Quantifying the uncertainty in change points

DOI10.1111/J.1467-9892.2011.00777.XzbMATH Open1281.62174OpenAlexW1958492496MaRDI QIDQ5397955FDOQ5397955

Authors: Christopher F. H. Nam, Adam M. Johansen, John A. D. Aston 

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1111/j.1467-9892.2011.00777.x

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zbMATH Keywords

sequential Monte Carlochange pointshidden Markov modelssegmentationfunctional magnetic resonance imagingfinite Markov chain imbedding

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Markov processes: hypothesis testing (62M02)

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Cited In (8)

• Segmentation uncertainty in multiple change-point models
• Evaluating stationarity via change-point alternatives with applications to fMRI data
• Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
• Title not available (Why is that?)
• Multiple testing of local extrema for detection of change points
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• Distribution of statistics of hidden state sequences through the sum-product algorithm
• Simultaneous Credible Regions for Multiple Changepoint Locations

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