-
‘NOT’ Changepoint Analysis
Early works on the Change-Point analysis mainly appears from the papers relating to quality control. CUSUM detection method uses the cumulative sum of the deviations of the observations from the model to determine the change points. The method is later generalized by David V. Hinkley (1970) that the problem is equivalent to detecting whether the…
-
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…
