Abstract In data analysis, change point problems correspond to abrupt changes in stochastic mechanisms generating data. The detection of points is a relevant problem the analysis and prediction time series. this paper, we consider class conjugate prior distributions obtained from conditional specification methodology for solving problem. We illustrate application such Bayesian with Poisson proc...

In Hidden Markov Models (HMM) the probability distribution of response Yt (∀t = 1, 2, . . . , T ) at each observation time is conditionally specified on the current hidden or latent state Xt. The sequence of hidden states follows a first order time-homogeneous Markov chain. Discrete time or continuous time HMM are respectively specified by T ⊆ N or T ⊆ R (from now on DHMM and CHMM). In this wor...

We propose a class of conditionally specified models for the analysis of multivariate space-time processes. Such models are useful in situations where there is sparse spatial coverage of one of the processes and much more dense coverage of the other process(es). The dependence structure across processes and over space, and time is completely specified through a neighborhood structure. These mod...

In this paper, a class of conjugate prior for estimating incomplete count data based on a broad class of conjugate prior distributions is presented. The new class of prior distributions arises from a conditional perspective, making use of the conditional specification methodology and can be considered as the generalisation of the form of prior distributions that have been used previously in the...

Dynamic state-space models [24], consisting of a latent Markov process X0, X1, . . . and noisy observations Y1, Y2, . . . that are conditionally independent, are used in a wide variety of applications e.g. wireless networks [8], object tracking [21], econometrics [7] etc. The model is specified by an initial distribution p(x0|✓), a transition kernel p(xt|xt 1, ✓) and an observation distribution...

ABSTRACT Background: This work investigated radioactive contamination in soils of the pine forest in the territory adjacent to Semipalatinsk test site. Materials and Methods: Thirty samples from the soil were collected from six different a soil profile was laid out (research areas). Activity concentrations of 137Cs and 241Am were determined using a Canberra GX-2020 solid-state gamma-spectromet...

In this article, a multivariate extension of the unit-sinh-normal (USHN) distribution is presented. The new distribution, which obtained from conditionally specified distributions methodology, absolutely continuous, and its marginal are univariate USHN. properties USHN studied in detail, statistical inference carried out classical approach using maximum likelihood method. suitable for modeling ...