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Exact posterior distributions and model selection criteria for multiple change-point detection problems - MaRDI portal

Exact posterior distributions and model selection criteria for multiple change-point detection problems (Q693323)

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scientific article; zbMATH DE number 6114116
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Exact posterior distributions and model selection criteria for multiple change-point detection problems
scientific article; zbMATH DE number 6114116

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    Exact posterior distributions and model selection criteria for multiple change-point detection problems (English)
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    7 December 2012
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    Bayesian model selection
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    BIC
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    DIC
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    ICL
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    posterior distribution of change-points
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    posterior distribution of segments
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