A pruned recursive solution to the multiple change point problem
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Publication:1643025
DOI10.1007/s00180-017-0756-9zbMath1417.62258OpenAlexW2744999351MaRDI QIDQ1643025
Publication date: 18 June 2018
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-017-0756-9
dynamic programmingKullback-Leibler divergencepiecewise regressionBayesian change pointjoint posterior
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
Uses Software
Cites Work
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- Circular binary segmentation for the analysis of array-based DNA copy number data
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