ricardo T. Lemos, Clare A. McGrory, Daniel Ahfock

Publication date: 19 August 2019

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12265

zbMATH Keywords

sequential Monte Carloclimate changevariational BayesPacific Decadal Oscillation (PDO) index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02)

Cites Work

• Importance sampling as a variational approximation
• Variational approximations in Bayesian model selection for finite mixture distributions
• Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB
• Finite mixture and Markov switching models.
• Sequential Monte Carlo Methods in Practice
• VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS
• A sequential particle filter method for static models
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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