全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
751 1
2022-12-21
An online Bayesian approach to change-point detection for categorical dataAuthor links open overlay panelYiwei Fan,Xiaoling Lu
https://www.sciencedirect.com/science/article/abs/pii/S0950705120301842
Abstract

Change-point detection for categorical data has wide applications in many fields. Existing methods either are distribution-free, not utilizing categorical information sufficiently, or have limited performance when there exists “rare events” (events that occur with low frequency). In this paper, we propose a categorical data based on Dirichlet-multinomial mixtures. Because of the introduction of prior information, our method performs well for the existence of “rare events”. An online parameter estimation procedure and an online detection strategy are then designed to adapt to data streams. Monte Carlo simulations discuss the power of the proposed method and show advantages compared with existing algorithms. Applications in biomedical research, document analysis, health news case study and location monitoring indicate practical values of our method.





[size=0.7]

[size=0.7]





二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2022-12-22 15:06:44
点赞感谢分享
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群