Exact Bayesian inference for off-line change-point detection in tree-structured graphical models

DOI10.1007/s11222-016-9689-3zbMath1505.62363arXiv1603.07871OpenAlexW2304711553MaRDI QIDQ2361477

Loïc Schwaller, Stephane Robin

Publication date: 30 June 2017

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07871

zbMATH Keywords

spanning treegraphical modelchange-point detectionexact Bayesian inferencemultivariate time-series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Probabilistic graphical models (62H22)

Related Items (1)

Bayesian loss-based approach to change point analysis

Cites Work

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• On-Line Inference for Multiple Changepoint Problems

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