Bayes and Empirical Bayes Inference in Changepoint Problems

DOI10.1080/03610920802220801zbMath1159.62014arXiv0709.1309OpenAlexW2087471140MaRDI QIDQ3622058

Heng Lian

Publication date: 23 April 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.1309

zbMATH Keywords

hierarchical Bayesian modelforward-backward algorithmMonte Carlo EM

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Posterior convergence and model estimation in Bayesian change-point problems

Cites Work

• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Bayesian regularization for normal mixture estimation and model-based clustering
• On the convergence properties of the EM algorithm

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