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变点问题的贝叶斯分析AI 解读

A sequence of observations undergoes sudden changes at unknown times. We model the process by supposing that there is an underlying sequence of parameters partitioned into contiguous blocks of equal parameter values; the beginning of each block is said to be a change point. Observations are then assumed to be independent in different blocks given the sequence of parameters. In a Bayesian analysis it is necessary to give probability distributions to both the change points and…

变点问题的乘积分割模型AI 解读

Product partition models assume that observations in different components of a random partition of the data are independent. If the probability distribution of random partitions is in a certain product form prior to making the observations, it is also in product form given the observations. The product model thus provides a convenient machinery for allowing the data to weight the partitions likely to hold; and inference about particular future observations may then be made…