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Can I read Statistical model selection based on Bayes decision theory and its application to change detection problem on EtoBox?
Statistical model selection based on Bayes decision theory and its application to change detection problem by Masayuki Gotoh; Shigeichi Hirasawa is a Business, Management and Accounting article available to read on EtoBox.
What is Statistical model selection based on Bayes decision theory and its application to change detection problem about?
The statistical model selection problems are discussed, and the criterion based on the Bayes decision theory for the detection of the true model is derived. We propose a new Bayesian model selection scheme, which can detect the change points of the parameter of the information source and also estimate each unknown parameter. In this paper, we formulate the Bayes optimal solution of the change detection problem, and analyze its property of the consistency. 1999 Elsevier Science B.V. All rights reserved.
Who reads Statistical model selection based on Bayes decision theory and its application to change detection problem?
It is typically read by researchers, students, and practitioners in Business, Management and Accounting.
- Author
- Masayuki Gotoh; Shigeichi Hirasawa
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0925-5273)
- Published
- 1999
- Language
- EN
- Field
- Business, Management and Accounting (Social Sciences)