Segment Parameter Labelling in MCMC Mean-Shift Change Detection

no code implementations • 26 Oct 2017 • Alireza Ahrabian, Shirin Enshaeifar, Clive Cheong-Took, Payam Barnaghi

This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models.

Change Detection Change Point Detection +2