Bayesian isotonic changepoint analysis

Autores
Álvarez, Enrique Ernesto; Dey, Dipak K.
Año de publicación
2007
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
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.
Departamento de Matemática
Materia
Matemática
Bayesian inference
Change point problem
Isotonic regression
Order restricted inference
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by-nc-sa/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/133445
Acceder
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oai_identifier_str oai:sedici.unlp.edu.ar:10915/133445
network_acronym_str SEDICI
repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling Bayesian isotonic changepoint analysisÁlvarez, Enrique ErnestoDey, Dipak K.MatemáticaBayesian inferenceChange point problemIsotonic regressionOrder restricted inferenceA 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.Departamento de Matemática2007-08-18info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf355-370http://sedici.unlp.edu.ar/handle/10915/133445enginfo:eu-repo/semantics/altIdentifier/issn/0020-3157info:eu-repo/semantics/altIdentifier/issn/1572-9052info:eu-repo/semantics/altIdentifier/doi/10.1007/s10463-007-0148-yinfo:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-29T11:31:57Zoai:sedici.unlp.edu.ar:10915/133445Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-29 11:31:58.171SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Bayesian isotonic changepoint analysis
title Bayesian isotonic changepoint analysis
spellingShingle Bayesian isotonic changepoint analysis
Álvarez, Enrique Ernesto
Matemática
Bayesian inference
Change point problem
Isotonic regression
Order restricted inference
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
dc.creator.none.fl_str_mv Álvarez, Enrique Ernesto
Dey, Dipak K.
author Álvarez, Enrique Ernesto
author_facet Álvarez, Enrique Ernesto
Dey, Dipak K.
author_role author
author2 Dey, Dipak K.
author2_role author
dc.subject.none.fl_str_mv Matemática
Bayesian inference
Change point problem
Isotonic regression
Order restricted inference
topic Matemática
Bayesian inference
Change point problem
Isotonic regression
Order restricted inference
dc.description.none.fl_txt_mv 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.
Departamento de Matemática
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.
publishDate 2007
dc.date.none.fl_str_mv 2007-08-18
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articulo
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/133445
url http://sedici.unlp.edu.ar/handle/10915/133445
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/issn/0020-3157
info:eu-repo/semantics/altIdentifier/issn/1572-9052
info:eu-repo/semantics/altIdentifier/doi/10.1007/s10463-007-0148-y
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by-nc-sa/4.0/
Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
dc.format.none.fl_str_mv application/pdf
355-370
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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score 13.070432

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