Bayesian Changepoint Analysis

06/18/2020
by   Tobias Siems, et al.
0

In my PhD thesis, we elaborate upon Bayesian changepoint analysis, whereby our focus is on three big topics: approximate sampling via MCMC, exact inference and uncertainty quantification. Besides, modeling matters are discussed in an ongoing fashion. Our findings are underpinned through several changepoint examples with a focus on a well-log drilling data.

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