Bayesian multiple changepoints detection for Markov jump processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-020-00956-6.pdf
Reference24 articles.
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3. Barry D, Hartigan J (1992) Product partition models for change point problems. Ann Stat 20:260–279
4. Bebbington MS (2007) Identifying volcanic regimes using hidden Markov models. Geophys J Int 171:921–942
5. Biernacki C, Celeux G, Govaert G (2000) Assessing a mixture model for clustering with the integrated completed likelihood. IEEE Trans Pattern Anal Mach Intell 22(7):719–725
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