Bayesian change points analysis on the seismic activity in northeastern Taiwan

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.

Keywords:

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

Acknowledgements

This work was supported by the MOE program for promoting academic excellent of universities under grant numbers 91-N-FA07-7-4 and 91-H-FA07-1-4 and the data were provided by the Central Weather Bureau on Taiwan.