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Stepwise Signal Extraction via Marginal Likelihood
This paper studies the estimation of stepwise signal. To determine the number and locations of change-points of the stepwise signal, we formulate a maximum marginal likelihood estimator, which can be computed with a quadratic cost using dynamic programming. We carry out extensive investigation on th...
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| Publicado no: | J Am Stat Assoc |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4874345/ https://ncbi.nlm.nih.gov/pubmed/27212739 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2015.1006365 |
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