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Invariance principles for changepoint problems

✍ Scribed by Miklós Csörgő; Lajos Horváth


Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
650 KB
Volume
27
Category
Article
ISSN
0047-259X

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Bayesian optimal design for changepoint
✍ Juli Atherton; Benoit Charbonneau; David B. Wolfson; Lawrence Joseph; Xiaojie Zh 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 French ⚖ 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