An application of MCMC methods for the multiple change-points problem. (Q5940755)
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scientific article; zbMATH DE number 1634896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of MCMC methods for the multiple change-points problem. |
scientific article; zbMATH DE number 1634896 |
Statements
An application of MCMC methods for the multiple change-points problem. (English)
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20 August 2001
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Change-point detection
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Gibbs sampler
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Hastings--Metropolis algorithm
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Reversible jump
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SAEM algorithm
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