Bayesian Changepoint Analysis
arXiv:2006.10428
Abstract
In my PhD thesis, we elaborate upon Bayesian changepoint analysis, whereby our focus is on three big topics: approximate sampling via MCMC, exact inference and uncertainty quantification. Besides, modeling matters are discussed in an ongoing fashion. Our findings are underpinned through several changepoint examples with a focus on a well-log drilling data.
My PhD Thesis can also be found here: https://epub.ub.uni-greifswald.de/frontdoor/index/index/docId/3787