Quantifying the uncertainty in change points

DOI10.1111/J.1467-9892.2011.00777.XMaRDI QIDQ5397955zbMATH OpenOpenAlexFDO

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

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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Cites work

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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
• Multiple testing of local extrema for detection of change points
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• scientific article; zbMATH DE number 1923213 (Why is no real title available?)
• Distribution of statistics of hidden state sequences through the sum-product algorithm
• Simultaneous Credible Regions for Multiple Changepoint Locations

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