Stochastic approximation Monte Carlo EM for change-point analysis

DOI10.1080/00949655.2016.1192630zbMath1492.65013OpenAlexW2500065666MaRDI QIDQ5106759

Jaejun Lee, Sooyoung Cheon, Hwa Kyung Lim

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1192630

zbMATH Keywords

change-point problemMarkov chain Monte Carloexpectation-maximizationstochastic approximation Monte Carlo

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

Uses Software

• changepoint

Cites Work

• Unnamed Item
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• An application of MCMC methods for the multiple change-points problem.

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