Segmentation uncertainty in multiple change-point models
DOI10.1007/S11222-013-9433-1zbMATH Open1331.62140OpenAlexW2104793210MaRDI QIDQ5962741FDOQ5962741
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-013-9433-1
entropysmoothing algorithmKullback-Leibler divergencemultiple change-point detectionlatent structure model
Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17)
Cites Work
- Estimating the number of clusters in a data set via the gap statistic
- Elements of Information Theory
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Title not available (Why is that?)
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Using penalized contrasts for the change-point problem
- Estimation and comparison of multiple change-point models
- Inference in hidden Markov models.
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- Exploring the state sequence space for hidden Markov and semi-Markov chains
- Numerical Bayesian Methods Applied to Signal Processing
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Efficient Computation of the Hidden Markov Model Entropy for a Given Observation Sequence
- Analyzing growth components in trees
Cited In (2)
This page was built for publication: Segmentation uncertainty in multiple change-point models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962741)