Concepedia

Exact and efficient Bayesian inference for multiple changepoint problems

Statistics and Computing · 2006 · 441 citations · 36 references

Open access

Concepts

ComputingBiostatisticsComputer ScienceBayesian Data AnalysisProbability TheoryStochastic ModelingBayesian InferenceBayesian ModelingBayesian StatisticsMonte Carlo MethodsMonte Carlo SimulationStatistical InferenceApproximate Bayesian InferenceBayesian UpdatingChange-point Confidence IntervalsChange-point EstimationPosterior Updating

References

36

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Peter J. Green · Biometrika · 1995 · 5.9K citations

Computing, Biostatistics, Computer Science +17

Marginal Likelihood from the Gibbs Output

Siddhartha Chib · Journal of the American Statistical Association · 1995 · 1.8K citations

Business, Biostatistics, Bayesian Data Analysis +16

Monte Carlo Strategies in Scientific Computing

Tim Hesterberg · Technometrics · 2002 · 1.4K citations

Natural Sciences, Computer Science, Physics +14

Exact sampling with coupled Markov chains and applications to statistical mechanics

James Propp, David Bruce Wilson · Random Structures and Algorithms · 1996 · 1.1K citations

Natural Sciences, Computer Science, Mathematics +15

Estimation and comparison of multiple change-point models

Siddhartha Chib · Journal of Econometrics · 1998 · 692 citations

Computing, Data Science, Time Series Analysis +8