2.7k citations · 2.8k across the 32 of their papers we have counts for
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A Constant-per-Iteration Likelihood Ratio Test for Online Changepoint Detection for Exponential Family Models
Kes Ward, Gaetano Romano, Idris Eckley +1
Online changepoint detection algorithms that are based on likelihood-ratio tests have been shown to have excellent statistical properties. However, a simple online implementation i…
Multivariate Locally Stationary Wavelet Process Analysis with the mvLSW R Package
Simon A. C. Taylor, Timothy Park, Idris A. Eckley
This paper describes the R package mvLSW. The package contains a suite of tools for the analysis of multivariate locally stationary wavelet (LSW) time series. Key elements include:…
A computationally efficient nonparametric approach for changepoint detection
Kaylea Haynes, Paul Fearnhead, Idris A. Eckley
In this paper we build on an approach proposed by Zou et al. (2014) for nonpara- metric changepoint detection. This approach defines the best segmentation for a data set as the one…
Efficient penalty search for multiple changepoint problems
Kaylea Haynes, Idris A. Eckley, Paul Fearnhead
In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and lo…