On a nonparametric change point detection model in Markovian regimes
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Publication:899057
DOI10.1214/14-BA878zbMATH Open1327.62450OpenAlexW2089164257MaRDI QIDQ899057FDOQ899057
Asael Fabian Martínez, Ramsés H. Mena
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1416579181
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change point detectionOrnstein-Uhlenbeck processBayesian nonparametrictwo-parameter Poisson-Dirichlet process
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02) Diffusion processes (60J60)
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Cited In (19)
- Changepoint detection in non-exchangeable data
- Bayesian multiple changepoint detection for stochastic models in continuous time
- Semiparametric multivariate and multiple change-point modeling
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- A Bayesian nonparametric method for detecting rapid changes in disease transmission
- A Bayesian approach for the segmentation of series with a functional effect
- Change-point analysis in nonstationary stochastic models
- Markov bases for two-way change-point models of ladder determinantal tables
- Nonparametric product partition models for multiple change-points analysis
- Bayesian multiple changepoint detection with missing data and its application to the magnitude-frequency distributions
- Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
- Bayesian loss-based approach to change point analysis
- Multipartition model for multiple change point identification
- Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation
- Bayesian nonparametric change point detection for multivariate time series with missing observations
- Modal posterior clustering motivated by Hopfield's network
- A Bayesian approach to disease clustering using restricted Chinese restaurant processes
- Bayesian robustness in change point analysis
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