On-line inference for multiple changepoint problems

Fearnhead, Paul, Liu, Zhen . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007. 69 (4) :589-605

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Bibtex

@article{CIS-215173,
  Author = {Fearnhead, Paul and Liu, Zhen},
  Title = {On-line inference for multiple changepoint problems},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {69},
  Number = {4},
  Year = {2007},
  Pages = {589--605},
  Keywords = {Stratified sampling, Direct simulation, sequential Monte Carlo methods, particle filtering, isochores, Rejection control}
}

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