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stat.ME2025
A Bayesian framework for change-point detection with uncertainty quantification
Davis Berlind, Lorenzo Cappello, Oscar Hernan Madrid Padilla
We introduce a novel Bayesian method that can detect multiple structural breaks in the mean and variance of a length time-series. Our method quantifies uncertainty by returning…
math.ST2025
Bayesian Predictive Inference Beyond Martingales
Marco Battiston, Lorenzo Cappello
There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the m…