46 citations · 125 across the 11 of their papers we have counts for
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stat.CO2010
Block clustering with collapsed latent block models
Jason Wyse, Nial Friel
We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be in…
stat.CO2010★ 7 cited
Simulation-based Bayesian analysis for multiple changepoints
Jason Wyse, Nial Friel
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not kn…
stat.CO2010
Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments
Jason Wyse, Nial Friel, Håvard Rue
This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrat…