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Bayesian analysis for detecting a change in exponential family

Abstract : We propose a bayesian analysis of detection of a change of parameter in a sequence of independent random variables from exponential family. The test uses the highest posterior density credible set.
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https://hal-univ-paris.archives-ouvertes.fr/hal-00264151
Contributor : Rachid Lounes <>
Submitted on : Friday, March 14, 2008 - 1:45:27 PM
Last modification on : Thursday, October 1, 2020 - 9:46:45 AM

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  • HAL Id : hal-00264151, version 1

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Dariush Ghorbanzadeh, Rachid Lounes. Bayesian analysis for detecting a change in exponential family. Applied Mathematics and Computation, Elsevier, 2001, 124, pp.1-15. ⟨hal-00264151⟩

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