Exact posterior distributions and model selection criteria for multiple change-point detection problems
From MaRDI portal
Publication:693323
DOI10.1007/s11222-011-9258-8zbMath1252.62027OpenAlexW1969742112MaRDI QIDQ693323
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
Bayesian model selectionBICDICICLposterior distribution of change-pointsposterior distribution of segments
Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)
Related Items
Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model ⋮ Exact Bayesian inference for off-line change-point detection in tree-structured graphical models ⋮ Comparing change-point location in independent series ⋮ A heuristic, iterative algorithm for change-point detection in abrupt change models ⋮ Exact posterior distribution for nonconjugate Pareto models ⋮ Bayesian Change Point Detection with Spike-and-Slab Priors ⋮ Bayesian multiple changepoints detection for Markov jump processes ⋮ Comparing segmentation methods for genome annotation based on RNA-seq data ⋮ Exploring the latent segmentation space for the assessment of multiple change-point models ⋮ Segmentation uncertainty in multiple change-point models ⋮ Retrospective Bayesian outlier detection in INGARCH series ⋮ New efficient algorithms for multiple change-point detection with reproducing kernels ⋮ Simultaneous Credible Regions for Multiple Changepoint Locations ⋮ Parallelization of a Common Changepoint Detection Method ⋮ Multiscale Change Point Inference ⋮ Estimation and model selection for model-based clustering with the conditional classification likelihood
Cites Work
- Unnamed Item
- Unnamed Item
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Using penalized contrasts for the change-point problem
- Model weights for model choice and averaging
- Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
- Skew Dyck paths
- Gaussian model selection with an unknown variance
- Estimating the number of change-points via Schwarz' criterion
- The log likelihood ratio in segmented regression
- Estimating the dimension of a model
- Estimating the number of change points in a sequence of independent normal random variables
- Minimal penalties for Gaussian model selection
- Bootstrapping confidence intervals for the change-point of time series
- Bayesian Methods for Hidden Markov Models
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Bayesian Measures of Model Complexity and Fit
- Bayes Factors
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data