dc.contributor.advisor | Rue, Håvard | nb_NO |
dc.contributor.author | Ramsnes, Kristine Behné | nb_NO |
dc.date.accessioned | 2014-12-19T13:57:36Z | |
dc.date.available | 2014-12-19T13:57:36Z | |
dc.date.created | 2010-09-02 | nb_NO |
dc.date.issued | 2009 | nb_NO |
dc.identifier | 347163 | nb_NO |
dc.identifier | ntnudaim:4813 | nb_NO |
dc.identifier.uri | http://hdl.handle.net/11250/258265 | |
dc.description.abstract | In this thesis we study recursion methods for making Bayesian inference on a class of multiple changepoint models, introduced in Fearnhead(2006). We present and implement recursion algorithms, and we evaluate how parameter relations in a changepoint model may affect method performance. We apply the methods to a number of single and multiple changepoint problems, with respectively normal and Poisson distributed observations and with varying model parameter relations. Finally, we test the methods on a set of coal-mining disasters from Jarrett(1979) before discussing results and proposing future method improvements and application areas. | nb_NO |
dc.language | eng | nb_NO |
dc.publisher | Institutt for matematiske fag | nb_NO |
dc.subject | ntnudaim | no_NO |
dc.subject | SIF3 fysikk og matematikk | no_NO |
dc.subject | Industriell matematikk | no_NO |
dc.title | Changepoint Models | nb_NO |
dc.type | Master thesis | nb_NO |
dc.source.pagenumber | 77 | nb_NO |
dc.contributor.department | Norges teknisk-naturvitenskapelige universitet, Fakultet for informasjonsteknologi, matematikk og elektroteknikk, Institutt for matematiske fag | nb_NO |