Exact posterior distributions and model selection criteria for multiple change-point detection problems

Statistics and Computing

Volumn 22, Issue 4, 2012, Pages 917-929

  Rigaill, G ^a,b,c   Lebarbier, E ^a   Robin, S ^a  

^a AgroParisTech   (France)

^b INSTITUT CURIE   (France)

^c NETHERLANDS CANCER INSTITUTE   (Netherlands)

Author keywords

Bayesian model selection; BIC; change point detection; DIC; ICL; posterior distribution of change points; posterior distribution of segments

Indexed keywords

EID: 84859754173     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9258-8     Document Type: Article

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