It is common practice to use Laplace approximations decrease the computational burden when computing marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal combined with model priors are then used different search algorithms compute posterior probabilities and individual covariates. This allows performing selection averaging. For large sample sizes, even approxim...

the problems of sequential change-point have several important applications in quality control, signal processing, and failure detection in industry and finance. we discuss a bayesian approach in the context of statistical process control: at an unknown time $tau$, the process behavior changes and the distribution of the data changes from p0 to p1. two cases are considered: (i) p0 and p1 are fu...