Exact posterior distributions and model selection criteria for multiple change-point detection problems
From MaRDI portal
Publication:693323
Recommendations
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Posterior convergence and model estimation in Bayesian change-point problems
- Exploring the latent segmentation space for the assessment of multiple change-point models
- scientific article; zbMATH DE number 1203746
- A simple Bayesian approach to multiple change-points
Cites work
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- 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
- 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
(22)- Parallelization of a Common Changepoint Detection Method
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Exact posterior distribution for nonconjugate Pareto models
- A heuristic, iterative algorithm for change-point detection in abrupt change models
- Bayesian Change Point Detection with Spike-and-Slab Priors
- Bayesian multiple change-points detection in a normal model with heterogeneous variances
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
- Segmentation uncertainty in multiple change-point models
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Comparing change-point location in independent series
- Implied distributions in multiple change point problems
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Model selection for high dimensional multi-sequence change-point problems
- Multiscale change point inference. With discussion and authors' reply
- Retrospective Bayesian outlier detection in INGARCH series
- Comparing segmentation methods for genome annotation based on RNA-seq data
- Bayesian multiple changepoints detection for Markov jump processes
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- New efficient algorithms for multiple change-point detection with reproducing kernels
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
This page was built for publication: Exact posterior distributions and model selection criteria for multiple change-point detection problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693323)
