Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring
Author:
Affiliation:
1. Department of Statistics and Data Science, Cornell University, Ithaca, NY
Funder
National Science Foundation
Cornell University Atkinson Center
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/07350015.2024.2362269
Reference50 articles.
1. Adams R. P. and MacKay D. J. (2007) “Bayesian Online Changepoint Detection ” arXiv:0710.3742.
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3. The Horseshoe+ Estimator of Ultra-Sparse Signals
4. Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
5. “Handling Sparsity via the Horseshoe,”;Carvalho C. M.;AISTATS,2009
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