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Exact posterior distributions and model selection criteria for multiple change-point detection problems.
Guillem Rigaill
Emilie Lebarbier
Stéphane Robin
Published in:
Stat. Comput. (2012)
Keyphrases
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change point detection
posterior distribution
model selection criteria
data mining
support vector machine
model selection
parameter estimation
machine learning
image processing
training data
probability distribution
non stationary
sample size