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Bayesian isotonic changepoint analysis

✍ Scribed by Enrique E. Alvarez; Dipak K. Dey


Book ID
106340813
Publisher
Springer Japan
Year
2007
Tongue
English
Weight
428 KB
Volume
61
Category
Article
ISSN
0020-3157

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Bayesian optimal design for changepoint
✍ Juli Atherton; Benoit Charbonneau; David B. Wolfson; Lawrence Joseph; Xiaojie Zh πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 French βš– 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 log‐concave prior density on the changep