Segmentation uncertainty in multiple change-point models

Author:

Guédon Yann

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Reference23 articles.

1. Springer Series in Statistics;O. Cappé,2005

2. Chib, S.: Estimation and comparison of multiple change-point models. J. Econom. 86, 221–241 (1998)

3. Cover, T.M., Thomas, J.A.: Elements of Information Theory, 2nd edn. Wiley, Hoboken (2006)

4. Cressie, N., Wikle, C.K.: Statistics for Spatio-Temporal Data. Wiley, Hoboken (2011)

5. Fearnhead, P.: Exact and efficient Bayesian inference for multiple changepoint problems. Stat. Comput. 16(2), 203–213 (2006)

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