Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation (Q6089881)
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scientific article; zbMATH DE number 7779059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation |
scientific article; zbMATH DE number 7779059 |
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Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation (English)
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15 December 2023
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changepoint problem in discrete time
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auxiliary uniformisation forward-filtering backward-sampling algorithms
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Poisson randomisation
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sparse filtering recursion
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collapsed Gibbs sampler
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