Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
Year of publication: |
2010
|
---|---|
Authors: | Kim, Jaehee ; Cheon, Sooyoung |
Published in: |
Computational Statistics. - Springer. - Vol. 25.2010, 2, p. 215-239
|
Publisher: |
Springer |
Subject: | Annealing Stochastic Approximation Monte Carlo (ASAMC) | Bayesian change-point model | Bayes factor | BIC | Posterior | Truncated Poisson |
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