Bayesian change points analysis on the seismic activity in northeastern Taiwan

Tsai Hung Fan, Wei Chen Chen

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Bayesian change points analysis on the seismic activity in northeastern Taiwan is studied via the reversible jump Markov chain Monte Carlo simulation. An epidemic model is considered with Gamma prior distributions for the parameters. The prior distributions are essentially determined based on an earlier period of the seismic data in the same region. It is investigated that there exist two change points during the time period considered. This result is also confirmed by the BIC criteria.

Original languageEnglish
Pages (from-to)857-868
Number of pages12
JournalJournal of Statistical Computation and Simulation
Volume75
Issue number11
DOIs
StatePublished - 1 Nov 2005

Keywords

  • Bayesian change points analysis
  • BIC criteria
  • Reversible jump MCMC method
  • Seismic activity

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