A pruned recursive solution to the multiple change point problem (Q1643025)
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scientific article; zbMATH DE number 6890537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pruned recursive solution to the multiple change point problem |
scientific article; zbMATH DE number 6890537 |
Statements
A pruned recursive solution to the multiple change point problem (English)
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18 June 2018
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Bayesian change point
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dynamic programming
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joint posterior
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Kullback-Leibler divergence
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piecewise regression
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