Skip navigation
Skip navigation

Bayesian Regression of Piecewise Constant Functions

Hutter, Marcus

Description

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment variance. We also propose a Bayesian regression curve as a better way of smoothing data without blurring boundaries. The Bayesian approach also allows straightforward determination of the evidence, break...[Show more]

CollectionsANU Research Publications
Date published: 2007
Type: Conference paper
URI: http://hdl.handle.net/1885/15011

Download

There are no files associated with this item.


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator