Bayesian isotonic changepoint analysis
A general approach to Bayesian isotonic changepoint problems is developed. Such isotonic changepoint analysis includes trends and other constraint problems and it captures linear, non-smooth as well as abrupt changes. Desired marginal posterior densities are obtained using a Markov chain Monte Carlo...
| Autores principales: | , |
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| Formato: | Articulo |
| Lenguaje: | Inglés |
| Publicado: |
2007
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/133445 |
| Aporte de: |
| id |
I19-R120-10915-133445 |
|---|---|
| record_format |
dspace |
| institution |
Universidad Nacional de La Plata |
| institution_str |
I-19 |
| repository_str |
R-120 |
| collection |
SEDICI (UNLP) |
| language |
Inglés |
| topic |
Matemática Bayesian inference Change point problem Isotonic regression Order restricted inference |
| spellingShingle |
Matemática Bayesian inference Change point problem Isotonic regression Order restricted inference Álvarez, Enrique Ernesto Dey, Dipak K. Bayesian isotonic changepoint analysis |
| topic_facet |
Matemática Bayesian inference Change point problem Isotonic regression Order restricted inference |
| description |
A general approach to Bayesian isotonic changepoint problems is developed. Such isotonic changepoint analysis includes trends and other constraint problems and it captures linear, non-smooth as well as abrupt changes. Desired marginal posterior densities are obtained using a Markov chain Monte Carlo method. The methodology is exemplified using one simulated and two real data examples, where it is shown that our proposed Bayesian approach captures the qualitative conclusion about the shape of the trend change. |
| format |
Articulo Articulo |
| author |
Álvarez, Enrique Ernesto Dey, Dipak K. |
| author_facet |
Álvarez, Enrique Ernesto Dey, Dipak K. |
| author_sort |
Álvarez, Enrique Ernesto |
| title |
Bayesian isotonic changepoint analysis |
| title_short |
Bayesian isotonic changepoint analysis |
| title_full |
Bayesian isotonic changepoint analysis |
| title_fullStr |
Bayesian isotonic changepoint analysis |
| title_full_unstemmed |
Bayesian isotonic changepoint analysis |
| title_sort |
bayesian isotonic changepoint analysis |
| publishDate |
2007 |
| url |
http://sedici.unlp.edu.ar/handle/10915/133445 |
| work_keys_str_mv |
AT alvarezenriqueernesto bayesianisotonicchangepointanalysis AT deydipakk bayesianisotonicchangepointanalysis |
| bdutipo_str |
Repositorios |
| _version_ |
1764820454687637504 |