Simultaneous Credible Regions for Multiple Changepoint Locations

DOI10.1080/10618600.2018.1513366OpenAlexW3103546918MaRDI QIDQ3391232

Tobias Siems, Marc Hellmuth, Volkmar Liebscher

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.04199

zbMATH Keywords

model selectionNP-completenessinteger linear programspike and slabhighest density regions

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• CPLEX

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments
• Exact posterior distributions and model selection criteria for multiple change-point detection problems
• Implied distributions in multiple change point problems
• Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection
• Retrospective multivariate Bayesian change-point analysis: A simultaneous single change in the mean of several hydrological sequences
• Spike and slab variable selection: frequentist and Bayesian strategies
• A simple Bayesian approach to multiple change-points
• A Multiple Comparison Procedure for Comparing Several Treatments with a Control
• Bayesian Variable Selection in Linear Regression
• Optimal Detection of Changepoints With a Linear Computational Cost
• On-Line Inference for Multiple Changepoint Problems
• Quantifying the uncertainty in change points
• Multiscale Change Point Inference
• An application of MCMC methods for the multiple change-points problem.
• Segmentation uncertainty in multiple change-point models

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