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stat.ME2026
gridcp: Fast Online Changepoint Detection in Python
Per August Jarval Moen, Sebastian Grau Nielsen, Espen Bjørge Urheim +2
Online changepoint detection is the problem of detecting distributional changes in a data stream in real-time. A large body of methodology exists for the offline (fixed-size) setti…
stat.ME2025
A grid-based methodology for fast online changepoint detection
Per August Jarval Moen
We propose a grid-based methodology for online changepoint detection that allows offline changepoint tests to be applied to sequentially observed data. The methodology achieves low…
stat.ME2023
Efficient sparsity adaptive changepoint estimation
Per August Jarval Moen, Ingrid Kristine Glad, Martin Tveten
We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data…