A non-parametric Bayesian change-point method for recurrent events
From MaRDI portal
Publication:5033450
DOI10.1080/00949655.2020.1792907OpenAlexW3044946200MaRDI QIDQ5033450
Inyoung Kim, Feng Guo, Qing Li
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://lib.dr.iastate.edu/cgi/viewcontent.cgi?article=1246&context=imse_pubs
clusteringDirichlet process mixture modelnon-homogeneous Poisson processnaturalistic studyteenage driving risk
Related Items (2)
Bayesian change-points detection assuming a power law process in the recurrent-event context ⋮ Copula-frailty models for recurrent event data based on Monte Carlo EM algorithm
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Parametric estimation of change-points for actual event data in recurrent events models
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Ferguson distributions via Polya urn schemes
- Slice sampling. (With discussions and rejoinder)
- On modeling change points in non-homogeneous Poisson processes
- Semiparametric Estimation of a Change-point for Recurrent Events Data
- Hierarchical Dirichlet Processes
- Model Selection and Model Averaging
- Analysis of interval-grouped recurrent-event data using piecewise constant rate functions
- Estimating Normal Means with a Dirichlet Process Prior
- Continuous-time estimation of A change-point in a poisson process
- Bayesian Measures of Model Complexity and Fit
- Bayesian Density Estimation and Inference Using Mixtures
- A change-point detection and clustering method in the recurrent-event context
- Evaluating the influence of crashes on driving risk using recurrent event models and Naturalistic Driving Study data
- A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers
This page was built for publication: A non-parametric Bayesian change-point method for recurrent events