Bayesian semi-parametric analysis of Poisson change-point regression models: application to policy-making in Cali, Colombia

DOI10.1080/02664763.2012.709227OpenAlexW2035462454WikidataQ36584023 ScholiaQ36584023MaRDI QIDQ5127088

Alvaro I. Sánchez, Taeyoung Park, Robert T. Krafty

Publication date: 21 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3563101

zbMATH Keywords

Bayesian analysisMarkov chain Monte CarloPoisson regressioninhomogeneous Poisson processpartial collapsechange-point model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Analysis of Poisson varying-coefficient models with autoregression ⋮ Efficient Bayesian analysis of multivariate aggregate choices ⋮ Semiparametric multivariate and multiple change-point modeling

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Application of modified information criterion to multiple change point problems
• Product partition models for change point problems
• Estimation and comparison of multiple change-point models
• Inference from iterative simulation using multiple sequences
• Partially Collapsed Gibbs Samplers
• The Calculation of Posterior Distributions by Data Augmentation
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Bayesian Analysis for Change Point Problems
• Hierarchical Bayesian Analysis of Changepoint Problems
• Estimation and Forecasting in Models with Multiple Breaks

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