Bayesian multiple change-points detection in a normal model with heterogeneous variances

DOI10.1007/s00180-020-01054-3zbMath1505.62213OpenAlexW3120031354MaRDI QIDQ2032230

Sang Gil Kang, Yongku Kim, Woo Dong Lee

Publication date: 16 June 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01054-3

zbMATH Keywords

Bayes factorintrinsic priorbinary segmentationmultiple change-pointsscreening and ranking algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Uses Software

• wbs
• HSMUCE

Cites Work

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