Bernstein Polynomial Processes for Continuous Time Change Detection
用于连续时间变化检测的伯恩斯坦多项式过程
There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are collected according to uniformly spaced time intervals. This assumption incurs bias in the continuous time setting where, a priori, two consecutive observations measured closely in time are less likely to change than two consecutive observations…