Segmentation uncertainty in multiple change-point models

DOI10.1007/S11222-013-9433-1MaRDI QIDQ5962741zbMATH OpenOpenAlexFDO

Authors Yann Guédon

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

zbMATH Keywords

entropysmoothing algorithmKullback-Leibler divergencemultiple change-point detectionlatent structure model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17)

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Cites work

• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
• Analyzing growth components in trees
• Detecting multiple change-points in the mean of Gaussian process by model selection
• Efficient Computation of the Hidden Markov Model Entropy for a Given Observation Sequence
• Elements of Information Theory
• Estimating the number of clusters in a data set via the gap statistic
• Estimation and comparison of multiple change-point models
• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• Exploring the latent segmentation space for the assessment of multiple change-point models
• Exploring the state sequence space for hidden Markov and semi-Markov chains
• Inference in hidden Markov models.
• Numerical Bayesian Methods Applied to Signal Processing
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Statistics for spatio-temporal data
• Using penalized contrasts for the change-point problem

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(6)

• Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
• Simultaneous Credible Regions for Multiple Changepoint Locations
• Consistency of binary segmentation for multiple change-point estimation with functional data
• Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
• Exploring the latent segmentation space for the assessment of multiple change-point models
• Quantifying the uncertainty in change points

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