Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
Guoqi Qian, Yuehua Wu, Min Xu
Applied Mathematical Modelling | ELSEVIER SCIENCE INC | Published : 2019
Awarded by Natural Sciences and Engineering Research Council of Canada
This work is partially supported by Maurice Belz Fund of the University of Melbourne, and Natural Sciences and Engineering Research Council of Canada (RGPIN-2017-05720). The authors like to thank the Editor, Associate Editor and an anonymous referee for their professional and constructive comments on the original draft of the paper.