Exact posterior distributions and model selection criteria for multiple change-point detection problems
DOI10.1007/S11222-011-9258-8zbMATH Open1252.62027OpenAlexW1969742112MaRDI QIDQ693323FDOQ693323
Authors: M. C. Fu 
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9258-8
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BICBayesian model selectionDICICLposterior distribution of change-pointsposterior distribution of segments
Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
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- Using penalized contrasts for the change-point problem
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- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
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- Minimal penalties for Gaussian model selection
- Bayesian Methods for Hidden Markov Models
- The log likelihood ratio in segmented regression
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
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- Skew Dyck paths
Cited In (22)
- Segmentation uncertainty in multiple change-point models
- New efficient algorithms for multiple change-point detection with reproducing kernels
- Bayesian Change Point Detection with Spike-and-Slab Priors
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Model selection for high dimensional multi-sequence change-point problems
- Retrospective Bayesian outlier detection in INGARCH series
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Bayesian multiple changepoints detection for Markov jump processes
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Implied distributions in multiple change point problems
- Multiscale Change Point Inference
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
- Comparing segmentation methods for genome annotation based on RNA-seq data
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Exact posterior distribution for nonconjugate Pareto models
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
- Comparing change-point location in independent series
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Parallelization of a Common Changepoint Detection Method
- A heuristic, iterative algorithm for change-point detection in abrupt change models
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