Add to ORKGBarry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief summary of selected work on change point problems, both preceding and following Barry and Hartigan. We outline Barry and Hartigan’s approach and offer a new R package, pkgbcp (Erdman and Emerson 2007), implementing their analysis. We discuss two frequentist alternatives to the Bayesian analysis, the recursive circular binary segmentation algorithm (Olshen and Venkatraman 2004) and the dynamic programming algorithm of (Bai and Perron 2003). We illustrate the application of bcp with economic and microarray data from the literature
This work is an in-depth study of the change point problem from a general point of view and a furthe...
Limited dependent variable (LDV) data are common in political science, and political meth-odologists...
We consider the problem of Bayesian inference for changepoints where the number and position of the ...
Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief ...
Change point problems are referred to detect heterogeneity in temporal or spatial data. They have a...
Recently there has been a keen interest in the statistical analysis of change point detection and es...
summary:A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses...
A loss-based approach to change point analysis is proposed. In particular, the problem is looked fro...
A Bayesian approach is considered to study the change point problems. A hypothesis for testing chang...
There are many different ways in which change point analysis can be performed, from purely parametri...
Many common approaches to detecting change-points, for example based on statistical criteria such as...
A loss-based approach to change point analysis is proposed. In particular, the problem is looked fro...
International audienceWe describe a new multiple change-point detection technique based on segmentin...
There is an increasing need for algorithms that can accurately detect changepoints in long time-seri...
There are many different ways in which change point analysis can be performed, from purely parametri...
This work is an in-depth study of the change point problem from a general point of view and a furthe...
Limited dependent variable (LDV) data are common in political science, and political meth-odologists...
We consider the problem of Bayesian inference for changepoints where the number and position of the ...
Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief ...
Change point problems are referred to detect heterogeneity in temporal or spatial data. They have a...
Recently there has been a keen interest in the statistical analysis of change point detection and es...
summary:A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses...
A loss-based approach to change point analysis is proposed. In particular, the problem is looked fro...
A Bayesian approach is considered to study the change point problems. A hypothesis for testing chang...
There are many different ways in which change point analysis can be performed, from purely parametri...
Many common approaches to detecting change-points, for example based on statistical criteria such as...
A loss-based approach to change point analysis is proposed. In particular, the problem is looked fro...
International audienceWe describe a new multiple change-point detection technique based on segmentin...
There is an increasing need for algorithms that can accurately detect changepoints in long time-seri...
There are many different ways in which change point analysis can be performed, from purely parametri...
This work is an in-depth study of the change point problem from a general point of view and a furthe...
Limited dependent variable (LDV) data are common in political science, and political meth-odologists...
We consider the problem of Bayesian inference for changepoints where the number and position of the ...