We observe n events occurring in (0, T] taken from a Poisson process. The intensity function of the process is assumed to be a step function with multiple changepoints. This article proposes a ...
Bayesian statistics represents a powerful framework for data analysis that centres on Bayes’ theorem, enabling researchers to update existing beliefs with incoming evidence. By combining prior ...
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families ...