On a nonparametric change point detection model in Markovian regimes
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Cites work
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Cited in
(20)- Bayesian robustness in change point analysis
- Multipartition model for multiple change point identification
- Bayesian multiple changepoint detection with missing data and its application to the magnitude-frequency distributions
- Markov bases for two-way change-point models of ladder determinantal tables
- A Bayesian nonparametric method for detecting rapid changes in disease transmission
- Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation
- A Bayesian approach to disease clustering using restricted Chinese restaurant processes
- A Bayesian approach for the segmentation of series with a functional effect
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- Bayesian nonparametric change point detection for multivariate time series with missing observations
- Semiparametric multivariate and multiple change-point modeling
- Detecting change-points in Markov chains
- Modal posterior clustering motivated by Hopfield's network
- Change-point analysis in nonstationary stochastic models
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
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- Bayesian loss-based approach to change point analysis
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