Exact posterior distributions and model selection criteria for multiple change-point detection problems
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Publication:693323
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Cites work
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Bayes Factors
- Bayesian Measures of Model Complexity and Fit
- Bayesian Methods for Hidden Markov Models
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
- Bootstrapping confidence intervals for the change-point of time series
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Estimating the dimension of a model
- Estimating the number of change points in a sequence of independent normal random variables
- Estimating the number of change-points via Schwarz' criterion
- Gaussian model selection with an unknown variance
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- Minimal penalties for Gaussian model selection
- Model weights for model choice and averaging
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Skew Dyck paths
- The log likelihood ratio in segmented regression
- Using penalized contrasts for the change-point problem
Cited in
(25)- Detecting multiple change-points in the mean of Gaussian process by model selection
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
- A heuristic, iterative algorithm for change-point detection in abrupt change models
- New efficient algorithms for multiple change-point detection with reproducing kernels
- 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
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
- Comparing change-point location in independent series
- Model selection for high dimensional multi-sequence change-point problems
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Parallelization of a Common Changepoint Detection Method
- Comparing segmentation methods for genome annotation based on RNA-seq data
- Multiscale change point inference. With discussion and authors' reply
- Segmentation uncertainty in multiple change-point models
- Retrospective Bayesian outlier detection in INGARCH series
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Exact posterior distribution for nonconjugate Pareto models
- Bayesian Change Point Detection with Spike-and-Slab Priors
- Identifying multiple change points in a linear mixed effects model
- Implied distributions in multiple change point problems
- Linking Frequentist and Bayesian Change-Point Methods
- Fast and optimal inference for change points in piecewise polynomials via differencing
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