Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems

Guillem Rigaill, Emilie Lebarbier, Stéphane Robin. Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems. In Yves Lechevallier, Gilbert Saporta, editors, 19th International Conference on Computational Statistics, COMPSTAT 2010, Paris, France, August 22-27, 2010 - Keynote, Invited and Contributed Papers. pages 557-564, Physica-Verlag, 2010. [doi]

Abstract

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