Exact Bayesian inference for off-line change-point detection in tree-structured graphical models.
Loïc SchwallerStéphane RobinPublished in: Stat. Comput. (2017)
Keyphrases
- bayesian inference
- graphical models
- probabilistic model
- change point detection
- belief propagation
- markov networks
- statistical inference
- non stationary
- probabilistic inference
- random variables
- approximate inference
- generative model
- probabilistic graphical models
- hyperparameters
- bayesian networks
- latent variables
- tree structure
- prior information
- conditional random fields
- sequential data
- outlier detection
- hidden variables
- factor graphs
- structure learning
- exact inference
- structured data
- markov chain monte carlo
- conditional probabilities
- inference process
- message passing
- posterior probability
- belief networks
- random fields
- data mining
- feature selection