Product partition latent variable model for multiple change-point detection in multivariate data

DOI10.1080/02664763.2015.1029444OpenAlexW1699945476MaRDI QIDQ5130344

Gift Nyamundanda, Avril Hegarty, Kevin Hayes

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Product_partition_latent_variable_model_for_multiple_change_point_detection_in_multivariate_data/1420484

zbMATH Keywords

Gaussiandimensionality reductionmultivariatePPM PPLVM

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Multipartition model for multiple change point identification

Uses Software

• changepoint
• ecp

Cites Work

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• Extension to the product partition model: computing the probability of a change
• Product partition models for change point problems
• An analysis of the influence of some prior specifications in the identification of change points via product partition model.
• Bayesian Value-at-Risk with product partition models
• Sequential Anomaly Detection in the Presence of Noise and Limited Feedback
• Probabilistic Principal Component Analysis
• A Bayesian Analysis for Change Point Problems
• Optimal Detection of Changepoints With a Linear Computational Cost
• Detection of multiple change-points in multivariate data
• Exact Bayesian curve fitting and signal segmentation
• CONTINUOUS INSPECTION SCHEMES

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