A simple Bayesian approach to multiple change-points
نویسندگان
چکیده
منابع مشابه
A Simple Bayesian Approach to Multiple Change-points
After a brief review of previous frequentist and Bayesian approaches to multiple change-points, we describe a Bayesian model for multiple parameter changes in a multiparameter exponential family. This model has attractive statistical and computational properties and yields explicit recursive formulas for the Bayes estimates of the piecewise constant parameters. Efficient estimators of the hyper...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2011
ISSN: 1017-0405
DOI: 10.5705/ss.2011.025a