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Bayesian On-line Learning of the Hazard Rate in Change-Point Problems

Change-point models are generative models of time-varying data in which the underlying generative parameters undergo discontinuous changes at different points in time known as change-points. Change-points often represent important events in the underlying processes, like a change in brain state refl...

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Bibliografiske detaljer
Main Authors: Wilson, Robert C., Nassar, Matthew R., Gold, Joshua I.
Format: Artigo
Sprog:Inglês
Udgivet: 2010
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC2966286/
https://ncbi.nlm.nih.gov/pubmed/20569174
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1162/NECO_a_00007
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