September 2016

Bayesian analysis to detect change-point in two-phase Laplace model

The general form of the change-point problem is to determine the unknown location m, based on an ordered sequence of observations X1,X2,.., Xm, Xm+1,..., Xn such that, the two groups of observation X1,X2,.., Xm and Xm+1,..., Xn follow distinct models. In this paper the problem of change-point detection of two-phase Laplace model is considered. Our object is to find...

Author(s): A. Jafari, M. Yarmohammadi and A. Rasekhi