Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments
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Publication:2634105
DOI10.1214/11-BA620zbMath1330.62160arXiv1011.5038OpenAlexW2104614444MaRDI QIDQ2634105
Nial Friel, Jason Wyse, Håvard Rue
Publication date: 8 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.5038
changepointsmodel selectionapproximate inferenceintegrated nested Laplace approximation (INLA)Gaussian Markov random field
Random fields (60G60) Random fields; image analysis (62M40) Bayesian inference (62F15) Sequential estimation (62L12)
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