A delta-rule approximation to Bayesian inference in change-point problems
نویسندگان
چکیده
منابع مشابه
A Mixture of Delta-Rules Approximation to Bayesian Inference in Change-Point Problems
Error-driven learning rules have received considerable attention because of their close relationships to both optimal theory and neurobiological mechanisms. However, basic forms of these rules are effective under only a restricted set of conditions in which the environment is stable. Recent studies have defined optimal solutions to learning problems in more general, potentially unstable, enviro...
متن کاملMaterial : A mixture of Delta - rules approximation to Bayesian inference in change - point problems
Full derivation of approximate error vs number of nodes In order to compute the mean squared error we need expressions for four terms in equation 47 of the main text. These are the three terms related to the mean; i.e. m G 2 , µ i m G , and µ i µ j , and the average run-length distribution p i. We now derive these terms one at a time.
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Change point problems are referred to detect heterogeneity in temporal or spatial data. They have applications in many areas like DNA sequences, financial time series, signal processing, etc. A large number of techniques have been proposed to tackle the problems. One of the most difficult issues is estimating the number of the change points. As in other examples of model selection, the Bayesian...
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SUMMARY Bayesian nonparametric inference for a nonsequential change-point problem is studied. We use a mixture of products of Dirichlet processes as our prior distribution. This allows the data before and after the change-point to be dependent, even when the change point is known. A Gibbs sampler algorithm is also proposed in order to overcome analytic diiculties in computing the posterior dist...
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Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step < /div> change, a linear trend and a known multip...
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ژورنال
عنوان ژورنال: Frontiers in Neuroscience
سال: 2010
ISSN: 1662-453X
DOI: 10.3389/conf.fnins.2010.03.00178