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Evolutionary Sequential Monte Carlo Samplers for Change-points Models

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Table 2: Tuned parameters for the TNT algorithm.
Table 3: Prior Distributions of the CP parameters. The distribution N (a, b) denotes the Normal distribution with expectation a and variance b and U[a,b] stands for the Uniform distribution with lower bound a and upper bound b
Figure 3 shows the log-Bayes factors (log-BFs) of CP-GARCH models with respect to the standard GARCH process (i.e
Figure 2: Log-BF over time of the CP-GARCH models in relation to the GARCH one. The log-BF of the CP-GARCH model with two, three, four and five regimes are depicted in yellow, blue, red and cyan respectively
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