Implied distributions in multiple change point problems
DOI10.1007/S11222-011-9268-6zbMATH Open1252.62085DBLPjournals/sac/AstonPM12OpenAlexW2117685447WikidataQ57431350 ScholiaQ57431350MaRDI QIDQ693330FDOQ693330
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/s11222-011-9268-6
Recommendations
- Fitting multiple change-point models to data
- Estimation and comparison of multiple change-point models
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- An application of MCMC methods for the multiple change-points problem.
hidden Markov modelswaiting time distributionsfinite Markov chain imbeddingchange point probabilitygeneralised change pointsrun length distributions
Cites Work
- Product partition models for change point problems
- Finite mixture and Markov switching models.
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Biological Sequence Analysis
- Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
- Title not available (Why is that?)
- Estimation and comparison of multiple change-point models
- Inference in hidden Markov models.
- Title not available (Why is that?)
- A Bayesian Analysis for Change Point Problems
- Runs and scans with applications
- Distribution Theory of Runs: A Markov Chain Approach
- Hidden Markov Models for Speech Recognition
- Dynamic linear models with Markov-switching
- Factor graphs and the sum-product algorithm
- Switching state-space models: likelihood function, filtering and smoothing
- Exploring the state sequence space for hidden Markov and semi-Markov chains
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Distributions associated with general runs and patterns in hidden Markov models
Cited In (4)
- The multiple change-points problem for the spectral distribution
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
- Simultaneous Credible Regions for Multiple Changepoint Locations
- Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
Uses Software
This page was built for publication: Implied distributions in multiple change point problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q693330)
