Bayesian optimal design for changepoint
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Juli Atherton; Benoit Charbonneau; David B. Wolfson; Lawrence Joseph; Xiaojie Zh
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Article
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2009
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John Wiley and Sons
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French
β 191 KB
## Abstract We investigate Bayesian optimal designs for changepoint problems. We find robust optimal designs which allow for arbitrary distributions before and after the change, arbitrary prior densities on the parameters before and after the change, and any logβconcave prior density on the changep