Oluwadare O Ojo

Bayesian Inference on Regression Model with an Unknown Change Point

Oluwadare O Ojo · Asian Journal of Probability and Statistics · 2021

In this work, we describe a Bayesian procedure for detection of change-point when we have an unknown change point in regression model. Bayesian approach with posterior inference for change points was provided to know the particular change point that is optimal while Gibbs sampler...