Posts tagged "online change-point"
Notes on Bayesian Online Change Point Detection
- 04 September 2022
- Language: en
- Category: change-point detection
In this post we are going to delve into the mathematical details behind the graphical model Bayesian Online Change Point Detection introduced in [Adams and MacKay, 2007]. This model can be used to detect different type of change-points and has known many extensions over the last few years.
