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Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC - MaRDI portal

Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC (Q2131969)

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Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
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    Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC (English)
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    27 April 2022
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    gamma distribution
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    scale parameter
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    multiple change-points
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    reversible jump Markov chain Monte Carlo
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    self-normalization
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