Change-point problems: A Bayesian nonparametric approach
Pietro Muliere; Marco Scarsini
Aplikace matematiky (1985)
- Volume: 30, Issue: 6, page 397-402
- ISSN: 0862-7940
Access Full Article
top
Abstract
topHow to cite
topMuliere, Pietro, and Scarsini, Marco. "Change-point problems: A Bayesian nonparametric approach." Aplikace matematiky 30.6 (1985): 397-402. <http://eudml.org/doc/15422>.
@article{Muliere1985,
abstract = {A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.},
author = {Muliere, Pietro, Scarsini, Marco},
journal = {Aplikace matematiky},
keywords = {change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution},
language = {eng},
number = {6},
pages = {397-402},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Change-point problems: A Bayesian nonparametric approach},
url = {http://eudml.org/doc/15422},
volume = {30},
year = {1985},
}
TY - JOUR
AU - Muliere, Pietro
AU - Scarsini, Marco
TI - Change-point problems: A Bayesian nonparametric approach
JO - Aplikace matematiky
PY - 1985
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 30
IS - 6
SP - 397
EP - 402
AB - A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.
LA - eng
KW - change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution
UR - http://eudml.org/doc/15422
ER -
References
top- C. E. Antoniak (1974), Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems, Ann. Statist. 2, 1152-1174. MR0365969
- L. D. Broemeling (1972), Bayesian procedures for detecting a change in a sequence of random variables, Metron 30, 214-227.
- D. M. Cifarelli P. Muliere, and M. Scarsini (1981), Il modello lineare nell'approccio bayesiano nonparametrico, Research report N. 15, Istituto Matematice G. Castelnuovo, Roma.
- G. W. Cobb (1978), 10.1093/biomet/65.2.243, Biometrika 65, 243-251. MR0513930DOI10.1093/biomet/65.2.243
- P. Diaconis, D. Freedman (1982), Bayes rules for location problems, in Statistical Decision Theory and Related Topics III, (ed. by S. S. Gupta and J. O. Berger) vol. I, 315- 327, Academic Press, New York. MR0705295
- T. S. Ferguson (1973), 10.1214/aos/1176342360, Ann. Statist. 1, 209-230. MR0350949DOI10.1214/aos/1176342360
- A. N. Pettit (1981), 10.1093/biomet/68.2.443, Biometrika 68, 443 - 450 MR0626405DOI10.1093/biomet/68.2.443
- A. F. M. Smith (1975), 10.1093/biomet/62.2.407, Biometrika 62, 407-416. MR0381115DOI10.1093/biomet/62.2.407
- A. F. M. Smith (1977), A Bayesian analysis of some time-varying models, in Recent Developments in Statistics (ed. by J. R. Barra et al.), 257-267, North-Holland, Amsterdam. MR0501550
- A. F. M. Smith (1980), 10.1007/BF02888348, Trab. Estadist. 31, 83-98. MR0638874DOI10.1007/BF02888348
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.