Extension to the product partition model: Computing the probability of a change

Computational Statistics and Data Analysis

Volumn 48, Issue 2, 2005, Pages 255-268

  Loschi, R H ^a   Cruz, F R B ^a,b  

^a FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

^b University of Massachusetts   (United States)

Author keywords

Change point; Gibbs sampler; Random partitions

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; DECISION MAKING; MATHEMATICAL MODELS; PROBLEM SOLVING; SENSITIVITY ANALYSIS;

CHANGE POINT; GIBBS SAMPLER; PRODUCT PARTITION MODEL (PPM); RANDOM PARTITIONS;

PROBABILITY;

EID: 9944233444     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.03.003     Document Type: Article

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