Dirichlet process hidden Markov multiple change-point model

DOI10.1214/14-BA910zbMath1335.62052arXiv1505.01665MaRDI QIDQ273591

Pulak Ghosh, Stanley I. M. Ko, Terence Tai-Leung Chong

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.01665

zbMATH Keywords

hidden Markov modelMarkov chain Monte CarloDirichlet processchange-pointnonparametric Bayesian

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Bayesian inference (62F15) Markov processes: hypothesis testing (62M02)

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