Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo.

Jaehee Kim Sooyoung Cheon

Published in: Comput. Stat. (2010)

Keyphrases

monte carlo
stochastic approximation
importance sampling
monte carlo simulation
change point
markov chain
monte carlo methods
change point detection
monte carlo tree search
variance reduction
bayesian networks
particle filter
temporal difference
reinforcement learning
lower bound
sufficient conditions