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‘NOT’ Changepoint Analysis
When applying a piecewise linear regression model to estimate trend components, Change-Point detection plays an essential role in deciding the points’ locations and numbers. We could find from the previous literature relating to Change-Point detection that most of the existing techniques focus on dealing with scenarios when the targeting function is assumed to be piecewise…
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Gibbs Sampling
All that mattered was that slowly, by degrees, by left and right then left and right again, he was guiding them towards the destination. Ian Rankin, Hide and Seek There exist a number of algorithms that can give us a proposal density for our Markov chain’s dynamics. By using the Metropolis-Hastings algorithm we can obtain an acceptance…
