Extension to the product partition model: computing the probability of a change

DOI10.1016/j.csda.2004.03.003zbMath1429.62084OpenAlexW2162370783MaRDI QIDQ957107

Frederico R. B. Cruz, Rosangela H. Loschi

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.003

zbMATH Keywords

Gibbs samplerrandom partitionschange point

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10)

Related Items (18)

A note on Bayesian identification of change points in data sequences ⋮ Nonparametric product partition models for multiple change-points analysis ⋮ A Bayesian approach to disease clustering using restricted Chinese restaurant processes ⋮ Modal posterior clustering motivated by Hopfield's network ⋮ Multipartition model for multiple change point identification ⋮ On a nonparametric change point detection model in Markovian regimes ⋮ Product partition latent variable model for multiple change-point detection in multivariate data ⋮ Analysis on the mutation and time-varying characteristics of coal price system evolution from the perspective of finance ⋮ Bayesian variable window scan statistics ⋮ Multiple change-point detection of multivariate mean vectors with the Bayesian approach ⋮ Change Point Detection in The Skew-Normal Model Parameters ⋮ Estimating the grid of time-points for the piecewise exponential model ⋮ Bayesian loss-based approach to change point analysis ⋮ BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS ⋮ BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA ⋮ Semiparametric multivariate and multiple change-point modeling ⋮ Bayesian robustness in change point analysis ⋮ Bayesian Time Series Analysis of Structural Changes in Level and Trend

Cites Work

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• Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
• Product partition models for change point problems
• An analysis of the influence of some prior specifications in the identification of change points via product partition model.
• Fitting multiple change-point models to data
• A Gibbs sampling scheme to the product partition model: an application to change-point problems
• Product Partition Models for Normal Means
• Bayesian Clustering and Product Partition Models
• A Bayesian Analysis for Change Point Problems

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