Posterior convergence and model estimation in Bayesian change-point problems
نویسندگان
چکیده
منابع مشابه
Posterior Convergence and Model Estimation in Bayesian Change-point Problems
n) rate up to some logarithmic factor, showing the exact parametric rate of convergence of the posterior distribution requires additional work and assumptions. Additionally, we demonstrate the asymptotic normality of the segment levels under these assumptions. For inferences on the number of change-points, we show that the Bayesian approach can produce a consistent posterior estimate. Finally, ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2010
ISSN: 1935-7524
DOI: 10.1214/09-ejs477