Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees

no code implementations • 8 Mar 2022 • Valentinian Lungu, Ioannis Papageorgiou, Ioannis Kontoyiannis

A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series.

Change Point Detection Time Series +1