Browsing NTNU Open by Author "Bakka, Kristin Benedicte"
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Changepoint model selection in Gaussian data by maximization of approximate Bayes Factors with the Pruned Exact Linear Time algorithm
Bakka, Kristin Benedicte (Master thesis, 2018)In this thesis we consider the changepoint detection in independently distributed Gaussian data. Detection of multiple changepoints in a data set is treated as a model selection problem where the model complexity is ...