FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2948877301> ?p ?o ?g. }

• W2948877301 abstract "The multiple changepoint model has been considered in a wide range of statistical modelling, as it increases the flexibility to simple statistical applications. The main purpose of the thesis enables the Bayesian inference from such models by using the idea of particle filters. Compared to the existed methodology such as RJMCMC of Green (1995), the attraction of our particle filter is its simplicity and efficiency. We propose an on-line algorithm for exact filtering for a class of multiple changepoint problems. This class of models satisfy an important conditional independence property. This algorithm enables simulation from the true joint posterior distribution of the number and position of the changepoints for a class of changepoint models. The computational cost of this exact algorithm is quadratic in the number of observations. We further show how resampling ideas from particle filters can be used to reduce the computational cost to linear in the number of observations, at the expense of introducing small errors; and propose two new, optimum resampling algorithms for this problem. In practice, large computational savings can be obtained whilst introducing negligible error. We demonstrate how the resulting particle filter is practicable for segmentation of human GC content. We then generalise our method to models where the conditional independence property does not hold. In particular we consider models with dependence of the parameters across neighbouring segments. Examples of such models are those with unknown hyper-parameters, and piecewise polynomial regression models which assume continuity of the regression function. The particle filter we propose is based on a simple approximation to the filtering recursion. We show that the error introduced by the approximation can be small. We demonstrate our method on the problem of Bayesian curve fitting. The novelty of our model is that we fit a piecewise polynomial function and allow for both discontinuity and continuity at changepoints. This method is compared to existing Bayesian curve fitting method, and applied to the analysis of well-log data." @default.
• W2948877301 created "2019-06-14" @default.
• W2948877301 creator A5058479146 @default.
• W2948877301 date "2007-01-01" @default.
• W2948877301 modified "2023-09-23" @default.
• W2948877301 title "Direct Simulation Methods for Multiple Changepoint Problems." @default.
• W2948877301 cites W135124929 @default.
• W2948877301 cites W1483307070 @default.
• W2948877301 cites W1486039312 @default.
• W2948877301 cites W1513873506 @default.
• W2948877301 cites W1520053542 @default.
• W2948877301 cites W1598969745 @default.
• W2948877301 cites W1603903339 @default.
• W2948877301 cites W1883186006 @default.
• W2948877301 cites W1963828038 @default.
• W2948877301 cites W1966042408 @default.
• W2948877301 cites W1967042859 @default.
• W2948877301 cites W1969481231 @default.
• W2948877301 cites W1978129804 @default.
• W2948877301 cites W1978993842 @default.
• W2948877301 cites W1984867253 @default.
• W2948877301 cites W1985093013 @default.
• W2948877301 cites W1985593448 @default.
• W2948877301 cites W1988827501 @default.
• W2948877301 cites W1991996694 @default.
• W2948877301 cites W1995609782 @default.
• W2948877301 cites W1998962613 @default.
• W2948877301 cites W2002869784 @default.
• W2948877301 cites W2005711658 @default.
• W2948877301 cites W2011693672 @default.
• W2948877301 cites W2012992565 @default.
• W2948877301 cites W2014208555 @default.
• W2948877301 cites W2016996666 @default.
• W2948877301 cites W2022023686 @default.
• W2948877301 cites W2022758229 @default.
• W2948877301 cites W2032309405 @default.
• W2948877301 cites W2033872649 @default.
• W2948877301 cites W2052920959 @default.
• W2948877301 cites W2054038204 @default.
• W2948877301 cites W2054929958 @default.
• W2948877301 cites W2056760934 @default.
• W2948877301 cites W2057487175 @default.
• W2948877301 cites W2057565703 @default.
• W2948877301 cites W2058548758 @default.
• W2948877301 cites W2064480843 @default.
• W2948877301 cites W2069139112 @default.
• W2948877301 cites W2077611006 @default.
• W2948877301 cites W2082313778 @default.
• W2948877301 cites W2083402998 @default.
• W2948877301 cites W2085738358 @default.
• W2948877301 cites W2086699924 @default.
• W2948877301 cites W2091442045 @default.
• W2948877301 cites W2098613108 @default.
• W2948877301 cites W2102201073 @default.
• W2948877301 cites W2102434152 @default.
• W2948877301 cites W2106706098 @default.
• W2948877301 cites W2113166878 @default.
• W2948877301 cites W2116214697 @default.
• W2948877301 cites W2118186354 @default.
• W2948877301 cites W2124244625 @default.
• W2948877301 cites W2128860595 @default.
• W2948877301 cites W2130416410 @default.
• W2948877301 cites W2131598171 @default.
• W2948877301 cites W2134069175 @default.
• W2948877301 cites W2135535184 @default.
• W2948877301 cites W2136032750 @default.
• W2948877301 cites W2136211638 @default.
• W2948877301 cites W2137307912 @default.
• W2948877301 cites W2138309709 @default.
• W2948877301 cites W2143203814 @default.
• W2948877301 cites W2146485022 @default.
• W2948877301 cites W2146766088 @default.
• W2948877301 cites W2147357149 @default.
• W2948877301 cites W2149020252 @default.
• W2948877301 cites W2152775760 @default.
• W2948877301 cites W2158940042 @default.
• W2948877301 cites W2160337655 @default.
• W2948877301 cites W2160446587 @default.
• W2948877301 cites W2163446565 @default.
• W2948877301 cites W2168634963 @default.
• W2948877301 cites W2171166366 @default.
• W2948877301 cites W2740373864 @default.
• W2948877301 cites W2797463641 @default.
• W2948877301 cites W3000332379 @default.
• W2948877301 cites W3160881378 @default.
• W2948877301 cites W1561837455 @default.
• W2948877301 hasPublicationYear "2007" @default.
• W2948877301 type Work @default.
• W2948877301 sameAs 2948877301 @default.
• W2948877301 citedByCount "1" @default.
• W2948877301 crossrefType "dissertation" @default.
• W2948877301 hasAuthorship W2948877301A5058479146 @default.
• W2948877301 hasConcept C105795698 @default.
• W2948877301 hasConcept C106131492 @default.
• W2948877301 hasConcept C11413529 @default.
• W2948877301 hasConcept C126255220 @default.
• W2948877301 hasConcept C134306372 @default.
• W2948877301 hasConcept C150921843 @default.
• W2948877301 hasConcept C154945302 @default.
• W2948877301 hasConcept C159985019 @default.

• next