Bayesian Changepoint Analysis
Methodology
2020-06-19 v1
Abstract
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.
Keywords
Cite
@article{arxiv.2006.10428,
title = {Bayesian Changepoint Analysis},
author = {Tobias Siems},
journal= {arXiv preprint arXiv:2006.10428},
year = {2020}
}
Comments
My PhD Thesis can also be found here: https://epub.ub.uni-greifswald.de/frontdoor/index/index/docId/3787