Application of MCMC to change point detection.

DOI10.1007/s10492-008-0026-9zbMath1199.65016OpenAlexW2042399479MaRDI QIDQ834025

David Legát, Jaromír Antoch

Publication date: 17 August 2009

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/37784

zbMATH Keywords

Markov chain Monte Carlo methodGibbs samplerMetropolis-Hastings algorithmchange point estimationPrague Klementinumyear average temperatures

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Meteorology and atmospheric physics (86A10)

Cites Work

• Unnamed Item
• A Bayesian Analysis for Change Point Problems
• Hierarchical Bayesian Analysis of Changepoint Problems
• Inference about the intersection in two-phase regression
• Monte Carlo sampling methods using Markov chains and their applications